CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6701 |
0.6616 |
-0.0085 |
-1.3% |
0.6897 |
| High |
0.6704 |
0.6654 |
-0.0050 |
-0.7% |
0.6899 |
| Low |
0.6612 |
0.6610 |
-0.0003 |
0.0% |
0.6678 |
| Close |
0.6623 |
0.6634 |
0.0011 |
0.2% |
0.6692 |
| Range |
0.0092 |
0.0045 |
-0.0048 |
-51.6% |
0.0221 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
104,133 |
105,234 |
1,101 |
1.1% |
394,654 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6744 |
0.6658 |
|
| R3 |
0.6721 |
0.6700 |
0.6646 |
|
| R2 |
0.6677 |
0.6677 |
0.6642 |
|
| R1 |
0.6655 |
0.6655 |
0.6638 |
0.6666 |
| PP |
0.6632 |
0.6632 |
0.6632 |
0.6638 |
| S1 |
0.6611 |
0.6611 |
0.6629 |
0.6622 |
| S2 |
0.6588 |
0.6588 |
0.6625 |
|
| S3 |
0.6543 |
0.6566 |
0.6621 |
|
| S4 |
0.6499 |
0.6522 |
0.6609 |
|
|
| 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 |
0.6783 |
0.6610 |
0.0173 |
2.6% |
0.0064 |
1.0% |
14% |
False |
True |
92,136 |
| 10 |
0.6915 |
0.6610 |
0.0306 |
4.6% |
0.0075 |
1.1% |
8% |
False |
True |
99,352 |
| 20 |
0.6915 |
0.6513 |
0.0403 |
6.1% |
0.0071 |
1.1% |
30% |
False |
False |
65,118 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0063 |
1.0% |
34% |
False |
False |
32,747 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0059 |
0.9% |
34% |
False |
False |
21,850 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0058 |
0.9% |
34% |
False |
False |
16,431 |
| 100 |
0.7054 |
0.6487 |
0.0567 |
8.5% |
0.0056 |
0.8% |
26% |
False |
False |
13,147 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0052 |
0.8% |
20% |
False |
False |
10,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6843 |
|
2.618 |
0.6771 |
|
1.618 |
0.6726 |
|
1.000 |
0.6699 |
|
0.618 |
0.6682 |
|
HIGH |
0.6654 |
|
0.618 |
0.6637 |
|
0.500 |
0.6632 |
|
0.382 |
0.6626 |
|
LOW |
0.6610 |
|
0.618 |
0.6582 |
|
1.000 |
0.6565 |
|
1.618 |
0.6537 |
|
2.618 |
0.6493 |
|
4.250 |
0.6420 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6633 |
0.6673 |
| PP |
0.6632 |
0.6660 |
| S1 |
0.6632 |
0.6647 |
|