CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6902 |
0.6851 |
-0.0051 |
-0.7% |
0.6706 |
| High |
0.6910 |
0.6854 |
-0.0056 |
-0.8% |
0.6910 |
| Low |
0.6845 |
0.6801 |
-0.0044 |
-0.6% |
0.6638 |
| Close |
0.6854 |
0.6837 |
-0.0018 |
-0.3% |
0.6854 |
| Range |
0.0065 |
0.0053 |
-0.0013 |
-19.2% |
0.0272 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
98,820 |
65,703 |
-33,117 |
-33.5% |
475,063 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6988 |
0.6965 |
0.6865 |
|
| R3 |
0.6935 |
0.6912 |
0.6851 |
|
| R2 |
0.6883 |
0.6883 |
0.6846 |
|
| R1 |
0.6860 |
0.6860 |
0.6841 |
0.6845 |
| PP |
0.6830 |
0.6830 |
0.6830 |
0.6823 |
| S1 |
0.6807 |
0.6807 |
0.6832 |
0.6793 |
| S2 |
0.6778 |
0.6778 |
0.6827 |
|
| S3 |
0.6725 |
0.6755 |
0.6822 |
|
| S4 |
0.6673 |
0.6702 |
0.6808 |
|
|
| 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 |
0.6665 |
0.0245 |
3.6% |
0.0077 |
1.1% |
70% |
False |
False |
93,559 |
| 10 |
0.6910 |
0.6614 |
0.0296 |
4.3% |
0.0075 |
1.1% |
75% |
False |
False |
92,657 |
| 20 |
0.6915 |
0.6610 |
0.0306 |
4.5% |
0.0072 |
1.0% |
74% |
False |
False |
94,105 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0069 |
1.0% |
82% |
False |
False |
58,089 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0064 |
0.9% |
82% |
False |
False |
38,768 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0060 |
0.9% |
82% |
False |
False |
29,091 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0058 |
0.8% |
82% |
False |
False |
23,301 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0057 |
0.8% |
49% |
False |
False |
19,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7077 |
|
2.618 |
0.6991 |
|
1.618 |
0.6938 |
|
1.000 |
0.6906 |
|
0.618 |
0.6886 |
|
HIGH |
0.6854 |
|
0.618 |
0.6833 |
|
0.500 |
0.6827 |
|
0.382 |
0.6821 |
|
LOW |
0.6801 |
|
0.618 |
0.6769 |
|
1.000 |
0.6749 |
|
1.618 |
0.6716 |
|
2.618 |
0.6664 |
|
4.250 |
0.6578 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6833 |
0.6855 |
| PP |
0.6830 |
0.6849 |
| S1 |
0.6827 |
0.6843 |
|