CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6705 |
0.6708 |
0.0003 |
0.0% |
0.6884 |
| High |
0.6749 |
0.6715 |
-0.0034 |
-0.5% |
0.6892 |
| Low |
0.6705 |
0.6628 |
-0.0077 |
-1.1% |
0.6692 |
| Close |
0.6719 |
0.6638 |
-0.0082 |
-1.2% |
0.6705 |
| Range |
0.0044 |
0.0087 |
0.0043 |
97.7% |
0.0200 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.3% |
0.0000 |
| Volume |
109 |
363 |
254 |
233.0% |
261 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6921 |
0.6866 |
0.6685 |
|
| R3 |
0.6834 |
0.6779 |
0.6661 |
|
| R2 |
0.6747 |
0.6747 |
0.6653 |
|
| R1 |
0.6692 |
0.6692 |
0.6645 |
0.6676 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6652 |
| S1 |
0.6605 |
0.6605 |
0.6630 |
0.6589 |
| S2 |
0.6573 |
0.6573 |
0.6622 |
|
| S3 |
0.6486 |
0.6518 |
0.6614 |
|
| S4 |
0.6399 |
0.6431 |
0.6590 |
|
|
| 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 |
0.6824 |
0.6628 |
0.0196 |
3.0% |
0.0059 |
0.9% |
5% |
False |
True |
141 |
| 10 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0063 |
1.0% |
3% |
False |
True |
103 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0048 |
0.7% |
26% |
False |
False |
59 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0036 |
0.5% |
26% |
False |
False |
30 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0033 |
0.5% |
26% |
False |
False |
21 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0028 |
0.4% |
26% |
False |
False |
16 |
| 100 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0026 |
0.4% |
19% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7085 |
|
2.618 |
0.6943 |
|
1.618 |
0.6856 |
|
1.000 |
0.6802 |
|
0.618 |
0.6769 |
|
HIGH |
0.6715 |
|
0.618 |
0.6682 |
|
0.500 |
0.6672 |
|
0.382 |
0.6661 |
|
LOW |
0.6628 |
|
0.618 |
0.6574 |
|
1.000 |
0.6541 |
|
1.618 |
0.6487 |
|
2.618 |
0.6400 |
|
4.250 |
0.6258 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6672 |
0.6688 |
| PP |
0.6660 |
0.6671 |
| S1 |
0.6649 |
0.6654 |
|