CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6851 |
0.6845 |
-0.0006 |
-0.1% |
0.6721 |
High |
0.6860 |
0.6868 |
0.0009 |
0.1% |
0.6928 |
Low |
0.6822 |
0.6824 |
0.0002 |
0.0% |
0.6665 |
Close |
0.6856 |
0.6846 |
-0.0010 |
-0.1% |
0.6873 |
Range |
0.0038 |
0.0045 |
0.0007 |
17.1% |
0.0263 |
ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
256 |
119 |
-137 |
-53.5% |
892 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6979 |
0.6957 |
0.6870 |
|
R3 |
0.6935 |
0.6913 |
0.6858 |
|
R2 |
0.6890 |
0.6890 |
0.6854 |
|
R1 |
0.6868 |
0.6868 |
0.6850 |
0.6879 |
PP |
0.6846 |
0.6846 |
0.6846 |
0.6851 |
S1 |
0.6824 |
0.6824 |
0.6842 |
0.6835 |
S2 |
0.6801 |
0.6801 |
0.6838 |
|
S3 |
0.6757 |
0.6779 |
0.6834 |
|
S4 |
0.6712 |
0.6735 |
0.6822 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7609 |
0.7504 |
0.7017 |
|
R3 |
0.7347 |
0.7241 |
0.6945 |
|
R2 |
0.7084 |
0.7084 |
0.6921 |
|
R1 |
0.6979 |
0.6979 |
0.6897 |
0.7032 |
PP |
0.6822 |
0.6822 |
0.6822 |
0.6848 |
S1 |
0.6716 |
0.6716 |
0.6849 |
0.6769 |
S2 |
0.6559 |
0.6559 |
0.6825 |
|
S3 |
0.6297 |
0.6454 |
0.6801 |
|
S4 |
0.6034 |
0.6191 |
0.6729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6928 |
0.6717 |
0.0211 |
3.1% |
0.0072 |
1.0% |
61% |
False |
False |
184 |
10 |
0.6928 |
0.6639 |
0.0289 |
4.2% |
0.0067 |
1.0% |
72% |
False |
False |
157 |
20 |
0.6928 |
0.6628 |
0.0300 |
4.4% |
0.0063 |
0.9% |
73% |
False |
False |
145 |
40 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0048 |
0.7% |
79% |
False |
False |
83 |
60 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0040 |
0.6% |
79% |
False |
False |
56 |
80 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0037 |
0.5% |
79% |
False |
False |
42 |
100 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0033 |
0.5% |
79% |
False |
False |
34 |
120 |
0.7197 |
0.6538 |
0.0660 |
9.6% |
0.0030 |
0.4% |
47% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7057 |
2.618 |
0.6985 |
1.618 |
0.6940 |
1.000 |
0.6913 |
0.618 |
0.6896 |
HIGH |
0.6868 |
0.618 |
0.6851 |
0.500 |
0.6846 |
0.382 |
0.6840 |
LOW |
0.6824 |
0.618 |
0.6796 |
1.000 |
0.6779 |
1.618 |
0.6751 |
2.618 |
0.6707 |
4.250 |
0.6634 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6846 |
0.6875 |
PP |
0.6846 |
0.6865 |
S1 |
0.6846 |
0.6856 |
|