CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6474 |
0.6468 |
-0.0007 |
-0.1% |
0.6405 |
| High |
0.6531 |
0.6472 |
-0.0059 |
-0.9% |
0.6495 |
| Low |
0.6459 |
0.6404 |
-0.0056 |
-0.9% |
0.6402 |
| Close |
0.6491 |
0.6438 |
-0.0053 |
-0.8% |
0.6454 |
| Range |
0.0072 |
0.0068 |
-0.0004 |
-4.9% |
0.0093 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.8% |
0.0000 |
| Volume |
120,200 |
129,689 |
9,489 |
7.9% |
422,361 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6642 |
0.6608 |
0.6475 |
|
| R3 |
0.6574 |
0.6540 |
0.6456 |
|
| R2 |
0.6506 |
0.6506 |
0.6450 |
|
| R1 |
0.6472 |
0.6472 |
0.6444 |
0.6455 |
| PP |
0.6438 |
0.6438 |
0.6438 |
0.6429 |
| S1 |
0.6404 |
0.6404 |
0.6431 |
0.6387 |
| S2 |
0.6370 |
0.6370 |
0.6425 |
|
| S3 |
0.6302 |
0.6336 |
0.6419 |
|
| S4 |
0.6234 |
0.6268 |
0.6400 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6729 |
0.6684 |
0.6505 |
|
| R3 |
0.6636 |
0.6591 |
0.6479 |
|
| R2 |
0.6543 |
0.6543 |
0.6471 |
|
| R1 |
0.6498 |
0.6498 |
0.6462 |
0.6521 |
| PP |
0.6450 |
0.6450 |
0.6450 |
0.6461 |
| S1 |
0.6405 |
0.6405 |
0.6445 |
0.6428 |
| S2 |
0.6357 |
0.6357 |
0.6436 |
|
| S3 |
0.6264 |
0.6312 |
0.6428 |
|
| S4 |
0.6171 |
0.6219 |
0.6402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6531 |
0.6404 |
0.0127 |
2.0% |
0.0054 |
0.8% |
27% |
False |
True |
102,397 |
| 10 |
0.6531 |
0.6390 |
0.0141 |
2.2% |
0.0051 |
0.8% |
34% |
False |
False |
85,026 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0058 |
0.9% |
34% |
False |
False |
44,239 |
| 40 |
0.6851 |
0.6381 |
0.0470 |
7.3% |
0.0062 |
1.0% |
12% |
False |
False |
22,296 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0062 |
1.0% |
10% |
False |
False |
14,922 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0058 |
0.9% |
10% |
False |
False |
11,202 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0051 |
0.8% |
10% |
False |
False |
8,962 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0047 |
0.7% |
10% |
False |
False |
7,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6761 |
|
2.618 |
0.6650 |
|
1.618 |
0.6582 |
|
1.000 |
0.6540 |
|
0.618 |
0.6514 |
|
HIGH |
0.6472 |
|
0.618 |
0.6446 |
|
0.500 |
0.6438 |
|
0.382 |
0.6429 |
|
LOW |
0.6404 |
|
0.618 |
0.6361 |
|
1.000 |
0.6336 |
|
1.618 |
0.6293 |
|
2.618 |
0.6225 |
|
4.250 |
0.6115 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6438 |
0.6467 |
| PP |
0.6438 |
0.6457 |
| S1 |
0.6438 |
0.6447 |
|