CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6948 |
0.6930 |
-0.0018 |
-0.3% |
0.7132 |
| High |
0.6978 |
0.7005 |
0.0028 |
0.4% |
0.7193 |
| Low |
0.6895 |
0.6926 |
0.0031 |
0.4% |
0.6956 |
| Close |
0.6916 |
0.6975 |
0.0059 |
0.9% |
0.6962 |
| Range |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0238 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
202 |
270 |
68 |
33.7% |
420 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7207 |
0.7171 |
0.7019 |
|
| R3 |
0.7128 |
0.7091 |
0.6997 |
|
| R2 |
0.7048 |
0.7048 |
0.6990 |
|
| R1 |
0.7012 |
0.7012 |
0.6982 |
0.7030 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6978 |
| S1 |
0.6932 |
0.6932 |
0.6968 |
0.6950 |
| S2 |
0.6889 |
0.6889 |
0.6960 |
|
| S3 |
0.6810 |
0.6853 |
0.6953 |
|
| S4 |
0.6730 |
0.6773 |
0.6931 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7593 |
0.7093 |
|
| R3 |
0.7512 |
0.7356 |
0.7027 |
|
| R2 |
0.7274 |
0.7274 |
0.7006 |
|
| R1 |
0.7118 |
0.7118 |
0.6984 |
0.7078 |
| PP |
0.7037 |
0.7037 |
0.7037 |
0.7017 |
| S1 |
0.6881 |
0.6881 |
0.6940 |
0.6840 |
| S2 |
0.6799 |
0.6799 |
0.6918 |
|
| S3 |
0.6562 |
0.6643 |
0.6897 |
|
| S4 |
0.6324 |
0.6406 |
0.6831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7193 |
0.6895 |
0.0298 |
4.3% |
0.0095 |
1.4% |
27% |
False |
False |
148 |
| 10 |
0.7193 |
0.6895 |
0.0298 |
4.3% |
0.0072 |
1.0% |
27% |
False |
False |
121 |
| 20 |
0.7193 |
0.6895 |
0.0298 |
4.3% |
0.0070 |
1.0% |
27% |
False |
False |
93 |
| 40 |
0.7193 |
0.6700 |
0.0493 |
7.1% |
0.0073 |
1.0% |
56% |
False |
False |
58 |
| 60 |
0.7193 |
0.6455 |
0.0738 |
10.6% |
0.0067 |
1.0% |
70% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7343 |
|
2.618 |
0.7213 |
|
1.618 |
0.7134 |
|
1.000 |
0.7085 |
|
0.618 |
0.7054 |
|
HIGH |
0.7005 |
|
0.618 |
0.6975 |
|
0.500 |
0.6965 |
|
0.382 |
0.6956 |
|
LOW |
0.6926 |
|
0.618 |
0.6876 |
|
1.000 |
0.6846 |
|
1.618 |
0.6797 |
|
2.618 |
0.6717 |
|
4.250 |
0.6588 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6972 |
0.7005 |
| PP |
0.6969 |
0.6995 |
| S1 |
0.6965 |
0.6985 |
|