CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6830 |
0.6828 |
-0.0002 |
0.0% |
0.6860 |
| High |
0.6830 |
0.6828 |
-0.0002 |
0.0% |
0.6870 |
| Low |
0.6830 |
0.6828 |
-0.0002 |
0.0% |
0.6775 |
| Close |
0.6830 |
0.6828 |
-0.0002 |
0.0% |
0.6774 |
| Range |
|
|
|
|
|
| ATR |
0.0039 |
0.0036 |
-0.0003 |
-6.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6828 |
0.6828 |
0.6828 |
|
| R3 |
0.6828 |
0.6828 |
0.6828 |
|
| R2 |
0.6828 |
0.6828 |
0.6828 |
|
| R1 |
0.6828 |
0.6828 |
0.6828 |
0.6828 |
| PP |
0.6828 |
0.6828 |
0.6828 |
0.6828 |
| S1 |
0.6828 |
0.6828 |
0.6828 |
0.6828 |
| S2 |
0.6828 |
0.6828 |
0.6828 |
|
| S3 |
0.6828 |
0.6828 |
0.6828 |
|
| S4 |
0.6828 |
0.6828 |
0.6828 |
|
|
| 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% |
97% |
False |
False |
|
| 10 |
0.6938 |
0.6775 |
0.0163 |
2.4% |
0.0006 |
0.1% |
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% |
0.0010 |
0.2% |
72% |
False |
False |
|
| 60 |
0.6938 |
0.6551 |
0.0388 |
5.7% |
0.0009 |
0.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6828 |
|
2.618 |
0.6828 |
|
1.618 |
0.6828 |
|
1.000 |
0.6828 |
|
0.618 |
0.6828 |
|
HIGH |
0.6828 |
|
0.618 |
0.6828 |
|
0.500 |
0.6828 |
|
0.382 |
0.6828 |
|
LOW |
0.6828 |
|
0.618 |
0.6828 |
|
1.000 |
0.6828 |
|
1.618 |
0.6828 |
|
2.618 |
0.6828 |
|
4.250 |
0.6828 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6828 |
0.6821 |
| PP |
0.6828 |
0.6815 |
| S1 |
0.6828 |
0.6808 |
|