CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6818 |
0.6818 |
-0.0001 |
0.0% |
0.6785 |
| High |
0.6834 |
0.6824 |
-0.0010 |
-0.1% |
0.6921 |
| Low |
0.6784 |
0.6784 |
0.0000 |
0.0% |
0.6779 |
| Close |
0.6834 |
0.6787 |
-0.0047 |
-0.7% |
0.6907 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-19.2% |
0.0142 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
29 |
47 |
18 |
62.1% |
274 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6918 |
0.6893 |
0.6809 |
|
| R3 |
0.6878 |
0.6853 |
0.6798 |
|
| R2 |
0.6838 |
0.6838 |
0.6794 |
|
| R1 |
0.6813 |
0.6813 |
0.6791 |
0.6806 |
| PP |
0.6798 |
0.6798 |
0.6798 |
0.6795 |
| S1 |
0.6773 |
0.6773 |
0.6783 |
0.6766 |
| S2 |
0.6758 |
0.6758 |
0.6780 |
|
| S3 |
0.6718 |
0.6733 |
0.6776 |
|
| S4 |
0.6678 |
0.6693 |
0.6765 |
|
|
| 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% |
0.0066 |
1.0% |
2% |
False |
True |
73 |
| 10 |
0.6921 |
0.6698 |
0.0224 |
3.3% |
0.0052 |
0.8% |
40% |
False |
False |
43 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0042 |
0.6% |
65% |
False |
False |
27 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0032 |
0.5% |
65% |
False |
False |
14 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0030 |
0.4% |
65% |
False |
False |
10 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0026 |
0.4% |
65% |
False |
False |
8 |
| 100 |
0.7196 |
0.6538 |
0.0658 |
9.7% |
0.0025 |
0.4% |
38% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6994 |
|
2.618 |
0.6929 |
|
1.618 |
0.6889 |
|
1.000 |
0.6864 |
|
0.618 |
0.6849 |
|
HIGH |
0.6824 |
|
0.618 |
0.6809 |
|
0.500 |
0.6804 |
|
0.382 |
0.6799 |
|
LOW |
0.6784 |
|
0.618 |
0.6759 |
|
1.000 |
0.6744 |
|
1.618 |
0.6719 |
|
2.618 |
0.6679 |
|
4.250 |
0.6614 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6804 |
0.6838 |
| PP |
0.6798 |
0.6821 |
| S1 |
0.6793 |
0.6804 |
|