CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6485 |
0.6423 |
-0.0063 |
-1.0% |
0.6412 |
| High |
0.6493 |
0.6447 |
-0.0047 |
-0.7% |
0.6493 |
| Low |
0.6418 |
0.6385 |
-0.0033 |
-0.5% |
0.6385 |
| Close |
0.6427 |
0.6424 |
-0.0003 |
0.0% |
0.6424 |
| Range |
0.0076 |
0.0062 |
-0.0014 |
-18.5% |
0.0108 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
72,238 |
91,351 |
19,113 |
26.5% |
371,085 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6603 |
0.6575 |
0.6458 |
|
| R3 |
0.6542 |
0.6514 |
0.6441 |
|
| R2 |
0.6480 |
0.6480 |
0.6435 |
|
| R1 |
0.6452 |
0.6452 |
0.6430 |
0.6466 |
| PP |
0.6419 |
0.6419 |
0.6419 |
0.6426 |
| S1 |
0.6391 |
0.6391 |
0.6418 |
0.6405 |
| S2 |
0.6357 |
0.6357 |
0.6413 |
|
| S3 |
0.6296 |
0.6329 |
0.6407 |
|
| S4 |
0.6234 |
0.6268 |
0.6390 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6758 |
0.6699 |
0.6483 |
|
| R3 |
0.6650 |
0.6591 |
0.6454 |
|
| R2 |
0.6542 |
0.6542 |
0.6444 |
|
| R1 |
0.6483 |
0.6483 |
0.6434 |
0.6513 |
| PP |
0.6434 |
0.6434 |
0.6434 |
0.6449 |
| S1 |
0.6375 |
0.6375 |
0.6414 |
0.6405 |
| S2 |
0.6326 |
0.6326 |
0.6404 |
|
| S3 |
0.6218 |
0.6267 |
0.6394 |
|
| S4 |
0.6110 |
0.6159 |
0.6365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6493 |
0.6385 |
0.0108 |
1.7% |
0.0059 |
0.9% |
36% |
False |
True |
74,217 |
| 10 |
0.6529 |
0.6371 |
0.0158 |
2.5% |
0.0062 |
1.0% |
34% |
False |
False |
78,635 |
| 20 |
0.6751 |
0.6371 |
0.0380 |
5.9% |
0.0069 |
1.1% |
14% |
False |
False |
79,654 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.4% |
0.0071 |
1.1% |
10% |
False |
False |
85,118 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0071 |
1.1% |
10% |
False |
False |
78,451 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0067 |
1.0% |
10% |
False |
False |
58,933 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0064 |
1.0% |
10% |
False |
False |
47,157 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0062 |
1.0% |
10% |
False |
False |
39,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6708 |
|
2.618 |
0.6608 |
|
1.618 |
0.6546 |
|
1.000 |
0.6508 |
|
0.618 |
0.6485 |
|
HIGH |
0.6447 |
|
0.618 |
0.6423 |
|
0.500 |
0.6416 |
|
0.382 |
0.6408 |
|
LOW |
0.6385 |
|
0.618 |
0.6347 |
|
1.000 |
0.6324 |
|
1.618 |
0.6285 |
|
2.618 |
0.6224 |
|
4.250 |
0.6124 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6421 |
0.6439 |
| PP |
0.6419 |
0.6434 |
| S1 |
0.6416 |
0.6429 |
|