CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6813 |
0.6772 |
-0.0041 |
-0.6% |
0.6897 |
| High |
0.6823 |
0.6783 |
-0.0040 |
-0.6% |
0.6899 |
| Low |
0.6761 |
0.6678 |
-0.0083 |
-1.2% |
0.6678 |
| Close |
0.6774 |
0.6692 |
-0.0082 |
-1.2% |
0.6692 |
| Range |
0.0062 |
0.0105 |
0.0043 |
68.5% |
0.0221 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
3.7% |
0.0000 |
| Volume |
70,504 |
97,478 |
26,974 |
38.3% |
394,654 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7031 |
0.6966 |
0.6749 |
|
| R3 |
0.6927 |
0.6862 |
0.6721 |
|
| R2 |
0.6822 |
0.6822 |
0.6711 |
|
| R1 |
0.6757 |
0.6757 |
0.6702 |
0.6737 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6708 |
| S1 |
0.6653 |
0.6653 |
0.6682 |
0.6633 |
| S2 |
0.6613 |
0.6613 |
0.6673 |
|
| S3 |
0.6509 |
0.6548 |
0.6663 |
|
| S4 |
0.6404 |
0.6444 |
0.6635 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7275 |
0.6813 |
|
| R3 |
0.7197 |
0.7055 |
0.6753 |
|
| R2 |
0.6977 |
0.6977 |
0.6732 |
|
| R1 |
0.6834 |
0.6834 |
0.6712 |
0.6795 |
| PP |
0.6756 |
0.6756 |
0.6756 |
0.6737 |
| S1 |
0.6614 |
0.6614 |
0.6672 |
0.6575 |
| S2 |
0.6536 |
0.6536 |
0.6652 |
|
| S3 |
0.6315 |
0.6393 |
0.6631 |
|
| S4 |
0.6095 |
0.6173 |
0.6571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6915 |
0.6678 |
0.0237 |
3.5% |
0.0081 |
1.2% |
6% |
False |
True |
100,688 |
| 10 |
0.6915 |
0.6678 |
0.0237 |
3.5% |
0.0078 |
1.2% |
6% |
False |
True |
89,898 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0072 |
1.1% |
48% |
False |
False |
47,151 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0064 |
1.0% |
48% |
False |
False |
23,677 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0060 |
0.9% |
48% |
False |
False |
15,804 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
48% |
False |
False |
11,893 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0057 |
0.9% |
29% |
False |
False |
9,516 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0053 |
0.8% |
29% |
False |
False |
7,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7227 |
|
2.618 |
0.7056 |
|
1.618 |
0.6952 |
|
1.000 |
0.6887 |
|
0.618 |
0.6847 |
|
HIGH |
0.6783 |
|
0.618 |
0.6743 |
|
0.500 |
0.6730 |
|
0.382 |
0.6718 |
|
LOW |
0.6678 |
|
0.618 |
0.6613 |
|
1.000 |
0.6574 |
|
1.618 |
0.6509 |
|
2.618 |
0.6404 |
|
4.250 |
0.6234 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6730 |
0.6750 |
| PP |
0.6718 |
0.6731 |
| S1 |
0.6705 |
0.6711 |
|