CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 30-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6629 |
0.6649 |
0.0020 |
0.3% |
0.6706 |
High |
0.6665 |
0.6700 |
0.0035 |
0.5% |
0.6749 |
Low |
0.6628 |
0.6633 |
0.0005 |
0.1% |
0.6628 |
Close |
0.6649 |
0.6694 |
0.0045 |
0.7% |
0.6694 |
Range |
0.0037 |
0.0067 |
0.0030 |
81.1% |
0.0121 |
ATR |
0.0054 |
0.0055 |
0.0001 |
1.8% |
0.0000 |
Volume |
448 |
71 |
-377 |
-84.2% |
1,039 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6877 |
0.6852 |
0.6730 |
|
R3 |
0.6810 |
0.6785 |
0.6712 |
|
R2 |
0.6743 |
0.6743 |
0.6706 |
|
R1 |
0.6718 |
0.6718 |
0.6700 |
0.6730 |
PP |
0.6676 |
0.6676 |
0.6676 |
0.6682 |
S1 |
0.6651 |
0.6651 |
0.6687 |
0.6663 |
S2 |
0.6609 |
0.6609 |
0.6681 |
|
S3 |
0.6542 |
0.6584 |
0.6675 |
|
S4 |
0.6475 |
0.6517 |
0.6657 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7052 |
0.6993 |
0.6760 |
|
R3 |
0.6931 |
0.6873 |
0.6727 |
|
R2 |
0.6811 |
0.6811 |
0.6716 |
|
R1 |
0.6752 |
0.6752 |
0.6705 |
0.6721 |
PP |
0.6690 |
0.6690 |
0.6690 |
0.6675 |
S1 |
0.6632 |
0.6632 |
0.6682 |
0.6601 |
S2 |
0.6570 |
0.6570 |
0.6671 |
|
S3 |
0.6449 |
0.6511 |
0.6660 |
|
S4 |
0.6329 |
0.6391 |
0.6627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6749 |
0.6628 |
0.0121 |
1.8% |
0.0051 |
0.8% |
54% |
False |
False |
207 |
10 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0059 |
0.9% |
22% |
False |
False |
152 |
20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0051 |
0.8% |
22% |
False |
False |
83 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0037 |
0.5% |
41% |
False |
False |
43 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0034 |
0.5% |
41% |
False |
False |
30 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0029 |
0.4% |
41% |
False |
False |
22 |
100 |
0.7056 |
0.6538 |
0.0519 |
7.7% |
0.0027 |
0.4% |
30% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6985 |
2.618 |
0.6875 |
1.618 |
0.6808 |
1.000 |
0.6767 |
0.618 |
0.6741 |
HIGH |
0.6700 |
0.618 |
0.6674 |
0.500 |
0.6667 |
0.382 |
0.6659 |
LOW |
0.6633 |
0.618 |
0.6592 |
1.000 |
0.6566 |
1.618 |
0.6525 |
2.618 |
0.6458 |
4.250 |
0.6348 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6685 |
0.6686 |
PP |
0.6676 |
0.6679 |
S1 |
0.6667 |
0.6672 |
|