CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6630 |
0.6677 |
0.0047 |
0.7% |
0.6690 |
| High |
0.6685 |
0.6707 |
0.0022 |
0.3% |
0.6736 |
| Low |
0.6617 |
0.6652 |
0.0035 |
0.5% |
0.6610 |
| Close |
0.6678 |
0.6688 |
0.0010 |
0.1% |
0.6678 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-19.1% |
0.0126 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
88,885 |
83,768 |
-5,117 |
-5.8% |
452,088 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6847 |
0.6822 |
0.6718 |
|
| R3 |
0.6792 |
0.6767 |
0.6703 |
|
| R2 |
0.6737 |
0.6737 |
0.6698 |
|
| R1 |
0.6712 |
0.6712 |
0.6693 |
0.6725 |
| PP |
0.6682 |
0.6682 |
0.6682 |
0.6688 |
| S1 |
0.6657 |
0.6657 |
0.6682 |
0.6670 |
| S2 |
0.6627 |
0.6627 |
0.6677 |
|
| S3 |
0.6572 |
0.6602 |
0.6672 |
|
| S4 |
0.6517 |
0.6547 |
0.6657 |
|
|
| 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% |
0.0062 |
0.9% |
62% |
False |
False |
93,643 |
| 10 |
0.6899 |
0.6610 |
0.0289 |
4.3% |
0.0070 |
1.0% |
27% |
False |
False |
93,051 |
| 20 |
0.6915 |
0.6606 |
0.0309 |
4.6% |
0.0069 |
1.0% |
26% |
False |
False |
73,583 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0065 |
1.0% |
47% |
False |
False |
37,053 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0059 |
0.9% |
47% |
False |
False |
24,726 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
47% |
False |
False |
18,583 |
| 100 |
0.7054 |
0.6487 |
0.0567 |
8.5% |
0.0056 |
0.8% |
35% |
False |
False |
14,874 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0053 |
0.8% |
28% |
False |
False |
12,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6940 |
|
2.618 |
0.6850 |
|
1.618 |
0.6795 |
|
1.000 |
0.6762 |
|
0.618 |
0.6740 |
|
HIGH |
0.6707 |
|
0.618 |
0.6685 |
|
0.500 |
0.6679 |
|
0.382 |
0.6673 |
|
LOW |
0.6652 |
|
0.618 |
0.6618 |
|
1.000 |
0.6597 |
|
1.618 |
0.6563 |
|
2.618 |
0.6508 |
|
4.250 |
0.6418 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6685 |
0.6678 |
| PP |
0.6682 |
0.6668 |
| S1 |
0.6679 |
0.6658 |
|