CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6677 |
0.6687 |
0.0010 |
0.1% |
0.6690 |
| High |
0.6707 |
0.6721 |
0.0014 |
0.2% |
0.6736 |
| Low |
0.6652 |
0.6657 |
0.0005 |
0.1% |
0.6610 |
| Close |
0.6688 |
0.6670 |
-0.0018 |
-0.3% |
0.6678 |
| Range |
0.0055 |
0.0064 |
0.0009 |
16.4% |
0.0126 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
83,768 |
115,238 |
31,470 |
37.6% |
452,088 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6874 |
0.6836 |
0.6705 |
|
| R3 |
0.6810 |
0.6772 |
0.6688 |
|
| R2 |
0.6746 |
0.6746 |
0.6682 |
|
| R1 |
0.6708 |
0.6708 |
0.6676 |
0.6695 |
| PP |
0.6682 |
0.6682 |
0.6682 |
0.6676 |
| S1 |
0.6644 |
0.6644 |
0.6664 |
0.6631 |
| S2 |
0.6618 |
0.6618 |
0.6658 |
|
| S3 |
0.6554 |
0.6580 |
0.6652 |
|
| S4 |
0.6490 |
0.6516 |
0.6635 |
|
|
| 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 |
0.6721 |
0.6610 |
0.0111 |
1.7% |
0.0065 |
1.0% |
55% |
True |
False |
99,451 |
| 10 |
0.6823 |
0.6610 |
0.0213 |
3.2% |
0.0063 |
0.9% |
28% |
False |
False |
89,808 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.6% |
0.0070 |
1.0% |
20% |
False |
False |
79,288 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0065 |
1.0% |
43% |
False |
False |
39,933 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0060 |
0.9% |
43% |
False |
False |
26,646 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
43% |
False |
False |
20,022 |
| 100 |
0.7039 |
0.6487 |
0.0552 |
8.3% |
0.0056 |
0.8% |
33% |
False |
False |
16,026 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0054 |
0.8% |
25% |
False |
False |
13,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6993 |
|
2.618 |
0.6888 |
|
1.618 |
0.6824 |
|
1.000 |
0.6785 |
|
0.618 |
0.6760 |
|
HIGH |
0.6721 |
|
0.618 |
0.6696 |
|
0.500 |
0.6689 |
|
0.382 |
0.6681 |
|
LOW |
0.6657 |
|
0.618 |
0.6617 |
|
1.000 |
0.6593 |
|
1.618 |
0.6553 |
|
2.618 |
0.6489 |
|
4.250 |
0.6385 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6689 |
0.6670 |
| PP |
0.6682 |
0.6669 |
| S1 |
0.6676 |
0.6669 |
|