CME Australian Dollar Future March 2024
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 |
0.6787 |
0.6830 |
0.0043 |
0.6% |
0.6860 |
High |
0.6787 |
0.6830 |
0.0043 |
0.6% |
0.6870 |
Low |
0.6787 |
0.6830 |
0.0043 |
0.6% |
0.6775 |
Close |
0.6787 |
0.6830 |
0.0043 |
0.6% |
0.6774 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0039 |
0.0000 |
0.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6830 |
0.6830 |
0.6830 |
|
R3 |
0.6830 |
0.6830 |
0.6830 |
|
R2 |
0.6830 |
0.6830 |
0.6830 |
|
R1 |
0.6830 |
0.6830 |
0.6830 |
0.6830 |
PP |
0.6830 |
0.6830 |
0.6830 |
0.6830 |
S1 |
0.6830 |
0.6830 |
0.6830 |
0.6830 |
S2 |
0.6830 |
0.6830 |
0.6830 |
|
S3 |
0.6830 |
0.6830 |
0.6830 |
|
S4 |
0.6830 |
0.6830 |
0.6830 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7091 |
0.7027 |
0.6826 |
|
R3 |
0.6996 |
0.6932 |
0.6800 |
|
R2 |
0.6901 |
0.6901 |
0.6791 |
|
R1 |
0.6837 |
0.6837 |
0.6782 |
0.6822 |
PP |
0.6806 |
0.6806 |
0.6806 |
0.6798 |
S1 |
0.6742 |
0.6742 |
0.6765 |
0.6727 |
S2 |
0.6711 |
0.6711 |
0.6756 |
|
S3 |
0.6616 |
0.6647 |
0.6747 |
|
S4 |
0.6521 |
0.6552 |
0.6721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6830 |
0.6775 |
0.0055 |
0.8% |
0.0011 |
0.2% |
100% |
True |
False |
|
10 |
0.6938 |
0.6775 |
0.0163 |
2.4% |
0.0012 |
0.2% |
33% |
False |
False |
|
20 |
0.6938 |
0.6651 |
0.0288 |
4.2% |
0.0010 |
0.2% |
62% |
False |
False |
1 |
40 |
0.6938 |
0.6551 |
0.0388 |
5.7% |
0.0011 |
0.2% |
72% |
False |
False |
|
60 |
0.6938 |
0.6551 |
0.0388 |
5.7% |
0.0010 |
0.2% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6830 |
2.618 |
0.6830 |
1.618 |
0.6830 |
1.000 |
0.6830 |
0.618 |
0.6830 |
HIGH |
0.6830 |
0.618 |
0.6830 |
0.500 |
0.6830 |
0.382 |
0.6830 |
LOW |
0.6830 |
0.618 |
0.6830 |
1.000 |
0.6830 |
1.618 |
0.6830 |
2.618 |
0.6830 |
4.250 |
0.6830 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6830 |
0.6820 |
PP |
0.6830 |
0.6811 |
S1 |
0.6830 |
0.6802 |
|