CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7081 |
0.7105 |
0.0024 |
0.3% |
0.7012 |
High |
0.7090 |
0.7170 |
0.0080 |
1.1% |
0.7172 |
Low |
0.7039 |
0.7100 |
0.0062 |
0.9% |
0.7010 |
Close |
0.7090 |
0.7160 |
0.0070 |
1.0% |
0.7148 |
Range |
0.0051 |
0.0070 |
0.0019 |
36.3% |
0.0162 |
ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
Volume |
29 |
55 |
26 |
89.7% |
449 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7352 |
0.7325 |
0.7198 |
|
R3 |
0.7282 |
0.7256 |
0.7179 |
|
R2 |
0.7213 |
0.7213 |
0.7172 |
|
R1 |
0.7186 |
0.7186 |
0.7166 |
0.7199 |
PP |
0.7143 |
0.7143 |
0.7143 |
0.7150 |
S1 |
0.7117 |
0.7117 |
0.7153 |
0.7130 |
S2 |
0.7074 |
0.7074 |
0.7147 |
|
S3 |
0.7004 |
0.7047 |
0.7140 |
|
S4 |
0.6935 |
0.6978 |
0.7121 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7594 |
0.7533 |
0.7237 |
|
R3 |
0.7433 |
0.7371 |
0.7192 |
|
R2 |
0.7271 |
0.7271 |
0.7178 |
|
R1 |
0.7210 |
0.7210 |
0.7163 |
0.7241 |
PP |
0.7110 |
0.7110 |
0.7110 |
0.7125 |
S1 |
0.7048 |
0.7048 |
0.7133 |
0.7079 |
S2 |
0.6948 |
0.6948 |
0.7118 |
|
S3 |
0.6787 |
0.6887 |
0.7104 |
|
S4 |
0.6625 |
0.6725 |
0.7059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7172 |
0.7039 |
0.0133 |
1.9% |
0.0048 |
0.7% |
91% |
False |
False |
77 |
10 |
0.7172 |
0.6915 |
0.0257 |
3.6% |
0.0055 |
0.8% |
95% |
False |
False |
81 |
20 |
0.7172 |
0.6767 |
0.0405 |
5.6% |
0.0072 |
1.0% |
97% |
False |
False |
65 |
40 |
0.7172 |
0.6700 |
0.0472 |
6.6% |
0.0068 |
1.0% |
97% |
False |
False |
41 |
60 |
0.7172 |
0.6344 |
0.0828 |
11.6% |
0.0065 |
0.9% |
99% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7465 |
2.618 |
0.7351 |
1.618 |
0.7282 |
1.000 |
0.7239 |
0.618 |
0.7212 |
HIGH |
0.7170 |
0.618 |
0.7143 |
0.500 |
0.7135 |
0.382 |
0.7127 |
LOW |
0.7100 |
0.618 |
0.7057 |
1.000 |
0.7031 |
1.618 |
0.6988 |
2.618 |
0.6918 |
4.250 |
0.6805 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7151 |
0.7141 |
PP |
0.7143 |
0.7123 |
S1 |
0.7135 |
0.7104 |
|