CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6690 |
0.6701 |
0.0011 |
0.2% |
0.6677 |
| High |
0.6710 |
0.6811 |
0.0102 |
1.5% |
0.6721 |
| Low |
0.6665 |
0.6697 |
0.0032 |
0.5% |
0.6614 |
| Close |
0.6694 |
0.6808 |
0.0114 |
1.7% |
0.6710 |
| Range |
0.0045 |
0.0114 |
0.0070 |
156.2% |
0.0107 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.2% |
0.0000 |
| Volume |
68,558 |
127,044 |
58,486 |
85.3% |
385,806 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7114 |
0.7075 |
0.6870 |
|
| R3 |
0.7000 |
0.6961 |
0.6839 |
|
| R2 |
0.6886 |
0.6886 |
0.6828 |
|
| R1 |
0.6847 |
0.6847 |
0.6818 |
0.6866 |
| PP |
0.6772 |
0.6772 |
0.6772 |
0.6782 |
| S1 |
0.6733 |
0.6733 |
0.6797 |
0.6752 |
| S2 |
0.6658 |
0.6658 |
0.6787 |
|
| S3 |
0.6544 |
0.6619 |
0.6776 |
|
| S4 |
0.6430 |
0.6505 |
0.6745 |
|
|
| 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 |
0.6811 |
0.6614 |
0.0198 |
2.9% |
0.0081 |
1.2% |
98% |
True |
False |
91,073 |
| 10 |
0.6811 |
0.6610 |
0.0202 |
3.0% |
0.0073 |
1.1% |
98% |
True |
False |
95,262 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.5% |
0.0074 |
1.1% |
65% |
False |
False |
96,605 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0067 |
1.0% |
75% |
False |
False |
51,302 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0062 |
0.9% |
75% |
False |
False |
34,232 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0059 |
0.9% |
75% |
False |
False |
25,696 |
| 100 |
0.6965 |
0.6487 |
0.0478 |
7.0% |
0.0057 |
0.8% |
67% |
False |
False |
20,579 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0056 |
0.8% |
45% |
False |
False |
17,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7296 |
|
2.618 |
0.7109 |
|
1.618 |
0.6995 |
|
1.000 |
0.6925 |
|
0.618 |
0.6881 |
|
HIGH |
0.6811 |
|
0.618 |
0.6767 |
|
0.500 |
0.6754 |
|
0.382 |
0.6741 |
|
LOW |
0.6697 |
|
0.618 |
0.6627 |
|
1.000 |
0.6583 |
|
1.618 |
0.6513 |
|
2.618 |
0.6399 |
|
4.250 |
0.6213 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6780 |
| PP |
0.6772 |
0.6752 |
| S1 |
0.6754 |
0.6725 |
|