CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6845 |
0.6828 |
-0.0018 |
-0.3% |
0.6721 |
| High |
0.6868 |
0.6828 |
-0.0040 |
-0.6% |
0.6928 |
| Low |
0.6824 |
0.6785 |
-0.0039 |
-0.6% |
0.6665 |
| Close |
0.6846 |
0.6809 |
-0.0038 |
-0.5% |
0.6873 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-3.4% |
0.0263 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
119 |
97 |
-22 |
-18.5% |
892 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6915 |
0.6832 |
|
| R3 |
0.6893 |
0.6872 |
0.6820 |
|
| R2 |
0.6850 |
0.6850 |
0.6816 |
|
| R1 |
0.6829 |
0.6829 |
0.6812 |
0.6818 |
| PP |
0.6807 |
0.6807 |
0.6807 |
0.6802 |
| S1 |
0.6786 |
0.6786 |
0.6805 |
0.6775 |
| S2 |
0.6764 |
0.6764 |
0.6801 |
|
| S3 |
0.6721 |
0.6743 |
0.6797 |
|
| S4 |
0.6678 |
0.6700 |
0.6785 |
|
|
| 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 |
0.6785 |
0.0143 |
2.1% |
0.0058 |
0.9% |
16% |
False |
True |
151 |
| 10 |
0.6928 |
0.6639 |
0.0289 |
4.2% |
0.0065 |
1.0% |
59% |
False |
False |
155 |
| 20 |
0.6928 |
0.6628 |
0.0300 |
4.4% |
0.0060 |
0.9% |
60% |
False |
False |
148 |
| 40 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0049 |
0.7% |
69% |
False |
False |
85 |
| 60 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0040 |
0.6% |
69% |
False |
False |
57 |
| 80 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0037 |
0.5% |
69% |
False |
False |
44 |
| 100 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0032 |
0.5% |
69% |
False |
False |
35 |
| 120 |
0.7197 |
0.6538 |
0.0660 |
9.7% |
0.0030 |
0.4% |
41% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7011 |
|
2.618 |
0.6941 |
|
1.618 |
0.6898 |
|
1.000 |
0.6871 |
|
0.618 |
0.6855 |
|
HIGH |
0.6828 |
|
0.618 |
0.6812 |
|
0.500 |
0.6807 |
|
0.382 |
0.6801 |
|
LOW |
0.6785 |
|
0.618 |
0.6758 |
|
1.000 |
0.6742 |
|
1.618 |
0.6715 |
|
2.618 |
0.6672 |
|
4.250 |
0.6602 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6808 |
0.6827 |
| PP |
0.6807 |
0.6821 |
| S1 |
0.6807 |
0.6815 |
|