CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6742 |
0.6686 |
-0.0056 |
-0.8% |
0.6758 |
High |
0.6744 |
0.6769 |
0.0025 |
0.4% |
0.6851 |
Low |
0.6655 |
0.6685 |
0.0030 |
0.5% |
0.6655 |
Close |
0.6683 |
0.6749 |
0.0067 |
1.0% |
0.6683 |
Range |
0.0089 |
0.0084 |
-0.0005 |
-5.6% |
0.0196 |
ATR |
0.0066 |
0.0067 |
0.0001 |
2.3% |
0.0000 |
Volume |
414 |
176 |
-238 |
-57.5% |
1,174 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6986 |
0.6952 |
0.6795 |
|
R3 |
0.6902 |
0.6868 |
0.6772 |
|
R2 |
0.6818 |
0.6818 |
0.6764 |
|
R1 |
0.6784 |
0.6784 |
0.6757 |
0.6801 |
PP |
0.6734 |
0.6734 |
0.6734 |
0.6743 |
S1 |
0.6700 |
0.6700 |
0.6741 |
0.6717 |
S2 |
0.6650 |
0.6650 |
0.6734 |
|
S3 |
0.6566 |
0.6616 |
0.6726 |
|
S4 |
0.6482 |
0.6532 |
0.6703 |
|
|
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% |
0.0079 |
1.2% |
48% |
False |
False |
230 |
10 |
0.6877 |
0.6655 |
0.0222 |
3.3% |
0.0067 |
1.0% |
42% |
False |
False |
186 |
20 |
0.6928 |
0.6639 |
0.0289 |
4.3% |
0.0067 |
1.0% |
38% |
False |
False |
168 |
40 |
0.6928 |
0.6628 |
0.0300 |
4.4% |
0.0059 |
0.9% |
40% |
False |
False |
125 |
60 |
0.6928 |
0.6538 |
0.0390 |
5.8% |
0.0047 |
0.7% |
54% |
False |
False |
85 |
80 |
0.6928 |
0.6538 |
0.0390 |
5.8% |
0.0042 |
0.6% |
54% |
False |
False |
64 |
100 |
0.6928 |
0.6538 |
0.0390 |
5.8% |
0.0036 |
0.5% |
54% |
False |
False |
51 |
120 |
0.7056 |
0.6538 |
0.0519 |
7.7% |
0.0034 |
0.5% |
41% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7126 |
2.618 |
0.6989 |
1.618 |
0.6905 |
1.000 |
0.6853 |
0.618 |
0.6821 |
HIGH |
0.6769 |
0.618 |
0.6737 |
0.500 |
0.6727 |
0.382 |
0.6717 |
LOW |
0.6685 |
0.618 |
0.6633 |
1.000 |
0.6601 |
1.618 |
0.6549 |
2.618 |
0.6465 |
4.250 |
0.6328 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6742 |
0.6753 |
PP |
0.6734 |
0.6752 |
S1 |
0.6727 |
0.6750 |
|