CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6898 |
0.6897 |
-0.0001 |
0.0% |
0.6763 |
| High |
0.6915 |
0.6899 |
-0.0017 |
-0.2% |
0.6915 |
| Low |
0.6872 |
0.6770 |
-0.0102 |
-1.5% |
0.6750 |
| Close |
0.6895 |
0.6803 |
-0.0092 |
-1.3% |
0.6895 |
| Range |
0.0044 |
0.0129 |
0.0086 |
196.6% |
0.0165 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
6.9% |
0.0000 |
| Volume |
108,789 |
147,662 |
38,873 |
35.7% |
477,184 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7211 |
0.7136 |
0.6874 |
|
| R3 |
0.7082 |
0.7007 |
0.6838 |
|
| R2 |
0.6953 |
0.6953 |
0.6827 |
|
| R1 |
0.6878 |
0.6878 |
0.6815 |
0.6851 |
| PP |
0.6824 |
0.6824 |
0.6824 |
0.6810 |
| S1 |
0.6749 |
0.6749 |
0.6791 |
0.6722 |
| S2 |
0.6695 |
0.6695 |
0.6779 |
|
| S3 |
0.6566 |
0.6620 |
0.6768 |
|
| S4 |
0.6437 |
0.6491 |
0.6732 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7287 |
0.6986 |
|
| R3 |
0.7183 |
0.7122 |
0.6940 |
|
| R2 |
0.7018 |
0.7018 |
0.6925 |
|
| R1 |
0.6957 |
0.6957 |
0.6910 |
0.6988 |
| PP |
0.6853 |
0.6853 |
0.6853 |
0.6869 |
| S1 |
0.6792 |
0.6792 |
0.6880 |
0.6823 |
| S2 |
0.6688 |
0.6688 |
0.6865 |
|
| S3 |
0.6523 |
0.6627 |
0.6850 |
|
| S4 |
0.6358 |
0.6462 |
0.6804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6915 |
0.6757 |
0.0158 |
2.3% |
0.0090 |
1.3% |
29% |
False |
False |
115,730 |
| 10 |
0.6915 |
0.6636 |
0.0279 |
4.1% |
0.0076 |
1.1% |
60% |
False |
False |
68,768 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0069 |
1.0% |
74% |
False |
False |
34,869 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0062 |
0.9% |
74% |
False |
False |
17,510 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0057 |
0.8% |
74% |
False |
False |
11,689 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0055 |
0.8% |
74% |
False |
False |
8,806 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0055 |
0.8% |
44% |
False |
False |
7,046 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0052 |
0.8% |
44% |
False |
False |
5,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7447 |
|
2.618 |
0.7236 |
|
1.618 |
0.7107 |
|
1.000 |
0.7028 |
|
0.618 |
0.6978 |
|
HIGH |
0.6899 |
|
0.618 |
0.6849 |
|
0.500 |
0.6834 |
|
0.382 |
0.6819 |
|
LOW |
0.6770 |
|
0.618 |
0.6690 |
|
1.000 |
0.6641 |
|
1.618 |
0.6561 |
|
2.618 |
0.6432 |
|
4.250 |
0.6221 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6834 |
0.6842 |
| PP |
0.6824 |
0.6829 |
| S1 |
0.6813 |
0.6816 |
|