CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6805 |
0.6813 |
0.0009 |
0.1% |
0.6763 |
| High |
0.6822 |
0.6823 |
0.0001 |
0.0% |
0.6915 |
| Low |
0.6758 |
0.6761 |
0.0003 |
0.0% |
0.6750 |
| Close |
0.6819 |
0.6774 |
-0.0045 |
-0.7% |
0.6895 |
| Range |
0.0064 |
0.0062 |
-0.0002 |
-2.4% |
0.0165 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79,010 |
70,504 |
-8,506 |
-10.8% |
477,184 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6972 |
0.6935 |
0.6808 |
|
| R3 |
0.6910 |
0.6873 |
0.6791 |
|
| R2 |
0.6848 |
0.6848 |
0.6785 |
|
| R1 |
0.6811 |
0.6811 |
0.6780 |
0.6798 |
| PP |
0.6786 |
0.6786 |
0.6786 |
0.6779 |
| S1 |
0.6749 |
0.6749 |
0.6768 |
0.6736 |
| S2 |
0.6724 |
0.6724 |
0.6763 |
|
| S3 |
0.6662 |
0.6687 |
0.6757 |
|
| S4 |
0.6600 |
0.6625 |
0.6740 |
|
|
| 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% |
0.0086 |
1.3% |
10% |
False |
False |
106,569 |
| 10 |
0.6915 |
0.6674 |
0.0242 |
3.6% |
0.0074 |
1.1% |
42% |
False |
False |
80,817 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0071 |
1.0% |
67% |
False |
False |
42,329 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0063 |
0.9% |
67% |
False |
False |
21,242 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0059 |
0.9% |
67% |
False |
False |
14,179 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0056 |
0.8% |
67% |
False |
False |
10,674 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0056 |
0.8% |
40% |
False |
False |
8,541 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0052 |
0.8% |
40% |
False |
False |
7,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7086 |
|
2.618 |
0.6985 |
|
1.618 |
0.6923 |
|
1.000 |
0.6885 |
|
0.618 |
0.6861 |
|
HIGH |
0.6823 |
|
0.618 |
0.6799 |
|
0.500 |
0.6792 |
|
0.382 |
0.6784 |
|
LOW |
0.6761 |
|
0.618 |
0.6722 |
|
1.000 |
0.6699 |
|
1.618 |
0.6660 |
|
2.618 |
0.6598 |
|
4.250 |
0.6497 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6792 |
0.6828 |
| PP |
0.6786 |
0.6810 |
| S1 |
0.6780 |
0.6792 |
|