CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6687 |
0.6669 |
-0.0018 |
-0.3% |
0.6690 |
| High |
0.6721 |
0.6705 |
-0.0016 |
-0.2% |
0.6736 |
| Low |
0.6657 |
0.6614 |
-0.0043 |
-0.6% |
0.6610 |
| Close |
0.6670 |
0.6641 |
-0.0030 |
-0.4% |
0.6678 |
| Range |
0.0064 |
0.0092 |
0.0028 |
43.0% |
0.0126 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.7% |
0.0000 |
| Volume |
115,238 |
94,071 |
-21,167 |
-18.4% |
452,088 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6928 |
0.6876 |
0.6691 |
|
| R3 |
0.6836 |
0.6784 |
0.6666 |
|
| R2 |
0.6745 |
0.6745 |
0.6657 |
|
| R1 |
0.6693 |
0.6693 |
0.6649 |
0.6673 |
| PP |
0.6653 |
0.6653 |
0.6653 |
0.6643 |
| S1 |
0.6601 |
0.6601 |
0.6632 |
0.6581 |
| S2 |
0.6562 |
0.6562 |
0.6624 |
|
| S3 |
0.6470 |
0.6510 |
0.6615 |
|
| S4 |
0.6379 |
0.6418 |
0.6590 |
|
|
| 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% |
28% |
False |
False |
97,439 |
| 10 |
0.6823 |
0.6610 |
0.0213 |
3.2% |
0.0066 |
1.0% |
15% |
False |
False |
91,314 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.6% |
0.0071 |
1.1% |
10% |
False |
False |
82,836 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0066 |
1.0% |
36% |
False |
False |
42,282 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0061 |
0.9% |
36% |
False |
False |
28,214 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
36% |
False |
False |
21,195 |
| 100 |
0.7039 |
0.6487 |
0.0552 |
8.3% |
0.0057 |
0.9% |
28% |
False |
False |
16,966 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0054 |
0.8% |
21% |
False |
False |
14,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7094 |
|
2.618 |
0.6945 |
|
1.618 |
0.6853 |
|
1.000 |
0.6797 |
|
0.618 |
0.6762 |
|
HIGH |
0.6705 |
|
0.618 |
0.6670 |
|
0.500 |
0.6659 |
|
0.382 |
0.6648 |
|
LOW |
0.6614 |
|
0.618 |
0.6557 |
|
1.000 |
0.6522 |
|
1.618 |
0.6465 |
|
2.618 |
0.6374 |
|
4.250 |
0.6225 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6659 |
0.6667 |
| PP |
0.6653 |
0.6658 |
| S1 |
0.6647 |
0.6649 |
|