CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6706 |
0.6705 |
-0.0002 |
0.0% |
0.6884 |
| High |
0.6720 |
0.6749 |
0.0029 |
0.4% |
0.6892 |
| Low |
0.6698 |
0.6705 |
0.0007 |
0.1% |
0.6692 |
| Close |
0.6711 |
0.6719 |
0.0008 |
0.1% |
0.6705 |
| Range |
0.0022 |
0.0044 |
0.0022 |
100.0% |
0.0200 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
48 |
109 |
61 |
127.1% |
261 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6856 |
0.6832 |
0.6743 |
|
| R3 |
0.6812 |
0.6788 |
0.6731 |
|
| R2 |
0.6768 |
0.6768 |
0.6727 |
|
| R1 |
0.6744 |
0.6744 |
0.6723 |
0.6756 |
| PP |
0.6724 |
0.6724 |
0.6724 |
0.6730 |
| S1 |
0.6700 |
0.6700 |
0.6715 |
0.6712 |
| S2 |
0.6680 |
0.6680 |
0.6711 |
|
| S3 |
0.6636 |
0.6656 |
0.6707 |
|
| S4 |
0.6592 |
0.6612 |
0.6695 |
|
|
| 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 |
0.6834 |
0.6692 |
0.0142 |
2.1% |
0.0052 |
0.8% |
19% |
False |
False |
74 |
| 10 |
0.6921 |
0.6692 |
0.0229 |
3.4% |
0.0057 |
0.8% |
12% |
False |
False |
68 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0045 |
0.7% |
47% |
False |
False |
41 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0034 |
0.5% |
47% |
False |
False |
21 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0032 |
0.5% |
47% |
False |
False |
15 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0028 |
0.4% |
47% |
False |
False |
11 |
| 100 |
0.7151 |
0.6538 |
0.0613 |
9.1% |
0.0027 |
0.4% |
30% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6936 |
|
2.618 |
0.6864 |
|
1.618 |
0.6820 |
|
1.000 |
0.6793 |
|
0.618 |
0.6776 |
|
HIGH |
0.6749 |
|
0.618 |
0.6732 |
|
0.500 |
0.6727 |
|
0.382 |
0.6721 |
|
LOW |
0.6705 |
|
0.618 |
0.6677 |
|
1.000 |
0.6661 |
|
1.618 |
0.6633 |
|
2.618 |
0.6589 |
|
4.250 |
0.6518 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6727 |
0.6744 |
| PP |
0.6724 |
0.6735 |
| S1 |
0.6722 |
0.6727 |
|