CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6680 |
0.6703 |
0.0023 |
0.3% |
0.6706 |
| High |
0.6720 |
0.6732 |
0.0012 |
0.2% |
0.6749 |
| Low |
0.6673 |
0.6677 |
0.0004 |
0.1% |
0.6628 |
| Close |
0.6704 |
0.6687 |
-0.0017 |
-0.2% |
0.6694 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.8% |
0.0121 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
| Volume |
45 |
112 |
67 |
148.9% |
1,039 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6865 |
0.6832 |
0.6718 |
|
| R3 |
0.6810 |
0.6776 |
0.6702 |
|
| R2 |
0.6754 |
0.6754 |
0.6697 |
|
| R1 |
0.6721 |
0.6721 |
0.6692 |
0.6710 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6693 |
| S1 |
0.6665 |
0.6665 |
0.6682 |
0.6654 |
| S2 |
0.6643 |
0.6643 |
0.6677 |
|
| S3 |
0.6588 |
0.6610 |
0.6672 |
|
| S4 |
0.6532 |
0.6554 |
0.6656 |
|
|
| 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 |
0.6732 |
0.6628 |
0.0104 |
1.6% |
0.0059 |
0.9% |
57% |
True |
False |
207 |
| 10 |
0.6834 |
0.6628 |
0.0206 |
3.1% |
0.0055 |
0.8% |
29% |
False |
False |
141 |
| 20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0055 |
0.8% |
20% |
False |
False |
90 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0037 |
0.6% |
39% |
False |
False |
47 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0035 |
0.5% |
39% |
False |
False |
32 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0029 |
0.4% |
39% |
False |
False |
24 |
| 100 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0028 |
0.4% |
29% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6968 |
|
2.618 |
0.6877 |
|
1.618 |
0.6822 |
|
1.000 |
0.6788 |
|
0.618 |
0.6766 |
|
HIGH |
0.6732 |
|
0.618 |
0.6711 |
|
0.500 |
0.6704 |
|
0.382 |
0.6698 |
|
LOW |
0.6677 |
|
0.618 |
0.6642 |
|
1.000 |
0.6621 |
|
1.618 |
0.6587 |
|
2.618 |
0.6531 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6704 |
0.6686 |
| PP |
0.6699 |
0.6684 |
| S1 |
0.6693 |
0.6683 |
|