CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6851 |
0.6830 |
-0.0021 |
-0.3% |
0.6706 |
| High |
0.6854 |
0.6851 |
-0.0003 |
0.0% |
0.6910 |
| Low |
0.6801 |
0.6803 |
0.0002 |
0.0% |
0.6638 |
| Close |
0.6837 |
0.6827 |
-0.0010 |
-0.1% |
0.6854 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.6% |
0.0272 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
65,703 |
85,352 |
19,649 |
29.9% |
475,063 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6972 |
0.6948 |
0.6854 |
|
| R3 |
0.6924 |
0.6900 |
0.6840 |
|
| R2 |
0.6875 |
0.6875 |
0.6836 |
|
| R1 |
0.6851 |
0.6851 |
0.6831 |
0.6839 |
| PP |
0.6827 |
0.6827 |
0.6827 |
0.6821 |
| S1 |
0.6803 |
0.6803 |
0.6823 |
0.6791 |
| S2 |
0.6778 |
0.6778 |
0.6818 |
|
| S3 |
0.6730 |
0.6754 |
0.6814 |
|
| S4 |
0.6681 |
0.6706 |
0.6800 |
|
|
| 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 |
0.6697 |
0.0213 |
3.1% |
0.0078 |
1.1% |
61% |
False |
False |
96,918 |
| 10 |
0.6910 |
0.6614 |
0.0296 |
4.3% |
0.0074 |
1.1% |
72% |
False |
False |
92,815 |
| 20 |
0.6910 |
0.6610 |
0.0300 |
4.4% |
0.0072 |
1.1% |
73% |
False |
False |
92,933 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0069 |
1.0% |
79% |
False |
False |
60,211 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0064 |
0.9% |
79% |
False |
False |
40,191 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0060 |
0.9% |
79% |
False |
False |
30,155 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0058 |
0.8% |
79% |
False |
False |
24,154 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.5% |
0.0057 |
0.8% |
47% |
False |
False |
20,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7057 |
|
2.618 |
0.6978 |
|
1.618 |
0.6929 |
|
1.000 |
0.6900 |
|
0.618 |
0.6881 |
|
HIGH |
0.6851 |
|
0.618 |
0.6832 |
|
0.500 |
0.6827 |
|
0.382 |
0.6821 |
|
LOW |
0.6803 |
|
0.618 |
0.6773 |
|
1.000 |
0.6754 |
|
1.618 |
0.6724 |
|
2.618 |
0.6676 |
|
4.250 |
0.6596 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6827 |
0.6855 |
| PP |
0.6827 |
0.6846 |
| S1 |
0.6827 |
0.6836 |
|