CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6803 |
0.6902 |
0.0099 |
1.5% |
0.6706 |
| High |
0.6909 |
0.6910 |
0.0001 |
0.0% |
0.6910 |
| Low |
0.6800 |
0.6845 |
0.0045 |
0.7% |
0.6638 |
| Close |
0.6906 |
0.6854 |
-0.0052 |
-0.8% |
0.6854 |
| Range |
0.0110 |
0.0065 |
-0.0045 |
-40.6% |
0.0272 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
107,674 |
98,820 |
-8,854 |
-8.2% |
475,063 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.7024 |
0.6890 |
|
| R3 |
0.6999 |
0.6959 |
0.6872 |
|
| R2 |
0.6934 |
0.6934 |
0.6866 |
|
| R1 |
0.6894 |
0.6894 |
0.6860 |
0.6882 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6863 |
| S1 |
0.6829 |
0.6829 |
0.6848 |
0.6817 |
| S2 |
0.6804 |
0.6804 |
0.6842 |
|
| S3 |
0.6739 |
0.6764 |
0.6836 |
|
| S4 |
0.6674 |
0.6699 |
0.6818 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7506 |
0.7003 |
|
| R3 |
0.7344 |
0.7235 |
0.6929 |
|
| R2 |
0.7072 |
0.7072 |
0.6904 |
|
| R1 |
0.6963 |
0.6963 |
0.6879 |
0.7018 |
| PP |
0.6801 |
0.6801 |
0.6801 |
0.6828 |
| S1 |
0.6692 |
0.6692 |
0.6829 |
0.6746 |
| S2 |
0.6529 |
0.6529 |
0.6804 |
|
| S3 |
0.6258 |
0.6420 |
0.6779 |
|
| S4 |
0.5986 |
0.6149 |
0.6705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6910 |
0.6638 |
0.0272 |
4.0% |
0.0081 |
1.2% |
80% |
True |
False |
95,012 |
| 10 |
0.6910 |
0.6614 |
0.0296 |
4.3% |
0.0077 |
1.1% |
81% |
True |
False |
94,975 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.5% |
0.0076 |
1.1% |
80% |
False |
False |
97,164 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0068 |
1.0% |
86% |
False |
False |
56,461 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0064 |
0.9% |
86% |
False |
False |
37,673 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0061 |
0.9% |
86% |
False |
False |
28,272 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0057 |
0.8% |
86% |
False |
False |
22,644 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0057 |
0.8% |
51% |
False |
False |
18,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7186 |
|
2.618 |
0.7080 |
|
1.618 |
0.7015 |
|
1.000 |
0.6975 |
|
0.618 |
0.6950 |
|
HIGH |
0.6910 |
|
0.618 |
0.6885 |
|
0.500 |
0.6877 |
|
0.382 |
0.6869 |
|
LOW |
0.6845 |
|
0.618 |
0.6804 |
|
1.000 |
0.6780 |
|
1.618 |
0.6739 |
|
2.618 |
0.6674 |
|
4.250 |
0.6568 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6877 |
0.6837 |
| PP |
0.6869 |
0.6820 |
| S1 |
0.6862 |
0.6803 |
|