CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6766 |
0.6817 |
0.0051 |
0.7% |
0.6851 |
High |
0.6821 |
0.6817 |
-0.0005 |
-0.1% |
0.6877 |
Low |
0.6763 |
0.6768 |
0.0006 |
0.1% |
0.6752 |
Close |
0.6815 |
0.6811 |
-0.0004 |
-0.1% |
0.6760 |
Range |
0.0059 |
0.0049 |
-0.0010 |
-17.1% |
0.0126 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
150 |
239 |
89 |
59.3% |
775 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6944 |
0.6926 |
0.6838 |
|
R3 |
0.6896 |
0.6878 |
0.6824 |
|
R2 |
0.6847 |
0.6847 |
0.6820 |
|
R1 |
0.6829 |
0.6829 |
0.6815 |
0.6814 |
PP |
0.6799 |
0.6799 |
0.6799 |
0.6791 |
S1 |
0.6781 |
0.6781 |
0.6807 |
0.6765 |
S2 |
0.6750 |
0.6750 |
0.6802 |
|
S3 |
0.6702 |
0.6732 |
0.6798 |
|
S4 |
0.6653 |
0.6684 |
0.6784 |
|
|
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% |
0.0058 |
0.8% |
50% |
False |
False |
178 |
10 |
0.6928 |
0.6744 |
0.0184 |
2.7% |
0.0058 |
0.8% |
37% |
False |
False |
164 |
20 |
0.6928 |
0.6628 |
0.0300 |
4.4% |
0.0062 |
0.9% |
61% |
False |
False |
174 |
40 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0053 |
0.8% |
70% |
False |
False |
107 |
60 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0043 |
0.6% |
70% |
False |
False |
72 |
80 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0040 |
0.6% |
70% |
False |
False |
55 |
100 |
0.6928 |
0.6538 |
0.0390 |
5.7% |
0.0034 |
0.5% |
70% |
False |
False |
44 |
120 |
0.7151 |
0.6538 |
0.0613 |
9.0% |
0.0032 |
0.5% |
45% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7023 |
2.618 |
0.6943 |
1.618 |
0.6895 |
1.000 |
0.6865 |
0.618 |
0.6846 |
HIGH |
0.6817 |
0.618 |
0.6798 |
0.500 |
0.6792 |
0.382 |
0.6787 |
LOW |
0.6768 |
0.618 |
0.6738 |
1.000 |
0.6720 |
1.618 |
0.6690 |
2.618 |
0.6641 |
4.250 |
0.6562 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6805 |
0.6802 |
PP |
0.6799 |
0.6792 |
S1 |
0.6792 |
0.6783 |
|