CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 06-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6703 |
0.6683 |
-0.0020 |
-0.3% |
0.6706 |
High |
0.6732 |
0.6716 |
-0.0016 |
-0.2% |
0.6749 |
Low |
0.6677 |
0.6639 |
-0.0038 |
-0.6% |
0.6628 |
Close |
0.6687 |
0.6657 |
-0.0030 |
-0.4% |
0.6694 |
Range |
0.0056 |
0.0077 |
0.0022 |
38.7% |
0.0121 |
ATR |
0.0054 |
0.0056 |
0.0002 |
3.0% |
0.0000 |
Volume |
112 |
72 |
-40 |
-35.7% |
1,039 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6902 |
0.6856 |
0.6699 |
|
R3 |
0.6825 |
0.6779 |
0.6678 |
|
R2 |
0.6748 |
0.6748 |
0.6671 |
|
R1 |
0.6702 |
0.6702 |
0.6664 |
0.6687 |
PP |
0.6671 |
0.6671 |
0.6671 |
0.6663 |
S1 |
0.6625 |
0.6625 |
0.6650 |
0.6610 |
S2 |
0.6594 |
0.6594 |
0.6643 |
|
S3 |
0.6517 |
0.6548 |
0.6636 |
|
S4 |
0.6440 |
0.6471 |
0.6615 |
|
|
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% |
0.0057 |
0.9% |
28% |
False |
False |
149 |
10 |
0.6824 |
0.6628 |
0.0196 |
2.9% |
0.0058 |
0.9% |
15% |
False |
False |
145 |
20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0055 |
0.8% |
10% |
False |
False |
92 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0039 |
0.6% |
31% |
False |
False |
49 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0036 |
0.5% |
31% |
False |
False |
33 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.8% |
0.0030 |
0.5% |
31% |
False |
False |
25 |
100 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0028 |
0.4% |
23% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7043 |
2.618 |
0.6918 |
1.618 |
0.6841 |
1.000 |
0.6793 |
0.618 |
0.6764 |
HIGH |
0.6716 |
0.618 |
0.6687 |
0.500 |
0.6678 |
0.382 |
0.6668 |
LOW |
0.6639 |
0.618 |
0.6591 |
1.000 |
0.6562 |
1.618 |
0.6514 |
2.618 |
0.6437 |
4.250 |
0.6312 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6678 |
0.6686 |
PP |
0.6671 |
0.6676 |
S1 |
0.6664 |
0.6667 |
|