CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6704 |
0.6639 |
-0.0065 |
-1.0% |
0.6785 |
| High |
0.6735 |
0.6692 |
-0.0043 |
-0.6% |
0.6795 |
| Low |
0.6613 |
0.6633 |
0.0020 |
0.3% |
0.6590 |
| Close |
0.6647 |
0.6672 |
0.0025 |
0.4% |
0.6609 |
| Range |
0.0122 |
0.0059 |
-0.0063 |
-51.4% |
0.0206 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
137,101 |
133,978 |
-3,123 |
-2.3% |
458,837 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6843 |
0.6816 |
0.6704 |
|
| R3 |
0.6784 |
0.6757 |
0.6688 |
|
| R2 |
0.6725 |
0.6725 |
0.6683 |
|
| R1 |
0.6698 |
0.6698 |
0.6677 |
0.6712 |
| PP |
0.6666 |
0.6666 |
0.6666 |
0.6672 |
| S1 |
0.6639 |
0.6639 |
0.6667 |
0.6653 |
| S2 |
0.6607 |
0.6607 |
0.6661 |
|
| S3 |
0.6548 |
0.6580 |
0.6656 |
|
| S4 |
0.6489 |
0.6521 |
0.6640 |
|
|
| 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% |
55% |
False |
False |
140,319 |
| 10 |
0.6800 |
0.6590 |
0.0211 |
3.2% |
0.0083 |
1.2% |
39% |
False |
False |
101,181 |
| 20 |
0.6965 |
0.6590 |
0.0375 |
5.6% |
0.0076 |
1.1% |
22% |
False |
False |
51,096 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
14% |
False |
False |
25,616 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
14% |
False |
False |
17,089 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0070 |
1.1% |
14% |
False |
False |
12,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6943 |
|
2.618 |
0.6846 |
|
1.618 |
0.6787 |
|
1.000 |
0.6751 |
|
0.618 |
0.6728 |
|
HIGH |
0.6692 |
|
0.618 |
0.6669 |
|
0.500 |
0.6663 |
|
0.382 |
0.6656 |
|
LOW |
0.6633 |
|
0.618 |
0.6597 |
|
1.000 |
0.6574 |
|
1.618 |
0.6538 |
|
2.618 |
0.6479 |
|
4.250 |
0.6382 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6669 |
0.6674 |
| PP |
0.6666 |
0.6673 |
| S1 |
0.6663 |
0.6673 |
|