CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 03-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6649 |
0.6680 |
0.0032 |
0.5% |
0.6706 |
High |
0.6700 |
0.6720 |
0.0020 |
0.3% |
0.6749 |
Low |
0.6633 |
0.6673 |
0.0040 |
0.6% |
0.6628 |
Close |
0.6694 |
0.6704 |
0.0010 |
0.1% |
0.6694 |
Range |
0.0067 |
0.0048 |
-0.0020 |
-29.1% |
0.0121 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
71 |
45 |
-26 |
-36.6% |
1,039 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6841 |
0.6820 |
0.6730 |
|
R3 |
0.6794 |
0.6772 |
0.6717 |
|
R2 |
0.6746 |
0.6746 |
0.6712 |
|
R1 |
0.6725 |
0.6725 |
0.6708 |
0.6736 |
PP |
0.6699 |
0.6699 |
0.6699 |
0.6704 |
S1 |
0.6677 |
0.6677 |
0.6699 |
0.6688 |
S2 |
0.6651 |
0.6651 |
0.6695 |
|
S3 |
0.6604 |
0.6630 |
0.6690 |
|
S4 |
0.6556 |
0.6582 |
0.6677 |
|
|
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% |
0.0057 |
0.8% |
63% |
False |
False |
207 |
10 |
0.6892 |
0.6628 |
0.0264 |
3.9% |
0.0060 |
0.9% |
29% |
False |
False |
134 |
20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0052 |
0.8% |
26% |
False |
False |
84 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0037 |
0.6% |
43% |
False |
False |
44 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0034 |
0.5% |
43% |
False |
False |
30 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0029 |
0.4% |
43% |
False |
False |
23 |
100 |
0.7056 |
0.6538 |
0.0519 |
7.7% |
0.0028 |
0.4% |
32% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6922 |
2.618 |
0.6844 |
1.618 |
0.6797 |
1.000 |
0.6768 |
0.618 |
0.6749 |
HIGH |
0.6720 |
0.618 |
0.6702 |
0.500 |
0.6696 |
0.382 |
0.6691 |
LOW |
0.6673 |
0.618 |
0.6643 |
1.000 |
0.6625 |
1.618 |
0.6596 |
2.618 |
0.6548 |
4.250 |
0.6471 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6701 |
0.6694 |
PP |
0.6699 |
0.6684 |
S1 |
0.6696 |
0.6674 |
|