CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6771 |
0.6721 |
-0.0050 |
-0.7% |
0.6743 |
| High |
0.6833 |
0.6725 |
-0.0109 |
-1.6% |
0.6833 |
| Low |
0.6710 |
0.6634 |
-0.0076 |
-1.1% |
0.6634 |
| Close |
0.6715 |
0.6663 |
-0.0053 |
-0.8% |
0.6663 |
| Range |
0.0124 |
0.0091 |
-0.0033 |
-26.3% |
0.0200 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
114,687 |
116,261 |
1,574 |
1.4% |
479,236 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6947 |
0.6896 |
0.6713 |
|
| R3 |
0.6856 |
0.6805 |
0.6688 |
|
| R2 |
0.6765 |
0.6765 |
0.6679 |
|
| R1 |
0.6714 |
0.6714 |
0.6671 |
0.6694 |
| PP |
0.6674 |
0.6674 |
0.6674 |
0.6664 |
| S1 |
0.6623 |
0.6623 |
0.6654 |
0.6603 |
| S2 |
0.6583 |
0.6583 |
0.6646 |
|
| S3 |
0.6492 |
0.6532 |
0.6637 |
|
| S4 |
0.6401 |
0.6441 |
0.6612 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7308 |
0.7185 |
0.6772 |
|
| R3 |
0.7109 |
0.6985 |
0.6717 |
|
| R2 |
0.6909 |
0.6909 |
0.6699 |
|
| R1 |
0.6786 |
0.6786 |
0.6681 |
0.6748 |
| PP |
0.6710 |
0.6710 |
0.6710 |
0.6691 |
| S1 |
0.6586 |
0.6586 |
0.6644 |
0.6548 |
| S2 |
0.6510 |
0.6510 |
0.6626 |
|
| S3 |
0.6311 |
0.6387 |
0.6608 |
|
| S4 |
0.6111 |
0.6187 |
0.6553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6833 |
0.6634 |
0.0200 |
3.0% |
0.0078 |
1.2% |
15% |
False |
True |
95,847 |
| 10 |
0.6860 |
0.6634 |
0.0226 |
3.4% |
0.0071 |
1.1% |
13% |
False |
True |
86,189 |
| 20 |
0.6910 |
0.6614 |
0.0296 |
4.4% |
0.0074 |
1.1% |
17% |
False |
False |
90,582 |
| 40 |
0.6915 |
0.6513 |
0.0403 |
6.0% |
0.0072 |
1.1% |
37% |
False |
False |
77,850 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0067 |
1.0% |
41% |
False |
False |
52,025 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0063 |
0.9% |
41% |
False |
False |
39,033 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0061 |
0.9% |
41% |
False |
False |
31,261 |
| 120 |
0.7054 |
0.6487 |
0.0567 |
8.5% |
0.0059 |
0.9% |
31% |
False |
False |
26,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7111 |
|
2.618 |
0.6963 |
|
1.618 |
0.6872 |
|
1.000 |
0.6816 |
|
0.618 |
0.6781 |
|
HIGH |
0.6725 |
|
0.618 |
0.6690 |
|
0.500 |
0.6679 |
|
0.382 |
0.6668 |
|
LOW |
0.6634 |
|
0.618 |
0.6577 |
|
1.000 |
0.6543 |
|
1.618 |
0.6486 |
|
2.618 |
0.6395 |
|
4.250 |
0.6247 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6679 |
0.6733 |
| PP |
0.6674 |
0.6710 |
| S1 |
0.6668 |
0.6686 |
|