CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6690 |
0.6701 |
0.0011 |
0.2% |
0.6897 |
| High |
0.6736 |
0.6704 |
-0.0032 |
-0.5% |
0.6899 |
| Low |
0.6685 |
0.6612 |
-0.0073 |
-1.1% |
0.6678 |
| Close |
0.6705 |
0.6623 |
-0.0082 |
-1.2% |
0.6692 |
| Range |
0.0051 |
0.0092 |
0.0042 |
82.2% |
0.0221 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.7% |
0.0000 |
| Volume |
86,197 |
104,133 |
17,936 |
20.8% |
394,654 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6922 |
0.6864 |
0.6673 |
|
| R3 |
0.6830 |
0.6772 |
0.6648 |
|
| R2 |
0.6738 |
0.6738 |
0.6639 |
|
| R1 |
0.6680 |
0.6680 |
0.6631 |
0.6663 |
| PP |
0.6646 |
0.6646 |
0.6646 |
0.6638 |
| S1 |
0.6588 |
0.6588 |
0.6614 |
0.6571 |
| S2 |
0.6554 |
0.6554 |
0.6606 |
|
| S3 |
0.6462 |
0.6496 |
0.6597 |
|
| S4 |
0.6370 |
0.6404 |
0.6572 |
|
|
| 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 |
0.6612 |
0.0211 |
3.2% |
0.0067 |
1.0% |
5% |
False |
True |
85,190 |
| 10 |
0.6915 |
0.6612 |
0.0303 |
4.6% |
0.0078 |
1.2% |
3% |
False |
True |
102,240 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0073 |
1.1% |
32% |
False |
False |
59,982 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0065 |
1.0% |
32% |
False |
False |
30,122 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0059 |
0.9% |
32% |
False |
False |
20,100 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0059 |
0.9% |
32% |
False |
False |
15,116 |
| 100 |
0.7054 |
0.6487 |
0.0567 |
8.6% |
0.0057 |
0.9% |
24% |
False |
False |
12,095 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0053 |
0.8% |
19% |
False |
False |
10,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7095 |
|
2.618 |
0.6945 |
|
1.618 |
0.6853 |
|
1.000 |
0.6796 |
|
0.618 |
0.6761 |
|
HIGH |
0.6704 |
|
0.618 |
0.6669 |
|
0.500 |
0.6658 |
|
0.382 |
0.6647 |
|
LOW |
0.6612 |
|
0.618 |
0.6555 |
|
1.000 |
0.6520 |
|
1.618 |
0.6463 |
|
2.618 |
0.6371 |
|
4.250 |
0.6221 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6658 |
0.6674 |
| PP |
0.6646 |
0.6657 |
| S1 |
0.6634 |
0.6640 |
|