CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6758 |
0.6766 |
0.0008 |
0.1% |
0.6851 |
High |
0.6782 |
0.6821 |
0.0039 |
0.6% |
0.6877 |
Low |
0.6744 |
0.6763 |
0.0019 |
0.3% |
0.6752 |
Close |
0.6772 |
0.6815 |
0.0044 |
0.6% |
0.6760 |
Range |
0.0038 |
0.0059 |
0.0021 |
53.9% |
0.0126 |
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.3% |
0.0000 |
Volume |
200 |
150 |
-50 |
-25.0% |
775 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6975 |
0.6954 |
0.6847 |
|
R3 |
0.6917 |
0.6895 |
0.6831 |
|
R2 |
0.6858 |
0.6858 |
0.6826 |
|
R1 |
0.6837 |
0.6837 |
0.6820 |
0.6847 |
PP |
0.6800 |
0.6800 |
0.6800 |
0.6805 |
S1 |
0.6778 |
0.6778 |
0.6810 |
0.6789 |
S2 |
0.6741 |
0.6741 |
0.6804 |
|
S3 |
0.6683 |
0.6720 |
0.6799 |
|
S4 |
0.6624 |
0.6661 |
0.6783 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7173 |
0.7092 |
0.6829 |
|
R3 |
0.7047 |
0.6966 |
0.6795 |
|
R2 |
0.6922 |
0.6922 |
0.6783 |
|
R1 |
0.6841 |
0.6841 |
0.6772 |
0.6819 |
PP |
0.6796 |
0.6796 |
0.6796 |
0.6785 |
S1 |
0.6715 |
0.6715 |
0.6748 |
0.6693 |
S2 |
0.6671 |
0.6671 |
0.6737 |
|
S3 |
0.6545 |
0.6590 |
0.6725 |
|
S4 |
0.6420 |
0.6464 |
0.6691 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6877 |
0.6744 |
0.0133 |
2.0% |
0.0056 |
0.8% |
53% |
False |
False |
150 |
10 |
0.6928 |
0.6717 |
0.0211 |
3.1% |
0.0064 |
0.9% |
47% |
False |
False |
167 |
20 |
0.6928 |
0.6628 |
0.0300 |
4.4% |
0.0062 |
0.9% |
62% |
False |
False |
167 |
40 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0053 |
0.8% |
71% |
False |
False |
101 |
60 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0043 |
0.6% |
71% |
False |
False |
68 |
80 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0040 |
0.6% |
71% |
False |
False |
52 |
100 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0034 |
0.5% |
71% |
False |
False |
42 |
120 |
0.7151 |
0.6538 |
0.0613 |
9.0% |
0.0032 |
0.5% |
45% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7070 |
2.618 |
0.6974 |
1.618 |
0.6916 |
1.000 |
0.6880 |
0.618 |
0.6857 |
HIGH |
0.6821 |
0.618 |
0.6799 |
0.500 |
0.6792 |
0.382 |
0.6785 |
LOW |
0.6763 |
0.618 |
0.6726 |
1.000 |
0.6704 |
1.618 |
0.6668 |
2.618 |
0.6609 |
4.250 |
0.6514 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6807 |
0.6804 |
PP |
0.6800 |
0.6793 |
S1 |
0.6792 |
0.6783 |
|