CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 10-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6662 |
0.6721 |
0.0059 |
0.9% |
0.6680 |
High |
0.6731 |
0.6723 |
-0.0008 |
-0.1% |
0.6732 |
Low |
0.6651 |
0.6665 |
0.0014 |
0.2% |
0.6639 |
Close |
0.6726 |
0.6709 |
-0.0017 |
-0.3% |
0.6726 |
Range |
0.0080 |
0.0058 |
-0.0022 |
-27.5% |
0.0093 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
Volume |
119 |
196 |
77 |
64.7% |
348 |
|
Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6873 |
0.6849 |
0.6740 |
|
R3 |
0.6815 |
0.6791 |
0.6724 |
|
R2 |
0.6757 |
0.6757 |
0.6719 |
|
R1 |
0.6733 |
0.6733 |
0.6714 |
0.6716 |
PP |
0.6699 |
0.6699 |
0.6699 |
0.6690 |
S1 |
0.6675 |
0.6675 |
0.6703 |
0.6658 |
S2 |
0.6641 |
0.6641 |
0.6698 |
|
S3 |
0.6583 |
0.6617 |
0.6693 |
|
S4 |
0.6525 |
0.6559 |
0.6677 |
|
|
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 |
0.6639 |
0.0093 |
1.4% |
0.0064 |
0.9% |
75% |
False |
False |
108 |
10 |
0.6749 |
0.6628 |
0.0121 |
1.8% |
0.0058 |
0.9% |
67% |
False |
False |
158 |
20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0057 |
0.9% |
27% |
False |
False |
107 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0042 |
0.6% |
45% |
False |
False |
57 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0037 |
0.6% |
45% |
False |
False |
38 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0032 |
0.5% |
45% |
False |
False |
29 |
100 |
0.6978 |
0.6538 |
0.0440 |
6.6% |
0.0030 |
0.4% |
39% |
False |
False |
24 |
120 |
0.7197 |
0.6538 |
0.0660 |
9.8% |
0.0027 |
0.4% |
26% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6970 |
2.618 |
0.6875 |
1.618 |
0.6817 |
1.000 |
0.6781 |
0.618 |
0.6759 |
HIGH |
0.6723 |
0.618 |
0.6701 |
0.500 |
0.6694 |
0.382 |
0.6687 |
LOW |
0.6665 |
0.618 |
0.6629 |
1.000 |
0.6607 |
1.618 |
0.6571 |
2.618 |
0.6513 |
4.250 |
0.6419 |
|
|
Fisher Pivots for day following 10-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6704 |
0.6701 |
PP |
0.6699 |
0.6693 |
S1 |
0.6694 |
0.6685 |
|