CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6804 |
0.6771 |
-0.0034 |
-0.5% |
0.6851 |
| High |
0.6806 |
0.6833 |
0.0027 |
0.4% |
0.6860 |
| Low |
0.6741 |
0.6710 |
-0.0032 |
-0.5% |
0.6734 |
| Close |
0.6791 |
0.6715 |
-0.0076 |
-1.1% |
0.6743 |
| Range |
0.0065 |
0.0124 |
0.0059 |
90.0% |
0.0126 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.8% |
0.0000 |
| Volume |
88,445 |
114,687 |
26,242 |
29.7% |
382,663 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7123 |
0.7043 |
0.6783 |
|
| R3 |
0.7000 |
0.6919 |
0.6749 |
|
| R2 |
0.6876 |
0.6876 |
0.6738 |
|
| R1 |
0.6796 |
0.6796 |
0.6726 |
0.6774 |
| PP |
0.6753 |
0.6753 |
0.6753 |
0.6742 |
| S1 |
0.6672 |
0.6672 |
0.6704 |
0.6651 |
| S2 |
0.6629 |
0.6629 |
0.6692 |
|
| S3 |
0.6506 |
0.6549 |
0.6681 |
|
| S4 |
0.6382 |
0.6425 |
0.6647 |
|
|
| 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 |
0.6833 |
0.6710 |
0.0124 |
1.8% |
0.0073 |
1.1% |
4% |
True |
True |
85,416 |
| 10 |
0.6910 |
0.6710 |
0.0200 |
3.0% |
0.0068 |
1.0% |
3% |
False |
True |
84,445 |
| 20 |
0.6910 |
0.6610 |
0.0300 |
4.5% |
0.0071 |
1.1% |
35% |
False |
False |
90,031 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0072 |
1.1% |
53% |
False |
False |
75,007 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0067 |
1.0% |
53% |
False |
False |
50,092 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0062 |
0.9% |
53% |
False |
False |
37,583 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0062 |
0.9% |
53% |
False |
False |
30,099 |
| 120 |
0.7054 |
0.6487 |
0.0567 |
8.4% |
0.0059 |
0.9% |
40% |
False |
False |
25,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7358 |
|
2.618 |
0.7156 |
|
1.618 |
0.7033 |
|
1.000 |
0.6957 |
|
0.618 |
0.6909 |
|
HIGH |
0.6833 |
|
0.618 |
0.6786 |
|
0.500 |
0.6771 |
|
0.382 |
0.6757 |
|
LOW |
0.6710 |
|
0.618 |
0.6633 |
|
1.000 |
0.6586 |
|
1.618 |
0.6510 |
|
2.618 |
0.6386 |
|
4.250 |
0.6185 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6771 |
0.6771 |
| PP |
0.6753 |
0.6753 |
| S1 |
0.6734 |
0.6734 |
|