CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6468 |
0.6434 |
-0.0034 |
-0.5% |
0.6453 |
| High |
0.6472 |
0.6484 |
0.0013 |
0.2% |
0.6531 |
| Low |
0.6404 |
0.6422 |
0.0019 |
0.3% |
0.6404 |
| Close |
0.6438 |
0.6461 |
0.0024 |
0.4% |
0.6461 |
| Range |
0.0068 |
0.0062 |
-0.0006 |
-8.8% |
0.0127 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
| Volume |
129,689 |
106,468 |
-23,221 |
-17.9% |
518,277 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6642 |
0.6613 |
0.6495 |
|
| R3 |
0.6580 |
0.6551 |
0.6478 |
|
| R2 |
0.6518 |
0.6518 |
0.6472 |
|
| R1 |
0.6489 |
0.6489 |
0.6467 |
0.6504 |
| PP |
0.6456 |
0.6456 |
0.6456 |
0.6463 |
| S1 |
0.6427 |
0.6427 |
0.6455 |
0.6442 |
| S2 |
0.6394 |
0.6394 |
0.6450 |
|
| S3 |
0.6332 |
0.6365 |
0.6444 |
|
| S4 |
0.6270 |
0.6303 |
0.6427 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6781 |
0.6531 |
|
| R3 |
0.6719 |
0.6654 |
0.6496 |
|
| R2 |
0.6592 |
0.6592 |
0.6484 |
|
| R1 |
0.6527 |
0.6527 |
0.6473 |
0.6559 |
| PP |
0.6465 |
0.6465 |
0.6465 |
0.6481 |
| S1 |
0.6400 |
0.6400 |
0.6449 |
0.6432 |
| S2 |
0.6338 |
0.6338 |
0.6438 |
|
| S3 |
0.6211 |
0.6273 |
0.6426 |
|
| S4 |
0.6084 |
0.6146 |
0.6391 |
|
|
| 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% |
0.0056 |
0.9% |
45% |
False |
False |
103,655 |
| 10 |
0.6531 |
0.6402 |
0.0129 |
2.0% |
0.0052 |
0.8% |
46% |
False |
False |
94,063 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0057 |
0.9% |
48% |
False |
False |
49,544 |
| 40 |
0.6769 |
0.6381 |
0.0388 |
6.0% |
0.0061 |
0.9% |
21% |
False |
False |
24,953 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0062 |
1.0% |
15% |
False |
False |
16,690 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0058 |
0.9% |
15% |
False |
False |
12,532 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0051 |
0.8% |
15% |
False |
False |
10,026 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0048 |
0.7% |
15% |
False |
False |
8,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6748 |
|
2.618 |
0.6646 |
|
1.618 |
0.6584 |
|
1.000 |
0.6546 |
|
0.618 |
0.6522 |
|
HIGH |
0.6484 |
|
0.618 |
0.6460 |
|
0.500 |
0.6453 |
|
0.382 |
0.6446 |
|
LOW |
0.6422 |
|
0.618 |
0.6384 |
|
1.000 |
0.6360 |
|
1.618 |
0.6322 |
|
2.618 |
0.6260 |
|
4.250 |
0.6159 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6458 |
0.6467 |
| PP |
0.6456 |
0.6465 |
| S1 |
0.6453 |
0.6463 |
|