CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 22-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.6901 |
0.6888 |
-0.0013 |
-0.2% |
0.6943 |
High |
0.6948 |
0.6890 |
-0.0058 |
-0.8% |
0.7050 |
Low |
0.6879 |
0.6825 |
-0.0054 |
-0.8% |
0.6841 |
Close |
0.6882 |
0.6825 |
-0.0057 |
-0.8% |
0.6909 |
Range |
0.0069 |
0.0065 |
-0.0004 |
-5.1% |
0.0209 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
330 |
118 |
-212 |
-64.2% |
1,185 |
|
Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7042 |
0.6998 |
0.6861 |
|
R3 |
0.6977 |
0.6933 |
0.6843 |
|
R2 |
0.6912 |
0.6912 |
0.6837 |
|
R1 |
0.6868 |
0.6868 |
0.6831 |
0.6858 |
PP |
0.6847 |
0.6847 |
0.6847 |
0.6841 |
S1 |
0.6803 |
0.6803 |
0.6819 |
0.6793 |
S2 |
0.6782 |
0.6782 |
0.6813 |
|
S3 |
0.6717 |
0.6738 |
0.6807 |
|
S4 |
0.6652 |
0.6673 |
0.6789 |
|
|
Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7560 |
0.7443 |
0.7023 |
|
R3 |
0.7351 |
0.7234 |
0.6966 |
|
R2 |
0.7142 |
0.7142 |
0.6947 |
|
R1 |
0.7025 |
0.7025 |
0.6928 |
0.6979 |
PP |
0.6933 |
0.6933 |
0.6933 |
0.6910 |
S1 |
0.6816 |
0.6816 |
0.6889 |
0.6770 |
S2 |
0.6724 |
0.6724 |
0.6870 |
|
S3 |
0.6515 |
0.6607 |
0.6851 |
|
S4 |
0.6306 |
0.6398 |
0.6794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7012 |
0.6825 |
0.0187 |
2.7% |
0.0085 |
1.2% |
0% |
False |
True |
279 |
10 |
0.7050 |
0.6825 |
0.0225 |
3.3% |
0.0080 |
1.2% |
0% |
False |
True |
218 |
20 |
0.7193 |
0.6825 |
0.0368 |
5.4% |
0.0076 |
1.1% |
0% |
False |
True |
169 |
40 |
0.7193 |
0.6719 |
0.0474 |
6.9% |
0.0077 |
1.1% |
22% |
False |
False |
107 |
60 |
0.7193 |
0.6699 |
0.0495 |
7.2% |
0.0071 |
1.0% |
26% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7166 |
2.618 |
0.7060 |
1.618 |
0.6995 |
1.000 |
0.6955 |
0.618 |
0.6930 |
HIGH |
0.6890 |
0.618 |
0.6865 |
0.500 |
0.6858 |
0.382 |
0.6850 |
LOW |
0.6825 |
0.618 |
0.6785 |
1.000 |
0.6760 |
1.618 |
0.6720 |
2.618 |
0.6655 |
4.250 |
0.6549 |
|
|
Fisher Pivots for day following 22-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6858 |
0.6886 |
PP |
0.6847 |
0.6866 |
S1 |
0.6836 |
0.6845 |
|