CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6679 |
0.6735 |
0.0057 |
0.8% |
0.6623 |
| High |
0.6748 |
0.6753 |
0.0005 |
0.1% |
0.6748 |
| Low |
0.6673 |
0.6688 |
0.0016 |
0.2% |
0.6613 |
| Close |
0.6735 |
0.6739 |
0.0004 |
0.1% |
0.6735 |
| Range |
0.0076 |
0.0065 |
-0.0011 |
-14.6% |
0.0135 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
105,470 |
84,375 |
-21,095 |
-20.0% |
652,170 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6920 |
0.6894 |
0.6774 |
|
| R3 |
0.6855 |
0.6829 |
0.6756 |
|
| R2 |
0.6791 |
0.6791 |
0.6750 |
|
| R1 |
0.6765 |
0.6765 |
0.6744 |
0.6778 |
| PP |
0.6726 |
0.6726 |
0.6726 |
0.6733 |
| S1 |
0.6700 |
0.6700 |
0.6733 |
0.6713 |
| S2 |
0.6662 |
0.6662 |
0.6727 |
|
| S3 |
0.6597 |
0.6636 |
0.6721 |
|
| S4 |
0.6533 |
0.6571 |
0.6703 |
|
|
| 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 |
0.6753 |
0.6613 |
0.0140 |
2.1% |
0.0078 |
1.2% |
90% |
True |
False |
116,524 |
| 10 |
0.6774 |
0.6590 |
0.0184 |
2.7% |
0.0087 |
1.3% |
81% |
False |
False |
117,601 |
| 20 |
0.6948 |
0.6590 |
0.0358 |
5.3% |
0.0075 |
1.1% |
42% |
False |
False |
60,562 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
25% |
False |
False |
30,358 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
25% |
False |
False |
20,253 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0071 |
1.0% |
25% |
False |
False |
15,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7027 |
|
2.618 |
0.6921 |
|
1.618 |
0.6857 |
|
1.000 |
0.6817 |
|
0.618 |
0.6792 |
|
HIGH |
0.6753 |
|
0.618 |
0.6728 |
|
0.500 |
0.6720 |
|
0.382 |
0.6713 |
|
LOW |
0.6688 |
|
0.618 |
0.6648 |
|
1.000 |
0.6624 |
|
1.618 |
0.6584 |
|
2.618 |
0.6519 |
|
4.250 |
0.6414 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6732 |
0.6723 |
| PP |
0.6726 |
0.6708 |
| S1 |
0.6720 |
0.6693 |
|