CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6830 |
0.6826 |
-0.0004 |
-0.1% |
0.6706 |
High |
0.6851 |
0.6834 |
-0.0017 |
-0.2% |
0.6910 |
Low |
0.6803 |
0.6764 |
-0.0039 |
-0.6% |
0.6638 |
Close |
0.6827 |
0.6790 |
-0.0038 |
-0.5% |
0.6854 |
Range |
0.0049 |
0.0070 |
0.0022 |
44.3% |
0.0272 |
ATR |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0000 |
Volume |
85,352 |
81,515 |
-3,837 |
-4.5% |
475,063 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7006 |
0.6968 |
0.6828 |
|
R3 |
0.6936 |
0.6898 |
0.6809 |
|
R2 |
0.6866 |
0.6866 |
0.6802 |
|
R1 |
0.6828 |
0.6828 |
0.6796 |
0.6812 |
PP |
0.6796 |
0.6796 |
0.6796 |
0.6788 |
S1 |
0.6758 |
0.6758 |
0.6783 |
0.6742 |
S2 |
0.6726 |
0.6726 |
0.6777 |
|
S3 |
0.6656 |
0.6688 |
0.6770 |
|
S4 |
0.6586 |
0.6618 |
0.6751 |
|
|
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 |
0.6764 |
0.0146 |
2.1% |
0.0069 |
1.0% |
18% |
False |
True |
87,812 |
10 |
0.6910 |
0.6614 |
0.0296 |
4.4% |
0.0075 |
1.1% |
59% |
False |
False |
89,443 |
20 |
0.6910 |
0.6610 |
0.0300 |
4.4% |
0.0069 |
1.0% |
60% |
False |
False |
89,625 |
40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0069 |
1.0% |
71% |
False |
False |
62,247 |
60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0065 |
1.0% |
71% |
False |
False |
41,548 |
80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0060 |
0.9% |
71% |
False |
False |
31,173 |
100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0058 |
0.8% |
71% |
False |
False |
24,970 |
120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0058 |
0.9% |
42% |
False |
False |
20,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7132 |
2.618 |
0.7017 |
1.618 |
0.6947 |
1.000 |
0.6904 |
0.618 |
0.6877 |
HIGH |
0.6834 |
0.618 |
0.6807 |
0.500 |
0.6799 |
0.382 |
0.6791 |
LOW |
0.6764 |
0.618 |
0.6721 |
1.000 |
0.6694 |
1.618 |
0.6651 |
2.618 |
0.6581 |
4.250 |
0.6467 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6799 |
0.6809 |
PP |
0.6796 |
0.6802 |
S1 |
0.6793 |
0.6796 |
|