CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6884 |
0.6818 |
-0.0066 |
-1.0% |
0.6785 |
| High |
0.6892 |
0.6834 |
-0.0059 |
-0.8% |
0.6921 |
| Low |
0.6787 |
0.6784 |
-0.0003 |
0.0% |
0.6779 |
| Close |
0.6817 |
0.6834 |
0.0017 |
0.2% |
0.6907 |
| Range |
0.0106 |
0.0050 |
-0.0056 |
-53.1% |
0.0142 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
47 |
29 |
-18 |
-38.3% |
274 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6966 |
0.6949 |
0.6861 |
|
| R3 |
0.6916 |
0.6900 |
0.6847 |
|
| R2 |
0.6867 |
0.6867 |
0.6843 |
|
| R1 |
0.6850 |
0.6850 |
0.6838 |
0.6858 |
| PP |
0.6817 |
0.6817 |
0.6817 |
0.6821 |
| S1 |
0.6801 |
0.6801 |
0.6829 |
0.6809 |
| S2 |
0.6768 |
0.6768 |
0.6824 |
|
| S3 |
0.6718 |
0.6751 |
0.6820 |
|
| S4 |
0.6669 |
0.6702 |
0.6806 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7295 |
0.7243 |
0.6985 |
|
| R3 |
0.7153 |
0.7101 |
0.6946 |
|
| R2 |
0.7011 |
0.7011 |
0.6933 |
|
| R1 |
0.6959 |
0.6959 |
0.6920 |
0.6985 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6882 |
| S1 |
0.6817 |
0.6817 |
0.6894 |
0.6843 |
| S2 |
0.6727 |
0.6727 |
0.6881 |
|
| S3 |
0.6585 |
0.6675 |
0.6868 |
|
| S4 |
0.6443 |
0.6533 |
0.6829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6921 |
0.6784 |
0.0137 |
2.0% |
0.0067 |
1.0% |
36% |
False |
True |
66 |
| 10 |
0.6921 |
0.6690 |
0.0231 |
3.4% |
0.0053 |
0.8% |
62% |
False |
False |
39 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0040 |
0.6% |
77% |
False |
False |
25 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0032 |
0.5% |
77% |
False |
False |
13 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0030 |
0.4% |
77% |
False |
False |
9 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0026 |
0.4% |
77% |
False |
False |
7 |
| 100 |
0.7196 |
0.6538 |
0.0658 |
9.6% |
0.0025 |
0.4% |
45% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7044 |
|
2.618 |
0.6963 |
|
1.618 |
0.6914 |
|
1.000 |
0.6883 |
|
0.618 |
0.6864 |
|
HIGH |
0.6834 |
|
0.618 |
0.6815 |
|
0.500 |
0.6809 |
|
0.382 |
0.6803 |
|
LOW |
0.6784 |
|
0.618 |
0.6753 |
|
1.000 |
0.6735 |
|
1.618 |
0.6704 |
|
2.618 |
0.6654 |
|
4.250 |
0.6574 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6825 |
0.6853 |
| PP |
0.6817 |
0.6846 |
| S1 |
0.6809 |
0.6840 |
|