CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6743 |
0.6753 |
0.0010 |
0.1% |
0.6851 |
High |
0.6768 |
0.6808 |
0.0040 |
0.6% |
0.6860 |
Low |
0.6727 |
0.6737 |
0.0011 |
0.2% |
0.6734 |
Close |
0.6754 |
0.6797 |
0.0043 |
0.6% |
0.6743 |
Range |
0.0041 |
0.0071 |
0.0030 |
72.0% |
0.0126 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
Volume |
87,880 |
71,963 |
-15,917 |
-18.1% |
382,663 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6992 |
0.6965 |
0.6836 |
|
R3 |
0.6922 |
0.6895 |
0.6816 |
|
R2 |
0.6851 |
0.6851 |
0.6810 |
|
R1 |
0.6824 |
0.6824 |
0.6803 |
0.6838 |
PP |
0.6781 |
0.6781 |
0.6781 |
0.6787 |
S1 |
0.6754 |
0.6754 |
0.6791 |
0.6767 |
S2 |
0.6710 |
0.6710 |
0.6784 |
|
S3 |
0.6640 |
0.6683 |
0.6778 |
|
S4 |
0.6569 |
0.6613 |
0.6758 |
|
|
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 |
0.6727 |
0.0133 |
2.0% |
0.0066 |
1.0% |
53% |
False |
False |
78,290 |
10 |
0.6910 |
0.6697 |
0.0213 |
3.1% |
0.0072 |
1.1% |
47% |
False |
False |
87,604 |
20 |
0.6910 |
0.6610 |
0.0300 |
4.4% |
0.0069 |
1.0% |
63% |
False |
False |
89,391 |
40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0070 |
1.0% |
72% |
False |
False |
69,949 |
60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0066 |
1.0% |
72% |
False |
False |
46,708 |
80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0062 |
0.9% |
72% |
False |
False |
35,046 |
100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0060 |
0.9% |
72% |
False |
False |
28,068 |
120 |
0.7133 |
0.6487 |
0.0646 |
9.5% |
0.0059 |
0.9% |
48% |
False |
False |
23,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7107 |
2.618 |
0.6992 |
1.618 |
0.6922 |
1.000 |
0.6878 |
0.618 |
0.6851 |
HIGH |
0.6808 |
0.618 |
0.6781 |
0.500 |
0.6772 |
0.382 |
0.6764 |
LOW |
0.6737 |
0.618 |
0.6693 |
1.000 |
0.6667 |
1.618 |
0.6623 |
2.618 |
0.6552 |
4.250 |
0.6437 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6789 |
0.6787 |
PP |
0.6781 |
0.6777 |
S1 |
0.6772 |
0.6767 |
|