CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6753 |
0.6804 |
0.0052 |
0.8% |
0.6851 |
| High |
0.6808 |
0.6806 |
-0.0002 |
0.0% |
0.6860 |
| Low |
0.6737 |
0.6741 |
0.0004 |
0.1% |
0.6734 |
| Close |
0.6797 |
0.6791 |
-0.0006 |
-0.1% |
0.6743 |
| Range |
0.0071 |
0.0065 |
-0.0006 |
-7.8% |
0.0126 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
71,963 |
88,445 |
16,482 |
22.9% |
382,663 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6974 |
0.6948 |
0.6827 |
|
| R3 |
0.6909 |
0.6883 |
0.6809 |
|
| R2 |
0.6844 |
0.6844 |
0.6803 |
|
| R1 |
0.6818 |
0.6818 |
0.6797 |
0.6799 |
| PP |
0.6779 |
0.6779 |
0.6779 |
0.6770 |
| S1 |
0.6753 |
0.6753 |
0.6785 |
0.6734 |
| S2 |
0.6714 |
0.6714 |
0.6779 |
|
| S3 |
0.6649 |
0.6688 |
0.6773 |
|
| S4 |
0.6584 |
0.6623 |
0.6755 |
|
|
| 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% |
0.0065 |
1.0% |
48% |
False |
False |
79,676 |
| 10 |
0.6910 |
0.6727 |
0.0183 |
2.7% |
0.0067 |
1.0% |
35% |
False |
False |
83,744 |
| 20 |
0.6910 |
0.6610 |
0.0300 |
4.4% |
0.0070 |
1.0% |
61% |
False |
False |
89,503 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0070 |
1.0% |
71% |
False |
False |
72,148 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0066 |
1.0% |
71% |
False |
False |
48,181 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0062 |
0.9% |
71% |
False |
False |
36,151 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.3% |
0.0061 |
0.9% |
71% |
False |
False |
28,953 |
| 120 |
0.7133 |
0.6487 |
0.0646 |
9.5% |
0.0059 |
0.9% |
47% |
False |
False |
24,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7082 |
|
2.618 |
0.6976 |
|
1.618 |
0.6911 |
|
1.000 |
0.6871 |
|
0.618 |
0.6846 |
|
HIGH |
0.6806 |
|
0.618 |
0.6781 |
|
0.500 |
0.6774 |
|
0.382 |
0.6766 |
|
LOW |
0.6741 |
|
0.618 |
0.6701 |
|
1.000 |
0.6676 |
|
1.618 |
0.6636 |
|
2.618 |
0.6571 |
|
4.250 |
0.6465 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6785 |
0.6783 |
| PP |
0.6779 |
0.6775 |
| S1 |
0.6774 |
0.6767 |
|