CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6706 |
0.6690 |
-0.0016 |
-0.2% |
0.6677 |
| High |
0.6711 |
0.6710 |
-0.0002 |
0.0% |
0.6721 |
| Low |
0.6638 |
0.6665 |
0.0027 |
0.4% |
0.6614 |
| Close |
0.6692 |
0.6694 |
0.0003 |
0.0% |
0.6710 |
| Range |
0.0073 |
0.0045 |
-0.0029 |
-39.0% |
0.0107 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
72,967 |
68,558 |
-4,409 |
-6.0% |
385,806 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6823 |
0.6803 |
0.6718 |
|
| R3 |
0.6779 |
0.6759 |
0.6706 |
|
| R2 |
0.6734 |
0.6734 |
0.6702 |
|
| R1 |
0.6714 |
0.6714 |
0.6698 |
0.6724 |
| PP |
0.6690 |
0.6690 |
0.6690 |
0.6695 |
| S1 |
0.6670 |
0.6670 |
0.6690 |
0.6680 |
| S2 |
0.6645 |
0.6645 |
0.6686 |
|
| S3 |
0.6601 |
0.6625 |
0.6682 |
|
| S4 |
0.6556 |
0.6581 |
0.6670 |
|
|
| 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% |
0.0071 |
1.1% |
75% |
False |
False |
88,712 |
| 10 |
0.6736 |
0.6610 |
0.0126 |
1.9% |
0.0066 |
1.0% |
67% |
False |
False |
91,178 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.6% |
0.0071 |
1.1% |
28% |
False |
False |
92,562 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0065 |
1.0% |
48% |
False |
False |
48,130 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0062 |
0.9% |
48% |
False |
False |
32,116 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0058 |
0.9% |
48% |
False |
False |
24,112 |
| 100 |
0.6972 |
0.6487 |
0.0485 |
7.2% |
0.0057 |
0.8% |
43% |
False |
False |
19,309 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0055 |
0.8% |
29% |
False |
False |
16,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6899 |
|
2.618 |
0.6826 |
|
1.618 |
0.6782 |
|
1.000 |
0.6754 |
|
0.618 |
0.6737 |
|
HIGH |
0.6710 |
|
0.618 |
0.6693 |
|
0.500 |
0.6687 |
|
0.382 |
0.6682 |
|
LOW |
0.6665 |
|
0.618 |
0.6637 |
|
1.000 |
0.6621 |
|
1.618 |
0.6593 |
|
2.618 |
0.6548 |
|
4.250 |
0.6476 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6692 |
0.6688 |
| PP |
0.6690 |
0.6682 |
| S1 |
0.6687 |
0.6675 |
|