CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 27-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.6835 |
0.6762 |
-0.0073 |
-1.1% |
0.6901 |
High |
0.6851 |
0.6771 |
-0.0080 |
-1.2% |
0.6948 |
Low |
0.6747 |
0.6728 |
-0.0019 |
-0.3% |
0.6747 |
Close |
0.6753 |
0.6762 |
0.0009 |
0.1% |
0.6753 |
Range |
0.0104 |
0.0043 |
-0.0062 |
-59.1% |
0.0201 |
ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
1,487 |
607 |
-880 |
-59.2% |
2,079 |
|
Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6881 |
0.6864 |
0.6785 |
|
R3 |
0.6838 |
0.6821 |
0.6773 |
|
R2 |
0.6796 |
0.6796 |
0.6769 |
|
R1 |
0.6779 |
0.6779 |
0.6765 |
0.6766 |
PP |
0.6753 |
0.6753 |
0.6753 |
0.6747 |
S1 |
0.6736 |
0.6736 |
0.6758 |
0.6724 |
S2 |
0.6711 |
0.6711 |
0.6754 |
|
S3 |
0.6668 |
0.6694 |
0.6750 |
|
S4 |
0.6626 |
0.6651 |
0.6738 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7419 |
0.7287 |
0.6863 |
|
R3 |
0.7218 |
0.7086 |
0.6808 |
|
R2 |
0.7017 |
0.7017 |
0.6789 |
|
R1 |
0.6885 |
0.6885 |
0.6771 |
0.6850 |
PP |
0.6816 |
0.6816 |
0.6816 |
0.6798 |
S1 |
0.6684 |
0.6684 |
0.6734 |
0.6649 |
S2 |
0.6615 |
0.6615 |
0.6716 |
|
S3 |
0.6414 |
0.6483 |
0.6697 |
|
S4 |
0.6213 |
0.6282 |
0.6642 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6948 |
0.6728 |
0.0220 |
3.2% |
0.0067 |
1.0% |
15% |
False |
True |
537 |
10 |
0.7050 |
0.6728 |
0.0322 |
4.8% |
0.0080 |
1.2% |
10% |
False |
True |
387 |
20 |
0.7193 |
0.6728 |
0.0465 |
6.9% |
0.0078 |
1.2% |
7% |
False |
True |
265 |
40 |
0.7193 |
0.6728 |
0.0465 |
6.9% |
0.0078 |
1.2% |
7% |
False |
True |
162 |
60 |
0.7193 |
0.6700 |
0.0493 |
7.3% |
0.0072 |
1.1% |
12% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6951 |
2.618 |
0.6882 |
1.618 |
0.6839 |
1.000 |
0.6813 |
0.618 |
0.6797 |
HIGH |
0.6771 |
0.618 |
0.6754 |
0.500 |
0.6749 |
0.382 |
0.6744 |
LOW |
0.6728 |
0.618 |
0.6702 |
1.000 |
0.6686 |
1.618 |
0.6659 |
2.618 |
0.6617 |
4.250 |
0.6547 |
|
|
Fisher Pivots for day following 27-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6757 |
0.6797 |
PP |
0.6753 |
0.6785 |
S1 |
0.6749 |
0.6773 |
|