CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 13-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6732 |
0.6825 |
0.0093 |
1.4% |
0.6680 |
High |
0.6827 |
0.6927 |
0.0100 |
1.5% |
0.6732 |
Low |
0.6717 |
0.6825 |
0.0108 |
1.6% |
0.6639 |
Close |
0.6826 |
0.6925 |
0.0099 |
1.5% |
0.6726 |
Range |
0.0110 |
0.0102 |
-0.0008 |
-6.8% |
0.0093 |
ATR |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0000 |
Volume |
263 |
194 |
-69 |
-26.2% |
348 |
|
Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7198 |
0.7163 |
0.6981 |
|
R3 |
0.7096 |
0.7061 |
0.6953 |
|
R2 |
0.6994 |
0.6994 |
0.6943 |
|
R1 |
0.6959 |
0.6959 |
0.6934 |
0.6977 |
PP |
0.6892 |
0.6892 |
0.6892 |
0.6901 |
S1 |
0.6857 |
0.6857 |
0.6915 |
0.6875 |
S2 |
0.6790 |
0.6790 |
0.6906 |
|
S3 |
0.6688 |
0.6755 |
0.6896 |
|
S4 |
0.6586 |
0.6653 |
0.6868 |
|
|
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 |
0.6927 |
0.6651 |
0.0276 |
4.0% |
0.0078 |
1.1% |
99% |
True |
False |
184 |
10 |
0.6927 |
0.6628 |
0.0299 |
4.3% |
0.0067 |
1.0% |
99% |
True |
False |
167 |
20 |
0.6927 |
0.6628 |
0.0299 |
4.3% |
0.0065 |
0.9% |
99% |
True |
False |
135 |
40 |
0.6927 |
0.6538 |
0.0389 |
5.6% |
0.0046 |
0.7% |
99% |
True |
False |
72 |
60 |
0.6927 |
0.6538 |
0.0389 |
5.6% |
0.0038 |
0.5% |
99% |
True |
False |
48 |
80 |
0.6927 |
0.6538 |
0.0389 |
5.6% |
0.0035 |
0.5% |
99% |
True |
False |
37 |
100 |
0.6927 |
0.6538 |
0.0389 |
5.6% |
0.0032 |
0.5% |
99% |
True |
False |
30 |
120 |
0.7197 |
0.6538 |
0.0660 |
9.5% |
0.0029 |
0.4% |
59% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7360 |
2.618 |
0.7194 |
1.618 |
0.7092 |
1.000 |
0.7029 |
0.618 |
0.6990 |
HIGH |
0.6927 |
0.618 |
0.6888 |
0.500 |
0.6876 |
0.382 |
0.6863 |
LOW |
0.6825 |
0.618 |
0.6761 |
1.000 |
0.6723 |
1.618 |
0.6659 |
2.618 |
0.6557 |
4.250 |
0.6391 |
|
|
Fisher Pivots for day following 13-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6908 |
0.6885 |
PP |
0.6892 |
0.6845 |
S1 |
0.6876 |
0.6805 |
|