CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6771 |
0.6784 |
0.0013 |
0.2% |
0.6623 |
High |
0.6825 |
0.6852 |
0.0027 |
0.4% |
0.6770 |
Low |
0.6757 |
0.6771 |
0.0014 |
0.2% |
0.6606 |
Close |
0.6781 |
0.6821 |
0.0040 |
0.6% |
0.6759 |
Range |
0.0068 |
0.0081 |
0.0013 |
19.1% |
0.0164 |
ATR |
0.0061 |
0.0062 |
0.0001 |
2.3% |
0.0000 |
Volume |
61,211 |
134,109 |
72,898 |
119.1% |
63,969 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7058 |
0.7020 |
0.6865 |
|
R3 |
0.6977 |
0.6939 |
0.6843 |
|
R2 |
0.6896 |
0.6896 |
0.6835 |
|
R1 |
0.6858 |
0.6858 |
0.6828 |
0.6877 |
PP |
0.6815 |
0.6815 |
0.6815 |
0.6824 |
S1 |
0.6777 |
0.6777 |
0.6813 |
0.6796 |
S2 |
0.6734 |
0.6734 |
0.6806 |
|
S3 |
0.6653 |
0.6696 |
0.6798 |
|
S4 |
0.6572 |
0.6615 |
0.6776 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7204 |
0.7145 |
0.6849 |
|
R3 |
0.7040 |
0.6981 |
0.6804 |
|
R2 |
0.6876 |
0.6876 |
0.6789 |
|
R1 |
0.6817 |
0.6817 |
0.6774 |
0.6846 |
PP |
0.6712 |
0.6712 |
0.6712 |
0.6726 |
S1 |
0.6653 |
0.6653 |
0.6743 |
0.6682 |
S2 |
0.6548 |
0.6548 |
0.6728 |
|
S3 |
0.6384 |
0.6489 |
0.6713 |
|
S4 |
0.6220 |
0.6325 |
0.6668 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6852 |
0.6674 |
0.0179 |
2.6% |
0.0063 |
0.9% |
82% |
True |
False |
55,064 |
10 |
0.6852 |
0.6513 |
0.0340 |
5.0% |
0.0067 |
1.0% |
91% |
True |
False |
30,883 |
20 |
0.6852 |
0.6487 |
0.0365 |
5.4% |
0.0061 |
0.9% |
91% |
True |
False |
15,759 |
40 |
0.6852 |
0.6487 |
0.0365 |
5.4% |
0.0058 |
0.9% |
91% |
True |
False |
7,928 |
60 |
0.6852 |
0.6487 |
0.0365 |
5.4% |
0.0056 |
0.8% |
91% |
True |
False |
5,308 |
80 |
0.6889 |
0.6487 |
0.0402 |
5.9% |
0.0053 |
0.8% |
83% |
False |
False |
4,014 |
100 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0053 |
0.8% |
46% |
False |
False |
3,212 |
120 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0049 |
0.7% |
46% |
False |
False |
2,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7196 |
2.618 |
0.7064 |
1.618 |
0.6983 |
1.000 |
0.6933 |
0.618 |
0.6902 |
HIGH |
0.6852 |
0.618 |
0.6821 |
0.500 |
0.6812 |
0.382 |
0.6802 |
LOW |
0.6771 |
0.618 |
0.6721 |
1.000 |
0.6690 |
1.618 |
0.6640 |
2.618 |
0.6559 |
4.250 |
0.6427 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6818 |
0.6814 |
PP |
0.6815 |
0.6808 |
S1 |
0.6812 |
0.6801 |
|