CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6743 |
0.6706 |
-0.0037 |
-0.5% |
0.6884 |
High |
0.6795 |
0.6720 |
-0.0075 |
-1.1% |
0.6892 |
Low |
0.6692 |
0.6698 |
0.0006 |
0.1% |
0.6692 |
Close |
0.6705 |
0.6711 |
0.0006 |
0.1% |
0.6705 |
Range |
0.0103 |
0.0022 |
-0.0081 |
-78.6% |
0.0200 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
138 |
48 |
-90 |
-65.2% |
261 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6776 |
0.6765 |
0.6723 |
|
R3 |
0.6754 |
0.6743 |
0.6717 |
|
R2 |
0.6732 |
0.6732 |
0.6715 |
|
R1 |
0.6721 |
0.6721 |
0.6713 |
0.6727 |
PP |
0.6710 |
0.6710 |
0.6710 |
0.6712 |
S1 |
0.6699 |
0.6699 |
0.6709 |
0.6705 |
S2 |
0.6688 |
0.6688 |
0.6707 |
|
S3 |
0.6666 |
0.6677 |
0.6705 |
|
S4 |
0.6644 |
0.6655 |
0.6699 |
|
|
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 |
0.6892 |
0.6692 |
0.0200 |
3.0% |
0.0064 |
1.0% |
10% |
False |
False |
61 |
10 |
0.6921 |
0.6692 |
0.0229 |
3.4% |
0.0054 |
0.8% |
8% |
False |
False |
58 |
20 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0045 |
0.7% |
45% |
False |
False |
36 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0034 |
0.5% |
45% |
False |
False |
19 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0032 |
0.5% |
45% |
False |
False |
13 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0027 |
0.4% |
45% |
False |
False |
10 |
100 |
0.7151 |
0.6538 |
0.0613 |
9.1% |
0.0026 |
0.4% |
28% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6814 |
2.618 |
0.6778 |
1.618 |
0.6756 |
1.000 |
0.6742 |
0.618 |
0.6734 |
HIGH |
0.6720 |
0.618 |
0.6712 |
0.500 |
0.6709 |
0.382 |
0.6706 |
LOW |
0.6698 |
0.618 |
0.6684 |
1.000 |
0.6676 |
1.618 |
0.6662 |
2.618 |
0.6640 |
4.250 |
0.6605 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6710 |
0.6758 |
PP |
0.6710 |
0.6742 |
S1 |
0.6709 |
0.6727 |
|