CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6721 |
0.6710 |
-0.0011 |
-0.2% |
0.6680 |
High |
0.6723 |
0.6722 |
-0.0001 |
0.0% |
0.6732 |
Low |
0.6665 |
0.6683 |
0.0018 |
0.3% |
0.6639 |
Close |
0.6709 |
0.6712 |
0.0004 |
0.1% |
0.6726 |
Range |
0.0058 |
0.0039 |
-0.0019 |
-32.8% |
0.0093 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
196 |
150 |
-46 |
-23.5% |
348 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6823 |
0.6806 |
0.6733 |
|
R3 |
0.6784 |
0.6767 |
0.6723 |
|
R2 |
0.6745 |
0.6745 |
0.6719 |
|
R1 |
0.6728 |
0.6728 |
0.6716 |
0.6737 |
PP |
0.6706 |
0.6706 |
0.6706 |
0.6710 |
S1 |
0.6689 |
0.6689 |
0.6708 |
0.6698 |
S2 |
0.6667 |
0.6667 |
0.6705 |
|
S3 |
0.6628 |
0.6650 |
0.6701 |
|
S4 |
0.6589 |
0.6611 |
0.6691 |
|
|
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% |
0.0062 |
0.9% |
78% |
False |
False |
129 |
10 |
0.6749 |
0.6628 |
0.0121 |
1.8% |
0.0059 |
0.9% |
70% |
False |
False |
168 |
20 |
0.6921 |
0.6628 |
0.0293 |
4.4% |
0.0057 |
0.8% |
29% |
False |
False |
113 |
40 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0042 |
0.6% |
46% |
False |
False |
60 |
60 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0036 |
0.5% |
46% |
False |
False |
41 |
80 |
0.6921 |
0.6538 |
0.0384 |
5.7% |
0.0033 |
0.5% |
46% |
False |
False |
31 |
100 |
0.6978 |
0.6538 |
0.0440 |
6.6% |
0.0030 |
0.4% |
40% |
False |
False |
25 |
120 |
0.7197 |
0.6538 |
0.0660 |
9.8% |
0.0028 |
0.4% |
26% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6888 |
2.618 |
0.6824 |
1.618 |
0.6785 |
1.000 |
0.6761 |
0.618 |
0.6746 |
HIGH |
0.6722 |
0.618 |
0.6707 |
0.500 |
0.6703 |
0.382 |
0.6698 |
LOW |
0.6683 |
0.618 |
0.6659 |
1.000 |
0.6644 |
1.618 |
0.6620 |
2.618 |
0.6581 |
4.250 |
0.6517 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6709 |
0.6705 |
PP |
0.6706 |
0.6698 |
S1 |
0.6703 |
0.6691 |
|