CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6639 |
0.6679 |
0.0040 |
0.6% |
0.6623 |
| High |
0.6692 |
0.6748 |
0.0056 |
0.8% |
0.6748 |
| Low |
0.6633 |
0.6673 |
0.0040 |
0.6% |
0.6613 |
| Close |
0.6672 |
0.6735 |
0.0063 |
0.9% |
0.6735 |
| Range |
0.0059 |
0.0076 |
0.0017 |
28.0% |
0.0135 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
133,978 |
105,470 |
-28,508 |
-21.3% |
652,170 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6945 |
0.6916 |
0.6777 |
|
| R3 |
0.6870 |
0.6840 |
0.6756 |
|
| R2 |
0.6794 |
0.6794 |
0.6749 |
|
| R1 |
0.6765 |
0.6765 |
0.6742 |
0.6779 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6726 |
| S1 |
0.6689 |
0.6689 |
0.6728 |
0.6704 |
| S2 |
0.6643 |
0.6643 |
0.6721 |
|
| S3 |
0.6568 |
0.6614 |
0.6714 |
|
| S4 |
0.6492 |
0.6538 |
0.6693 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7104 |
0.7054 |
0.6809 |
|
| R3 |
0.6969 |
0.6919 |
0.6772 |
|
| R2 |
0.6834 |
0.6834 |
0.6760 |
|
| R1 |
0.6784 |
0.6784 |
0.6747 |
0.6809 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6711 |
| S1 |
0.6649 |
0.6649 |
0.6723 |
0.6674 |
| S2 |
0.6564 |
0.6564 |
0.6710 |
|
| S3 |
0.6429 |
0.6514 |
0.6698 |
|
| S4 |
0.6294 |
0.6379 |
0.6661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6748 |
0.6613 |
0.0135 |
2.0% |
0.0089 |
1.3% |
90% |
True |
False |
130,434 |
| 10 |
0.6795 |
0.6590 |
0.0206 |
3.1% |
0.0086 |
1.3% |
71% |
False |
False |
111,100 |
| 20 |
0.6948 |
0.6590 |
0.0358 |
5.3% |
0.0075 |
1.1% |
41% |
False |
False |
56,351 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
24% |
False |
False |
28,250 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
24% |
False |
False |
18,847 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0070 |
1.0% |
24% |
False |
False |
14,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7069 |
|
2.618 |
0.6946 |
|
1.618 |
0.6870 |
|
1.000 |
0.6824 |
|
0.618 |
0.6795 |
|
HIGH |
0.6748 |
|
0.618 |
0.6719 |
|
0.500 |
0.6710 |
|
0.382 |
0.6701 |
|
LOW |
0.6673 |
|
0.618 |
0.6626 |
|
1.000 |
0.6597 |
|
1.618 |
0.6550 |
|
2.618 |
0.6475 |
|
4.250 |
0.6352 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6727 |
0.6717 |
| PP |
0.6719 |
0.6699 |
| S1 |
0.6710 |
0.6681 |
|