CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6623 |
0.6692 |
0.0070 |
1.0% |
0.6785 |
| High |
0.6741 |
0.6724 |
-0.0017 |
-0.3% |
0.6795 |
| Low |
0.6623 |
0.6655 |
0.0032 |
0.5% |
0.6590 |
| Close |
0.6698 |
0.6709 |
0.0011 |
0.2% |
0.6609 |
| Range |
0.0118 |
0.0069 |
-0.0049 |
-41.5% |
0.0206 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
153,922 |
121,699 |
-32,223 |
-20.9% |
458,837 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6903 |
0.6875 |
0.6746 |
|
| R3 |
0.6834 |
0.6806 |
0.6727 |
|
| R2 |
0.6765 |
0.6765 |
0.6721 |
|
| R1 |
0.6737 |
0.6737 |
0.6715 |
0.6751 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6703 |
| S1 |
0.6668 |
0.6668 |
0.6702 |
0.6682 |
| S2 |
0.6627 |
0.6627 |
0.6696 |
|
| S3 |
0.6558 |
0.6599 |
0.6690 |
|
| S4 |
0.6489 |
0.6530 |
0.6671 |
|
|
| 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 |
0.6741 |
0.6590 |
0.0151 |
2.3% |
0.0077 |
1.1% |
79% |
False |
False |
128,923 |
| 10 |
0.6810 |
0.6590 |
0.0220 |
3.3% |
0.0080 |
1.2% |
54% |
False |
False |
74,681 |
| 20 |
0.7050 |
0.6590 |
0.0461 |
6.9% |
0.0078 |
1.2% |
26% |
False |
False |
37,570 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
20% |
False |
False |
18,844 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
20% |
False |
False |
12,572 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0069 |
1.0% |
20% |
False |
False |
9,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7017 |
|
2.618 |
0.6904 |
|
1.618 |
0.6835 |
|
1.000 |
0.6793 |
|
0.618 |
0.6766 |
|
HIGH |
0.6724 |
|
0.618 |
0.6697 |
|
0.500 |
0.6689 |
|
0.382 |
0.6681 |
|
LOW |
0.6655 |
|
0.618 |
0.6612 |
|
1.000 |
0.6586 |
|
1.618 |
0.6543 |
|
2.618 |
0.6474 |
|
4.250 |
0.6361 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6702 |
0.6694 |
| PP |
0.6696 |
0.6680 |
| S1 |
0.6689 |
0.6665 |
|