CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6786 |
0.6791 |
0.0006 |
0.1% |
0.6851 |
| High |
0.6860 |
0.6800 |
-0.0060 |
-0.9% |
0.6860 |
| Low |
0.6779 |
0.6734 |
-0.0045 |
-0.7% |
0.6734 |
| Close |
0.6794 |
0.6743 |
-0.0051 |
-0.7% |
0.6743 |
| Range |
0.0081 |
0.0066 |
-0.0016 |
-19.1% |
0.0126 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
85,984 |
64,109 |
-21,875 |
-25.4% |
382,663 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6955 |
0.6915 |
0.6779 |
|
| R3 |
0.6890 |
0.6849 |
0.6761 |
|
| R2 |
0.6824 |
0.6824 |
0.6755 |
|
| R1 |
0.6784 |
0.6784 |
0.6749 |
0.6771 |
| PP |
0.6759 |
0.6759 |
0.6759 |
0.6753 |
| S1 |
0.6718 |
0.6718 |
0.6737 |
0.6706 |
| S2 |
0.6693 |
0.6693 |
0.6731 |
|
| S3 |
0.6628 |
0.6653 |
0.6725 |
|
| S4 |
0.6562 |
0.6587 |
0.6707 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7155 |
0.7075 |
0.6812 |
|
| R3 |
0.7030 |
0.6949 |
0.6778 |
|
| R2 |
0.6904 |
0.6904 |
0.6766 |
|
| R1 |
0.6824 |
0.6824 |
0.6755 |
0.6801 |
| PP |
0.6779 |
0.6779 |
0.6779 |
0.6768 |
| S1 |
0.6698 |
0.6698 |
0.6731 |
0.6676 |
| S2 |
0.6653 |
0.6653 |
0.6720 |
|
| S3 |
0.6528 |
0.6573 |
0.6708 |
|
| S4 |
0.6402 |
0.6447 |
0.6674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6860 |
0.6734 |
0.0126 |
1.9% |
0.0064 |
0.9% |
7% |
False |
True |
76,532 |
| 10 |
0.6910 |
0.6638 |
0.0272 |
4.0% |
0.0072 |
1.1% |
39% |
False |
False |
85,772 |
| 20 |
0.6910 |
0.6610 |
0.0300 |
4.4% |
0.0070 |
1.0% |
45% |
False |
False |
89,654 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0070 |
1.0% |
60% |
False |
False |
65,992 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0065 |
1.0% |
60% |
False |
False |
44,046 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0062 |
0.9% |
60% |
False |
False |
33,048 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0059 |
0.9% |
60% |
False |
False |
26,470 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0059 |
0.9% |
36% |
False |
False |
22,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7078 |
|
2.618 |
0.6971 |
|
1.618 |
0.6905 |
|
1.000 |
0.6865 |
|
0.618 |
0.6840 |
|
HIGH |
0.6800 |
|
0.618 |
0.6774 |
|
0.500 |
0.6767 |
|
0.382 |
0.6759 |
|
LOW |
0.6734 |
|
0.618 |
0.6694 |
|
1.000 |
0.6669 |
|
1.618 |
0.6628 |
|
2.618 |
0.6563 |
|
4.250 |
0.6456 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6767 |
0.6797 |
| PP |
0.6759 |
0.6779 |
| S1 |
0.6751 |
0.6761 |
|