CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6708 |
0.6629 |
-0.0079 |
-1.2% |
0.6884 |
| High |
0.6715 |
0.6665 |
-0.0050 |
-0.7% |
0.6892 |
| Low |
0.6628 |
0.6628 |
0.0000 |
0.0% |
0.6692 |
| Close |
0.6638 |
0.6649 |
0.0011 |
0.2% |
0.6705 |
| Range |
0.0087 |
0.0037 |
-0.0050 |
-57.5% |
0.0200 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
363 |
448 |
85 |
23.4% |
261 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6758 |
0.6740 |
0.6669 |
|
| R3 |
0.6721 |
0.6703 |
0.6659 |
|
| R2 |
0.6684 |
0.6684 |
0.6655 |
|
| R1 |
0.6666 |
0.6666 |
0.6652 |
0.6675 |
| PP |
0.6647 |
0.6647 |
0.6647 |
0.6652 |
| S1 |
0.6629 |
0.6629 |
0.6645 |
0.6638 |
| S2 |
0.6610 |
0.6610 |
0.6642 |
|
| S3 |
0.6573 |
0.6592 |
0.6638 |
|
| S4 |
0.6536 |
0.6555 |
0.6628 |
|
|
| 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 |
0.6795 |
0.6628 |
0.0167 |
2.5% |
0.0059 |
0.9% |
12% |
False |
True |
221 |
| 10 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0062 |
0.9% |
7% |
False |
True |
147 |
| 20 |
0.6921 |
0.6598 |
0.0323 |
4.9% |
0.0049 |
0.7% |
16% |
False |
False |
80 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0036 |
0.5% |
29% |
False |
False |
41 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0034 |
0.5% |
29% |
False |
False |
28 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0028 |
0.4% |
29% |
False |
False |
21 |
| 100 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0026 |
0.4% |
21% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6822 |
|
2.618 |
0.6762 |
|
1.618 |
0.6725 |
|
1.000 |
0.6702 |
|
0.618 |
0.6688 |
|
HIGH |
0.6665 |
|
0.618 |
0.6651 |
|
0.500 |
0.6647 |
|
0.382 |
0.6642 |
|
LOW |
0.6628 |
|
0.618 |
0.6605 |
|
1.000 |
0.6591 |
|
1.618 |
0.6568 |
|
2.618 |
0.6531 |
|
4.250 |
0.6471 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6648 |
0.6688 |
| PP |
0.6647 |
0.6675 |
| S1 |
0.6647 |
0.6662 |
|