CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6897 |
0.6805 |
-0.0092 |
-1.3% |
0.6763 |
| High |
0.6899 |
0.6822 |
-0.0077 |
-1.1% |
0.6915 |
| Low |
0.6770 |
0.6758 |
-0.0012 |
-0.2% |
0.6750 |
| Close |
0.6803 |
0.6819 |
0.0016 |
0.2% |
0.6895 |
| Range |
0.0129 |
0.0064 |
-0.0066 |
-50.8% |
0.0165 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
147,662 |
79,010 |
-68,652 |
-46.5% |
477,184 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6990 |
0.6968 |
0.6854 |
|
| R3 |
0.6927 |
0.6905 |
0.6836 |
|
| R2 |
0.6863 |
0.6863 |
0.6831 |
|
| R1 |
0.6841 |
0.6841 |
0.6825 |
0.6852 |
| PP |
0.6800 |
0.6800 |
0.6800 |
0.6805 |
| S1 |
0.6778 |
0.6778 |
0.6813 |
0.6789 |
| S2 |
0.6736 |
0.6736 |
0.6807 |
|
| S3 |
0.6673 |
0.6714 |
0.6802 |
|
| S4 |
0.6609 |
0.6651 |
0.6784 |
|
|
| 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 |
0.6758 |
0.0157 |
2.3% |
0.0089 |
1.3% |
39% |
False |
True |
119,290 |
| 10 |
0.6915 |
0.6663 |
0.0252 |
3.7% |
0.0076 |
1.1% |
62% |
False |
False |
74,358 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0070 |
1.0% |
78% |
False |
False |
38,815 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0063 |
0.9% |
78% |
False |
False |
19,485 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0058 |
0.9% |
78% |
False |
False |
13,004 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0056 |
0.8% |
78% |
False |
False |
9,793 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0056 |
0.8% |
46% |
False |
False |
7,836 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0052 |
0.8% |
46% |
False |
False |
6,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7091 |
|
2.618 |
0.6988 |
|
1.618 |
0.6924 |
|
1.000 |
0.6885 |
|
0.618 |
0.6861 |
|
HIGH |
0.6822 |
|
0.618 |
0.6797 |
|
0.500 |
0.6790 |
|
0.382 |
0.6782 |
|
LOW |
0.6758 |
|
0.618 |
0.6719 |
|
1.000 |
0.6695 |
|
1.618 |
0.6655 |
|
2.618 |
0.6592 |
|
4.250 |
0.6488 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6809 |
0.6837 |
| PP |
0.6800 |
0.6831 |
| S1 |
0.6790 |
0.6825 |
|