CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6818 |
0.6743 |
-0.0075 |
-1.1% |
0.6884 |
| High |
0.6824 |
0.6795 |
-0.0029 |
-0.4% |
0.6892 |
| Low |
0.6784 |
0.6692 |
-0.0092 |
-1.4% |
0.6692 |
| Close |
0.6787 |
0.6705 |
-0.0082 |
-1.2% |
0.6705 |
| Range |
0.0040 |
0.0103 |
0.0063 |
157.5% |
0.0200 |
| ATR |
0.0052 |
0.0055 |
0.0004 |
7.1% |
0.0000 |
| Volume |
47 |
138 |
91 |
193.6% |
261 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7040 |
0.6975 |
0.6762 |
|
| R3 |
0.6937 |
0.6872 |
0.6733 |
|
| R2 |
0.6834 |
0.6834 |
0.6724 |
|
| R1 |
0.6769 |
0.6769 |
0.6714 |
0.6750 |
| PP |
0.6731 |
0.6731 |
0.6731 |
0.6721 |
| S1 |
0.6666 |
0.6666 |
0.6696 |
0.6647 |
| S2 |
0.6628 |
0.6628 |
0.6686 |
|
| S3 |
0.6525 |
0.6563 |
0.6677 |
|
| S4 |
0.6422 |
0.6460 |
0.6648 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7363 |
0.7234 |
0.6815 |
|
| R3 |
0.7163 |
0.7034 |
0.6760 |
|
| R2 |
0.6963 |
0.6963 |
0.6742 |
|
| R1 |
0.6834 |
0.6834 |
0.6723 |
0.6799 |
| PP |
0.6763 |
0.6763 |
0.6763 |
0.6745 |
| S1 |
0.6634 |
0.6634 |
0.6687 |
0.6599 |
| S2 |
0.6563 |
0.6563 |
0.6668 |
|
| S3 |
0.6363 |
0.6434 |
0.6650 |
|
| S4 |
0.6163 |
0.6234 |
0.6595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6921 |
0.6692 |
0.0229 |
3.4% |
0.0067 |
1.0% |
6% |
False |
True |
97 |
| 10 |
0.6921 |
0.6692 |
0.0229 |
3.4% |
0.0057 |
0.9% |
6% |
False |
True |
56 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0044 |
0.7% |
44% |
False |
False |
34 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0034 |
0.5% |
44% |
False |
False |
18 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0032 |
0.5% |
44% |
False |
False |
12 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0027 |
0.4% |
44% |
False |
False |
10 |
| 100 |
0.7196 |
0.6538 |
0.0658 |
9.8% |
0.0026 |
0.4% |
25% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7233 |
|
2.618 |
0.7065 |
|
1.618 |
0.6962 |
|
1.000 |
0.6898 |
|
0.618 |
0.6859 |
|
HIGH |
0.6795 |
|
0.618 |
0.6756 |
|
0.500 |
0.6744 |
|
0.382 |
0.6731 |
|
LOW |
0.6692 |
|
0.618 |
0.6628 |
|
1.000 |
0.6589 |
|
1.618 |
0.6525 |
|
2.618 |
0.6422 |
|
4.250 |
0.6254 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6744 |
0.6763 |
| PP |
0.6731 |
0.6744 |
| S1 |
0.6718 |
0.6724 |
|