CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6692 |
0.6704 |
0.0012 |
0.2% |
0.6785 |
| High |
0.6724 |
0.6735 |
0.0011 |
0.2% |
0.6795 |
| Low |
0.6655 |
0.6613 |
-0.0042 |
-0.6% |
0.6590 |
| Close |
0.6709 |
0.6647 |
-0.0062 |
-0.9% |
0.6609 |
| Range |
0.0069 |
0.0122 |
0.0053 |
76.1% |
0.0206 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.8% |
0.0000 |
| Volume |
121,699 |
137,101 |
15,402 |
12.7% |
458,837 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7029 |
0.6960 |
0.6714 |
|
| R3 |
0.6908 |
0.6838 |
0.6680 |
|
| R2 |
0.6786 |
0.6786 |
0.6669 |
|
| R1 |
0.6717 |
0.6717 |
0.6658 |
0.6691 |
| PP |
0.6665 |
0.6665 |
0.6665 |
0.6652 |
| S1 |
0.6595 |
0.6595 |
0.6636 |
0.6569 |
| S2 |
0.6543 |
0.6543 |
0.6625 |
|
| S3 |
0.6422 |
0.6474 |
0.6614 |
|
| S4 |
0.6300 |
0.6352 |
0.6580 |
|
|
| 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% |
0.0089 |
1.3% |
38% |
False |
False |
129,647 |
| 10 |
0.6800 |
0.6590 |
0.0211 |
3.2% |
0.0082 |
1.2% |
27% |
False |
False |
88,134 |
| 20 |
0.7012 |
0.6590 |
0.0423 |
6.4% |
0.0080 |
1.2% |
14% |
False |
False |
44,419 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0076 |
1.1% |
10% |
False |
False |
22,270 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0075 |
1.1% |
10% |
False |
False |
14,856 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0070 |
1.1% |
10% |
False |
False |
11,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7251 |
|
2.618 |
0.7053 |
|
1.618 |
0.6931 |
|
1.000 |
0.6856 |
|
0.618 |
0.6810 |
|
HIGH |
0.6735 |
|
0.618 |
0.6688 |
|
0.500 |
0.6674 |
|
0.382 |
0.6659 |
|
LOW |
0.6613 |
|
0.618 |
0.6538 |
|
1.000 |
0.6492 |
|
1.618 |
0.6416 |
|
2.618 |
0.6295 |
|
4.250 |
0.6097 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6674 |
0.6677 |
| PP |
0.6665 |
0.6667 |
| S1 |
0.6656 |
0.6657 |
|