CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6616 |
0.6630 |
0.0015 |
0.2% |
0.6690 |
| High |
0.6654 |
0.6685 |
0.0031 |
0.5% |
0.6736 |
| Low |
0.6610 |
0.6617 |
0.0008 |
0.1% |
0.6610 |
| Close |
0.6634 |
0.6678 |
0.0045 |
0.7% |
0.6678 |
| Range |
0.0045 |
0.0068 |
0.0024 |
52.8% |
0.0126 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
| Volume |
105,234 |
88,885 |
-16,349 |
-15.5% |
452,088 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6864 |
0.6839 |
0.6715 |
|
| R3 |
0.6796 |
0.6771 |
0.6697 |
|
| R2 |
0.6728 |
0.6728 |
0.6690 |
|
| R1 |
0.6703 |
0.6703 |
0.6684 |
0.6716 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6666 |
| S1 |
0.6635 |
0.6635 |
0.6672 |
0.6648 |
| S2 |
0.6592 |
0.6592 |
0.6666 |
|
| S3 |
0.6524 |
0.6567 |
0.6659 |
|
| S4 |
0.6456 |
0.6499 |
0.6641 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7052 |
0.6991 |
0.6747 |
|
| R3 |
0.6926 |
0.6865 |
0.6713 |
|
| R2 |
0.6800 |
0.6800 |
0.6701 |
|
| R1 |
0.6739 |
0.6739 |
0.6690 |
0.6707 |
| PP |
0.6674 |
0.6674 |
0.6674 |
0.6658 |
| S1 |
0.6613 |
0.6613 |
0.6666 |
0.6581 |
| S2 |
0.6548 |
0.6548 |
0.6655 |
|
| S3 |
0.6422 |
0.6487 |
0.6643 |
|
| S4 |
0.6296 |
0.6361 |
0.6609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6736 |
0.6610 |
0.0126 |
1.9% |
0.0056 |
0.8% |
54% |
False |
False |
90,417 |
| 10 |
0.6915 |
0.6610 |
0.0306 |
4.6% |
0.0068 |
1.0% |
22% |
False |
False |
95,553 |
| 20 |
0.6915 |
0.6596 |
0.0319 |
4.8% |
0.0070 |
1.0% |
26% |
False |
False |
69,508 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0064 |
1.0% |
45% |
False |
False |
34,969 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0059 |
0.9% |
45% |
False |
False |
23,330 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
45% |
False |
False |
17,538 |
| 100 |
0.7054 |
0.6487 |
0.0567 |
8.5% |
0.0056 |
0.8% |
34% |
False |
False |
14,036 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0053 |
0.8% |
27% |
False |
False |
11,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6974 |
|
2.618 |
0.6863 |
|
1.618 |
0.6795 |
|
1.000 |
0.6753 |
|
0.618 |
0.6727 |
|
HIGH |
0.6685 |
|
0.618 |
0.6659 |
|
0.500 |
0.6651 |
|
0.382 |
0.6643 |
|
LOW |
0.6617 |
|
0.618 |
0.6575 |
|
1.000 |
0.6549 |
|
1.618 |
0.6507 |
|
2.618 |
0.6439 |
|
4.250 |
0.6328 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6669 |
0.6671 |
| PP |
0.6660 |
0.6664 |
| S1 |
0.6651 |
0.6657 |
|