CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6792 |
0.6742 |
-0.0050 |
-0.7% |
0.6758 |
| High |
0.6851 |
0.6744 |
-0.0107 |
-1.6% |
0.6851 |
| Low |
0.6734 |
0.6655 |
-0.0079 |
-1.2% |
0.6655 |
| Close |
0.6735 |
0.6683 |
-0.0053 |
-0.8% |
0.6683 |
| Range |
0.0117 |
0.0089 |
-0.0028 |
-23.9% |
0.0196 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.8% |
0.0000 |
| Volume |
171 |
414 |
243 |
142.1% |
1,174 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6961 |
0.6911 |
0.6731 |
|
| R3 |
0.6872 |
0.6822 |
0.6707 |
|
| R2 |
0.6783 |
0.6783 |
0.6699 |
|
| R1 |
0.6733 |
0.6733 |
0.6691 |
0.6713 |
| PP |
0.6694 |
0.6694 |
0.6694 |
0.6684 |
| S1 |
0.6644 |
0.6644 |
0.6674 |
0.6624 |
| S2 |
0.6605 |
0.6605 |
0.6666 |
|
| S3 |
0.6516 |
0.6555 |
0.6658 |
|
| S4 |
0.6427 |
0.6466 |
0.6634 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7318 |
0.7196 |
0.6790 |
|
| R3 |
0.7122 |
0.7000 |
0.6736 |
|
| R2 |
0.6926 |
0.6926 |
0.6718 |
|
| R1 |
0.6804 |
0.6804 |
0.6700 |
0.6767 |
| PP |
0.6730 |
0.6730 |
0.6730 |
0.6711 |
| S1 |
0.6608 |
0.6608 |
0.6665 |
0.6571 |
| S2 |
0.6534 |
0.6534 |
0.6647 |
|
| S3 |
0.6338 |
0.6412 |
0.6629 |
|
| S4 |
0.6142 |
0.6216 |
0.6575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6851 |
0.6655 |
0.0196 |
2.9% |
0.0070 |
1.1% |
14% |
False |
True |
234 |
| 10 |
0.6877 |
0.6655 |
0.0222 |
3.3% |
0.0062 |
0.9% |
12% |
False |
True |
194 |
| 20 |
0.6928 |
0.6633 |
0.0295 |
4.4% |
0.0066 |
1.0% |
17% |
False |
False |
163 |
| 40 |
0.6928 |
0.6598 |
0.0330 |
4.9% |
0.0058 |
0.9% |
26% |
False |
False |
121 |
| 60 |
0.6928 |
0.6538 |
0.0390 |
5.8% |
0.0046 |
0.7% |
37% |
False |
False |
82 |
| 80 |
0.6928 |
0.6538 |
0.0390 |
5.8% |
0.0042 |
0.6% |
37% |
False |
False |
62 |
| 100 |
0.6928 |
0.6538 |
0.0390 |
5.8% |
0.0036 |
0.5% |
37% |
False |
False |
50 |
| 120 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0033 |
0.5% |
28% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7122 |
|
2.618 |
0.6977 |
|
1.618 |
0.6888 |
|
1.000 |
0.6833 |
|
0.618 |
0.6799 |
|
HIGH |
0.6744 |
|
0.618 |
0.6710 |
|
0.500 |
0.6700 |
|
0.382 |
0.6689 |
|
LOW |
0.6655 |
|
0.618 |
0.6600 |
|
1.000 |
0.6566 |
|
1.618 |
0.6511 |
|
2.618 |
0.6422 |
|
4.250 |
0.6277 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6700 |
0.6753 |
| PP |
0.6694 |
0.6730 |
| S1 |
0.6688 |
0.6706 |
|