CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 28-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.6762 |
0.6770 |
0.0008 |
0.1% |
0.6901 |
High |
0.6771 |
0.6781 |
0.0011 |
0.2% |
0.6948 |
Low |
0.6728 |
0.6734 |
0.0006 |
0.1% |
0.6747 |
Close |
0.6762 |
0.6761 |
-0.0001 |
0.0% |
0.6753 |
Range |
0.0043 |
0.0048 |
0.0005 |
11.8% |
0.0201 |
ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
607 |
834 |
227 |
37.4% |
2,079 |
|
Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6901 |
0.6878 |
0.6787 |
|
R3 |
0.6853 |
0.6831 |
0.6774 |
|
R2 |
0.6806 |
0.6806 |
0.6769 |
|
R1 |
0.6783 |
0.6783 |
0.6765 |
0.6771 |
PP |
0.6758 |
0.6758 |
0.6758 |
0.6752 |
S1 |
0.6736 |
0.6736 |
0.6756 |
0.6723 |
S2 |
0.6711 |
0.6711 |
0.6752 |
|
S3 |
0.6663 |
0.6688 |
0.6747 |
|
S4 |
0.6616 |
0.6641 |
0.6734 |
|
|
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 |
0.6890 |
0.6728 |
0.0162 |
2.4% |
0.0063 |
0.9% |
20% |
False |
False |
638 |
10 |
0.7050 |
0.6728 |
0.0322 |
4.8% |
0.0077 |
1.1% |
10% |
False |
False |
459 |
20 |
0.7193 |
0.6728 |
0.0465 |
6.9% |
0.0079 |
1.2% |
7% |
False |
False |
301 |
40 |
0.7193 |
0.6728 |
0.0465 |
6.9% |
0.0078 |
1.1% |
7% |
False |
False |
182 |
60 |
0.7193 |
0.6700 |
0.0493 |
7.3% |
0.0072 |
1.1% |
12% |
False |
False |
127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6983 |
2.618 |
0.6905 |
1.618 |
0.6858 |
1.000 |
0.6829 |
0.618 |
0.6810 |
HIGH |
0.6781 |
0.618 |
0.6763 |
0.500 |
0.6757 |
0.382 |
0.6752 |
LOW |
0.6734 |
0.618 |
0.6704 |
1.000 |
0.6686 |
1.618 |
0.6657 |
2.618 |
0.6609 |
4.250 |
0.6532 |
|
|
Fisher Pivots for day following 28-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6759 |
0.6789 |
PP |
0.6758 |
0.6780 |
S1 |
0.6757 |
0.6770 |
|