CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6683 |
0.6662 |
-0.0021 |
-0.3% |
0.6680 |
High |
0.6716 |
0.6731 |
0.0015 |
0.2% |
0.6732 |
Low |
0.6639 |
0.6651 |
0.0012 |
0.2% |
0.6639 |
Close |
0.6657 |
0.6726 |
0.0069 |
1.0% |
0.6726 |
Range |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0093 |
ATR |
0.0056 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
Volume |
72 |
119 |
47 |
65.3% |
348 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6943 |
0.6914 |
0.6770 |
|
R3 |
0.6863 |
0.6834 |
0.6748 |
|
R2 |
0.6783 |
0.6783 |
0.6740 |
|
R1 |
0.6754 |
0.6754 |
0.6733 |
0.6768 |
PP |
0.6703 |
0.6703 |
0.6703 |
0.6710 |
S1 |
0.6674 |
0.6674 |
0.6718 |
0.6688 |
S2 |
0.6623 |
0.6623 |
0.6711 |
|
S3 |
0.6543 |
0.6594 |
0.6704 |
|
S4 |
0.6463 |
0.6514 |
0.6682 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6978 |
0.6945 |
0.6777 |
|
R3 |
0.6885 |
0.6852 |
0.6751 |
|
R2 |
0.6792 |
0.6792 |
0.6743 |
|
R1 |
0.6759 |
0.6759 |
0.6734 |
0.6775 |
PP |
0.6699 |
0.6699 |
0.6699 |
0.6707 |
S1 |
0.6666 |
0.6666 |
0.6717 |
0.6682 |
S2 |
0.6606 |
0.6606 |
0.6708 |
|
S3 |
0.6513 |
0.6573 |
0.6700 |
|
S4 |
0.6420 |
0.6480 |
0.6674 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6732 |
0.6633 |
0.0099 |
1.5% |
0.0065 |
1.0% |
93% |
False |
False |
83 |
10 |
0.6795 |
0.6628 |
0.0167 |
2.5% |
0.0062 |
0.9% |
58% |
False |
False |
152 |
20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0057 |
0.8% |
33% |
False |
False |
97 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0041 |
0.6% |
49% |
False |
False |
52 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0037 |
0.5% |
49% |
False |
False |
35 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0031 |
0.5% |
49% |
False |
False |
27 |
100 |
0.7056 |
0.6538 |
0.0519 |
7.7% |
0.0029 |
0.4% |
36% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7071 |
2.618 |
0.6940 |
1.618 |
0.6860 |
1.000 |
0.6811 |
0.618 |
0.6780 |
HIGH |
0.6731 |
0.618 |
0.6700 |
0.500 |
0.6691 |
0.382 |
0.6682 |
LOW |
0.6651 |
0.618 |
0.6602 |
1.000 |
0.6571 |
1.618 |
0.6522 |
2.618 |
0.6442 |
4.250 |
0.6311 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6714 |
0.6712 |
PP |
0.6703 |
0.6699 |
S1 |
0.6691 |
0.6686 |
|