CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6825 |
0.6818 |
-0.0007 |
-0.1% |
0.6660 |
High |
0.6848 |
0.6918 |
0.0070 |
1.0% |
0.6782 |
Low |
0.6802 |
0.6818 |
0.0017 |
0.2% |
0.6660 |
Close |
0.6835 |
0.6918 |
0.0083 |
1.2% |
0.6773 |
Range |
0.0046 |
0.0100 |
0.0054 |
116.3% |
0.0123 |
ATR |
0.0044 |
0.0048 |
0.0004 |
9.2% |
0.0000 |
Volume |
13 |
16 |
3 |
23.1% |
76 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7183 |
0.7150 |
0.6972 |
|
R3 |
0.7083 |
0.7050 |
0.6945 |
|
R2 |
0.6984 |
0.6984 |
0.6936 |
|
R1 |
0.6951 |
0.6951 |
0.6927 |
0.6967 |
PP |
0.6884 |
0.6884 |
0.6884 |
0.6893 |
S1 |
0.6851 |
0.6851 |
0.6908 |
0.6868 |
S2 |
0.6785 |
0.6785 |
0.6899 |
|
S3 |
0.6685 |
0.6752 |
0.6890 |
|
S4 |
0.6586 |
0.6652 |
0.6863 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7106 |
0.7062 |
0.6840 |
|
R3 |
0.6983 |
0.6939 |
0.6807 |
|
R2 |
0.6861 |
0.6861 |
0.6795 |
|
R1 |
0.6817 |
0.6817 |
0.6784 |
0.6839 |
PP |
0.6738 |
0.6738 |
0.6738 |
0.6749 |
S1 |
0.6694 |
0.6694 |
0.6762 |
0.6716 |
S2 |
0.6616 |
0.6616 |
0.6751 |
|
S3 |
0.6493 |
0.6572 |
0.6739 |
|
S4 |
0.6371 |
0.6449 |
0.6706 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6918 |
0.6728 |
0.0190 |
2.7% |
0.0048 |
0.7% |
100% |
True |
False |
14 |
10 |
0.6918 |
0.6648 |
0.0270 |
3.9% |
0.0043 |
0.6% |
100% |
True |
False |
14 |
20 |
0.6918 |
0.6538 |
0.0380 |
5.5% |
0.0032 |
0.5% |
100% |
True |
False |
10 |
40 |
0.6918 |
0.6538 |
0.0380 |
5.5% |
0.0028 |
0.4% |
100% |
True |
False |
5 |
60 |
0.6918 |
0.6538 |
0.0380 |
5.5% |
0.0027 |
0.4% |
100% |
True |
False |
4 |
80 |
0.6918 |
0.6538 |
0.0380 |
5.5% |
0.0025 |
0.4% |
100% |
True |
False |
4 |
100 |
0.7197 |
0.6538 |
0.0660 |
9.5% |
0.0023 |
0.3% |
58% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7340 |
2.618 |
0.7178 |
1.618 |
0.7078 |
1.000 |
0.7017 |
0.618 |
0.6979 |
HIGH |
0.6918 |
0.618 |
0.6879 |
0.500 |
0.6868 |
0.382 |
0.6856 |
LOW |
0.6818 |
0.618 |
0.6757 |
1.000 |
0.6719 |
1.618 |
0.6657 |
2.618 |
0.6558 |
4.250 |
0.6395 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6901 |
0.6896 |
PP |
0.6884 |
0.6875 |
S1 |
0.6868 |
0.6854 |
|