CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6907 |
0.6884 |
-0.0023 |
-0.3% |
0.6785 |
| High |
0.6921 |
0.6892 |
-0.0029 |
-0.4% |
0.6921 |
| Low |
0.6885 |
0.6787 |
-0.0099 |
-1.4% |
0.6779 |
| Close |
0.6907 |
0.6817 |
-0.0090 |
-1.3% |
0.6907 |
| Range |
0.0036 |
0.0106 |
0.0070 |
193.1% |
0.0142 |
| ATR |
0.0047 |
0.0052 |
0.0005 |
11.3% |
0.0000 |
| Volume |
228 |
47 |
-181 |
-79.4% |
274 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7148 |
0.7088 |
0.6875 |
|
| R3 |
0.7043 |
0.6983 |
0.6846 |
|
| R2 |
0.6937 |
0.6937 |
0.6836 |
|
| R1 |
0.6877 |
0.6877 |
0.6827 |
0.6855 |
| PP |
0.6832 |
0.6832 |
0.6832 |
0.6821 |
| S1 |
0.6772 |
0.6772 |
0.6807 |
0.6749 |
| S2 |
0.6726 |
0.6726 |
0.6798 |
|
| S3 |
0.6621 |
0.6666 |
0.6788 |
|
| S4 |
0.6515 |
0.6561 |
0.6759 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7295 |
0.7243 |
0.6985 |
|
| R3 |
0.7153 |
0.7101 |
0.6946 |
|
| R2 |
0.7011 |
0.7011 |
0.6933 |
|
| R1 |
0.6959 |
0.6959 |
0.6920 |
0.6985 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6882 |
| S1 |
0.6817 |
0.6817 |
0.6894 |
0.6843 |
| S2 |
0.6727 |
0.6727 |
0.6881 |
|
| S3 |
0.6585 |
0.6675 |
0.6868 |
|
| S4 |
0.6443 |
0.6533 |
0.6829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6921 |
0.6787 |
0.0135 |
2.0% |
0.0062 |
0.9% |
23% |
False |
True |
62 |
| 10 |
0.6921 |
0.6663 |
0.0258 |
3.8% |
0.0054 |
0.8% |
60% |
False |
False |
39 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0038 |
0.6% |
73% |
False |
False |
23 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0031 |
0.4% |
73% |
False |
False |
12 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0029 |
0.4% |
73% |
False |
False |
9 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0025 |
0.4% |
73% |
False |
False |
7 |
| 100 |
0.7197 |
0.6538 |
0.0660 |
9.7% |
0.0024 |
0.4% |
42% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7340 |
|
2.618 |
0.7168 |
|
1.618 |
0.7063 |
|
1.000 |
0.6998 |
|
0.618 |
0.6957 |
|
HIGH |
0.6892 |
|
0.618 |
0.6852 |
|
0.500 |
0.6839 |
|
0.382 |
0.6827 |
|
LOW |
0.6787 |
|
0.618 |
0.6721 |
|
1.000 |
0.6681 |
|
1.618 |
0.6616 |
|
2.618 |
0.6510 |
|
4.250 |
0.6338 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6839 |
0.6854 |
| PP |
0.6832 |
0.6842 |
| S1 |
0.6824 |
0.6829 |
|