CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6701 |
0.6803 |
0.0103 |
1.5% |
0.6677 |
| High |
0.6811 |
0.6909 |
0.0098 |
1.4% |
0.6721 |
| Low |
0.6697 |
0.6800 |
0.0103 |
1.5% |
0.6614 |
| Close |
0.6808 |
0.6906 |
0.0099 |
1.4% |
0.6710 |
| Range |
0.0114 |
0.0110 |
-0.0005 |
-3.9% |
0.0107 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
3.9% |
0.0000 |
| Volume |
127,044 |
107,674 |
-19,370 |
-15.2% |
385,806 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7200 |
0.7163 |
0.6966 |
|
| R3 |
0.7091 |
0.7053 |
0.6936 |
|
| R2 |
0.6981 |
0.6981 |
0.6926 |
|
| R1 |
0.6944 |
0.6944 |
0.6916 |
0.6962 |
| PP |
0.6872 |
0.6872 |
0.6872 |
0.6881 |
| S1 |
0.6834 |
0.6834 |
0.6896 |
0.6853 |
| S2 |
0.6762 |
0.6762 |
0.6886 |
|
| S3 |
0.6653 |
0.6725 |
0.6876 |
|
| S4 |
0.6543 |
0.6615 |
0.6846 |
|
|
| 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 |
0.6909 |
0.6635 |
0.0275 |
4.0% |
0.0085 |
1.2% |
99% |
True |
False |
93,794 |
| 10 |
0.6909 |
0.6610 |
0.0300 |
4.3% |
0.0075 |
1.1% |
99% |
True |
False |
95,616 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.4% |
0.0076 |
1.1% |
97% |
False |
False |
98,928 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0068 |
1.0% |
98% |
False |
False |
53,993 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0063 |
0.9% |
98% |
False |
False |
36,026 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0060 |
0.9% |
98% |
False |
False |
27,039 |
| 100 |
0.6965 |
0.6487 |
0.0478 |
6.9% |
0.0057 |
0.8% |
88% |
False |
False |
21,656 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.4% |
0.0056 |
0.8% |
58% |
False |
False |
18,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7374 |
|
2.618 |
0.7196 |
|
1.618 |
0.7086 |
|
1.000 |
0.7019 |
|
0.618 |
0.6977 |
|
HIGH |
0.6909 |
|
0.618 |
0.6867 |
|
0.500 |
0.6854 |
|
0.382 |
0.6841 |
|
LOW |
0.6800 |
|
0.618 |
0.6732 |
|
1.000 |
0.6690 |
|
1.618 |
0.6622 |
|
2.618 |
0.6513 |
|
4.250 |
0.6334 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6889 |
0.6866 |
| PP |
0.6872 |
0.6827 |
| S1 |
0.6854 |
0.6787 |
|