CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6772 |
0.6690 |
-0.0082 |
-1.2% |
0.6897 |
| High |
0.6783 |
0.6709 |
-0.0074 |
-1.1% |
0.6899 |
| Low |
0.6678 |
0.6683 |
0.0005 |
0.1% |
0.6678 |
| Close |
0.6692 |
0.6697 |
0.0005 |
0.1% |
0.6692 |
| Range |
0.0105 |
0.0027 |
-0.0078 |
-74.6% |
0.0221 |
| ATR |
0.0072 |
0.0068 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
97,478 |
67,639 |
-29,839 |
-30.6% |
394,654 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6763 |
0.6712 |
|
| R3 |
0.6749 |
0.6736 |
0.6704 |
|
| R2 |
0.6723 |
0.6723 |
0.6702 |
|
| R1 |
0.6710 |
0.6710 |
0.6699 |
0.6716 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6699 |
| S1 |
0.6683 |
0.6683 |
0.6695 |
0.6690 |
| S2 |
0.6670 |
0.6670 |
0.6692 |
|
| S3 |
0.6643 |
0.6657 |
0.6690 |
|
| S4 |
0.6617 |
0.6630 |
0.6682 |
|
|
| 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 |
0.6899 |
0.6678 |
0.0221 |
3.3% |
0.0077 |
1.2% |
9% |
False |
False |
92,458 |
| 10 |
0.6915 |
0.6678 |
0.0237 |
3.5% |
0.0075 |
1.1% |
8% |
False |
False |
93,947 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0071 |
1.1% |
49% |
False |
False |
50,507 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0064 |
1.0% |
49% |
False |
False |
25,367 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0060 |
0.9% |
49% |
False |
False |
16,931 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
49% |
False |
False |
12,738 |
| 100 |
0.7133 |
0.6487 |
0.0646 |
9.6% |
0.0057 |
0.8% |
33% |
False |
False |
10,192 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0052 |
0.8% |
29% |
False |
False |
8,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6822 |
|
2.618 |
0.6778 |
|
1.618 |
0.6752 |
|
1.000 |
0.6736 |
|
0.618 |
0.6725 |
|
HIGH |
0.6709 |
|
0.618 |
0.6699 |
|
0.500 |
0.6696 |
|
0.382 |
0.6693 |
|
LOW |
0.6683 |
|
0.618 |
0.6666 |
|
1.000 |
0.6656 |
|
1.618 |
0.6640 |
|
2.618 |
0.6613 |
|
4.250 |
0.6570 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6697 |
0.6750 |
| PP |
0.6696 |
0.6733 |
| S1 |
0.6696 |
0.6715 |
|