CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.6938 |
0.6887 |
-0.0051 |
-0.7% |
0.6685 |
High |
0.6938 |
0.6887 |
-0.0051 |
-0.7% |
0.6938 |
Low |
0.6938 |
0.6887 |
-0.0051 |
-0.7% |
0.6685 |
Close |
0.6938 |
0.6887 |
-0.0051 |
-0.7% |
0.6887 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6887 |
0.6887 |
0.6887 |
|
R3 |
0.6887 |
0.6887 |
0.6887 |
|
R2 |
0.6887 |
0.6887 |
0.6887 |
|
R1 |
0.6887 |
0.6887 |
0.6887 |
0.6887 |
PP |
0.6887 |
0.6887 |
0.6887 |
0.6887 |
S1 |
0.6887 |
0.6887 |
0.6887 |
0.6887 |
S2 |
0.6887 |
0.6887 |
0.6887 |
|
S3 |
0.6887 |
0.6887 |
0.6887 |
|
S4 |
0.6887 |
0.6887 |
0.6887 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7596 |
0.7494 |
0.7026 |
|
R3 |
0.7343 |
0.7241 |
0.6957 |
|
R2 |
0.7090 |
0.7090 |
0.6933 |
|
R1 |
0.6988 |
0.6988 |
0.6910 |
0.7039 |
PP |
0.6837 |
0.6837 |
0.6837 |
0.6862 |
S1 |
0.6735 |
0.6735 |
0.6864 |
0.6786 |
S2 |
0.6584 |
0.6584 |
0.6841 |
|
S3 |
0.6331 |
0.6482 |
0.6817 |
|
S4 |
0.6078 |
0.6229 |
0.6748 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6938 |
0.6685 |
0.0253 |
3.7% |
0.0018 |
0.3% |
80% |
False |
False |
1 |
10 |
0.6938 |
0.6669 |
0.0269 |
3.9% |
0.0010 |
0.2% |
81% |
False |
False |
|
20 |
0.6938 |
0.6651 |
0.0288 |
4.2% |
0.0012 |
0.2% |
82% |
False |
False |
|
40 |
0.6938 |
0.6551 |
0.0388 |
5.6% |
0.0011 |
0.2% |
87% |
False |
False |
|
60 |
0.6938 |
0.6551 |
0.0388 |
5.6% |
0.0010 |
0.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6887 |
2.618 |
0.6887 |
1.618 |
0.6887 |
1.000 |
0.6887 |
0.618 |
0.6887 |
HIGH |
0.6887 |
0.618 |
0.6887 |
0.500 |
0.6887 |
0.382 |
0.6887 |
LOW |
0.6887 |
0.618 |
0.6887 |
1.000 |
0.6887 |
1.618 |
0.6887 |
2.618 |
0.6887 |
4.250 |
0.6887 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6887 |
0.6879 |
PP |
0.6887 |
0.6870 |
S1 |
0.6887 |
0.6862 |
|