CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6690 |
0.6690 |
0.0000 |
0.0% |
0.6897 |
| High |
0.6709 |
0.6736 |
0.0027 |
0.4% |
0.6899 |
| Low |
0.6683 |
0.6685 |
0.0003 |
0.0% |
0.6678 |
| Close |
0.6697 |
0.6705 |
0.0008 |
0.1% |
0.6692 |
| Range |
0.0027 |
0.0051 |
0.0024 |
90.6% |
0.0221 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
67,639 |
86,197 |
18,558 |
27.4% |
394,654 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6860 |
0.6833 |
0.6732 |
|
| R3 |
0.6809 |
0.6782 |
0.6718 |
|
| R2 |
0.6759 |
0.6759 |
0.6714 |
|
| R1 |
0.6732 |
0.6732 |
0.6709 |
0.6745 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6715 |
| S1 |
0.6681 |
0.6681 |
0.6700 |
0.6695 |
| S2 |
0.6658 |
0.6658 |
0.6695 |
|
| S3 |
0.6607 |
0.6631 |
0.6691 |
|
| S4 |
0.6557 |
0.6580 |
0.6677 |
|
|
| 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 |
0.6823 |
0.6678 |
0.0145 |
2.2% |
0.0061 |
0.9% |
18% |
False |
False |
80,165 |
| 10 |
0.6915 |
0.6678 |
0.0237 |
3.5% |
0.0076 |
1.1% |
11% |
False |
False |
97,948 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0071 |
1.1% |
51% |
False |
False |
54,793 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0064 |
0.9% |
51% |
False |
False |
27,520 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0060 |
0.9% |
51% |
False |
False |
18,367 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
51% |
False |
False |
13,815 |
| 100 |
0.7133 |
0.6487 |
0.0646 |
9.6% |
0.0057 |
0.9% |
34% |
False |
False |
11,054 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0052 |
0.8% |
30% |
False |
False |
9,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6950 |
|
2.618 |
0.6868 |
|
1.618 |
0.6817 |
|
1.000 |
0.6786 |
|
0.618 |
0.6767 |
|
HIGH |
0.6736 |
|
0.618 |
0.6716 |
|
0.500 |
0.6710 |
|
0.382 |
0.6704 |
|
LOW |
0.6685 |
|
0.618 |
0.6654 |
|
1.000 |
0.6635 |
|
1.618 |
0.6603 |
|
2.618 |
0.6553 |
|
4.250 |
0.6470 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6710 |
0.6730 |
| PP |
0.6708 |
0.6722 |
| S1 |
0.6706 |
0.6713 |
|