CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6641 |
0.6706 |
0.0066 |
1.0% |
0.6677 |
| High |
0.6716 |
0.6711 |
-0.0005 |
-0.1% |
0.6721 |
| Low |
0.6635 |
0.6638 |
0.0004 |
0.1% |
0.6614 |
| Close |
0.6710 |
0.6692 |
-0.0018 |
-0.3% |
0.6710 |
| Range |
0.0082 |
0.0073 |
-0.0009 |
-10.4% |
0.0107 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
92,729 |
72,967 |
-19,762 |
-21.3% |
385,806 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6899 |
0.6868 |
0.6732 |
|
| R3 |
0.6826 |
0.6795 |
0.6712 |
|
| R2 |
0.6753 |
0.6753 |
0.6705 |
|
| R1 |
0.6722 |
0.6722 |
0.6698 |
0.6701 |
| PP |
0.6680 |
0.6680 |
0.6680 |
0.6670 |
| S1 |
0.6649 |
0.6649 |
0.6685 |
0.6628 |
| S2 |
0.6607 |
0.6607 |
0.6678 |
|
| S3 |
0.6534 |
0.6576 |
0.6671 |
|
| S4 |
0.6461 |
0.6503 |
0.6651 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7002 |
0.6963 |
0.6768 |
|
| R3 |
0.6895 |
0.6856 |
0.6739 |
|
| R2 |
0.6788 |
0.6788 |
0.6729 |
|
| R1 |
0.6749 |
0.6749 |
0.6719 |
0.6769 |
| PP |
0.6681 |
0.6681 |
0.6681 |
0.6691 |
| S1 |
0.6642 |
0.6642 |
0.6700 |
0.6662 |
| S2 |
0.6574 |
0.6574 |
0.6690 |
|
| S3 |
0.6467 |
0.6535 |
0.6680 |
|
| S4 |
0.6360 |
0.6428 |
0.6651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6721 |
0.6614 |
0.0107 |
1.6% |
0.0073 |
1.1% |
73% |
False |
False |
91,754 |
| 10 |
0.6736 |
0.6610 |
0.0126 |
1.9% |
0.0065 |
1.0% |
65% |
False |
False |
91,086 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.6% |
0.0071 |
1.1% |
27% |
False |
False |
90,492 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0067 |
1.0% |
48% |
False |
False |
46,421 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0062 |
0.9% |
48% |
False |
False |
30,975 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
48% |
False |
False |
23,259 |
| 100 |
0.7025 |
0.6487 |
0.0538 |
8.0% |
0.0057 |
0.9% |
38% |
False |
False |
18,623 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0054 |
0.8% |
28% |
False |
False |
15,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7021 |
|
2.618 |
0.6902 |
|
1.618 |
0.6829 |
|
1.000 |
0.6784 |
|
0.618 |
0.6756 |
|
HIGH |
0.6711 |
|
0.618 |
0.6683 |
|
0.500 |
0.6675 |
|
0.382 |
0.6666 |
|
LOW |
0.6638 |
|
0.618 |
0.6593 |
|
1.000 |
0.6565 |
|
1.618 |
0.6520 |
|
2.618 |
0.6447 |
|
4.250 |
0.6328 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6686 |
0.6683 |
| PP |
0.6680 |
0.6674 |
| S1 |
0.6675 |
0.6665 |
|