CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.6612 |
0.6623 |
0.0011 |
0.2% |
0.6785 |
High |
0.6666 |
0.6741 |
0.0075 |
1.1% |
0.6795 |
Low |
0.6590 |
0.6623 |
0.0033 |
0.5% |
0.6590 |
Close |
0.6609 |
0.6698 |
0.0089 |
1.3% |
0.6609 |
Range |
0.0076 |
0.0118 |
0.0042 |
55.3% |
0.0206 |
ATR |
0.0076 |
0.0080 |
0.0004 |
5.2% |
0.0000 |
Volume |
154,895 |
153,922 |
-973 |
-0.6% |
458,837 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7041 |
0.6987 |
0.6762 |
|
R3 |
0.6923 |
0.6869 |
0.6730 |
|
R2 |
0.6805 |
0.6805 |
0.6719 |
|
R1 |
0.6751 |
0.6751 |
0.6708 |
0.6778 |
PP |
0.6687 |
0.6687 |
0.6687 |
0.6700 |
S1 |
0.6633 |
0.6633 |
0.6687 |
0.6660 |
S2 |
0.6569 |
0.6569 |
0.6676 |
|
S3 |
0.6451 |
0.6515 |
0.6665 |
|
S4 |
0.6333 |
0.6397 |
0.6633 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7281 |
0.7150 |
0.6722 |
|
R3 |
0.7075 |
0.6945 |
0.6665 |
|
R2 |
0.6870 |
0.6870 |
0.6646 |
|
R1 |
0.6739 |
0.6739 |
0.6627 |
0.6702 |
PP |
0.6664 |
0.6664 |
0.6664 |
0.6646 |
S1 |
0.6534 |
0.6534 |
0.6590 |
0.6496 |
S2 |
0.6459 |
0.6459 |
0.6571 |
|
S3 |
0.6253 |
0.6328 |
0.6552 |
|
S4 |
0.6048 |
0.6123 |
0.6495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6774 |
0.6590 |
0.0184 |
2.7% |
0.0096 |
1.4% |
59% |
False |
False |
118,679 |
10 |
0.6810 |
0.6590 |
0.0220 |
3.3% |
0.0078 |
1.2% |
49% |
False |
False |
62,594 |
20 |
0.7050 |
0.6590 |
0.0461 |
6.9% |
0.0079 |
1.2% |
23% |
False |
False |
31,491 |
40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
18% |
False |
False |
15,803 |
60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
18% |
False |
False |
10,544 |
80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0068 |
1.0% |
18% |
False |
False |
7,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7242 |
2.618 |
0.7049 |
1.618 |
0.6931 |
1.000 |
0.6859 |
0.618 |
0.6813 |
HIGH |
0.6741 |
0.618 |
0.6695 |
0.500 |
0.6682 |
0.382 |
0.6668 |
LOW |
0.6623 |
0.618 |
0.6550 |
1.000 |
0.6505 |
1.618 |
0.6432 |
2.618 |
0.6314 |
4.250 |
0.6121 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6692 |
0.6687 |
PP |
0.6687 |
0.6676 |
S1 |
0.6682 |
0.6665 |
|