CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6826 |
0.6786 |
-0.0041 |
-0.6% |
0.6706 |
High |
0.6834 |
0.6860 |
0.0026 |
0.4% |
0.6910 |
Low |
0.6764 |
0.6779 |
0.0015 |
0.2% |
0.6638 |
Close |
0.6790 |
0.6794 |
0.0004 |
0.1% |
0.6854 |
Range |
0.0070 |
0.0081 |
0.0011 |
15.7% |
0.0272 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.1% |
0.0000 |
Volume |
81,515 |
85,984 |
4,469 |
5.5% |
475,063 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7054 |
0.7005 |
0.6838 |
|
R3 |
0.6973 |
0.6924 |
0.6816 |
|
R2 |
0.6892 |
0.6892 |
0.6808 |
|
R1 |
0.6843 |
0.6843 |
0.6801 |
0.6867 |
PP |
0.6811 |
0.6811 |
0.6811 |
0.6823 |
S1 |
0.6762 |
0.6762 |
0.6786 |
0.6786 |
S2 |
0.6730 |
0.6730 |
0.6779 |
|
S3 |
0.6649 |
0.6681 |
0.6771 |
|
S4 |
0.6568 |
0.6600 |
0.6749 |
|
|
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% |
0.0063 |
0.9% |
20% |
False |
False |
83,474 |
10 |
0.6910 |
0.6635 |
0.0275 |
4.0% |
0.0074 |
1.1% |
58% |
False |
False |
88,634 |
20 |
0.6910 |
0.6610 |
0.0300 |
4.4% |
0.0070 |
1.0% |
61% |
False |
False |
89,974 |
40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0070 |
1.0% |
72% |
False |
False |
64,395 |
60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0065 |
1.0% |
72% |
False |
False |
42,981 |
80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0061 |
0.9% |
72% |
False |
False |
32,247 |
100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0058 |
0.9% |
72% |
False |
False |
25,829 |
120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0058 |
0.9% |
43% |
False |
False |
21,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7204 |
2.618 |
0.7072 |
1.618 |
0.6991 |
1.000 |
0.6941 |
0.618 |
0.6910 |
HIGH |
0.6860 |
0.618 |
0.6829 |
0.500 |
0.6819 |
0.382 |
0.6809 |
LOW |
0.6779 |
0.618 |
0.6728 |
1.000 |
0.6698 |
1.618 |
0.6647 |
2.618 |
0.6566 |
4.250 |
0.6434 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6819 |
0.6812 |
PP |
0.6811 |
0.6806 |
S1 |
0.6802 |
0.6800 |
|