CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6741 |
0.6692 |
-0.0049 |
-0.7% |
0.6623 |
| High |
0.6748 |
0.6782 |
0.0034 |
0.5% |
0.6748 |
| Low |
0.6672 |
0.6684 |
0.0012 |
0.2% |
0.6613 |
| Close |
0.6687 |
0.6751 |
0.0064 |
0.9% |
0.6735 |
| Range |
0.0076 |
0.0098 |
0.0022 |
28.9% |
0.0135 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.7% |
0.0000 |
| Volume |
71,020 |
97,376 |
26,356 |
37.1% |
652,170 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7033 |
0.6990 |
0.6804 |
|
| R3 |
0.6935 |
0.6892 |
0.6777 |
|
| R2 |
0.6837 |
0.6837 |
0.6768 |
|
| R1 |
0.6794 |
0.6794 |
0.6759 |
0.6815 |
| PP |
0.6739 |
0.6739 |
0.6739 |
0.6749 |
| S1 |
0.6696 |
0.6696 |
0.6742 |
0.6717 |
| S2 |
0.6641 |
0.6641 |
0.6733 |
|
| S3 |
0.6543 |
0.6598 |
0.6724 |
|
| S4 |
0.6445 |
0.6500 |
0.6697 |
|
|
| 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 |
0.6782 |
0.6633 |
0.0149 |
2.2% |
0.0075 |
1.1% |
79% |
True |
False |
98,443 |
| 10 |
0.6782 |
0.6590 |
0.0192 |
2.8% |
0.0082 |
1.2% |
84% |
True |
False |
114,045 |
| 20 |
0.6865 |
0.6590 |
0.0276 |
4.1% |
0.0077 |
1.1% |
58% |
False |
False |
68,960 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0077 |
1.1% |
27% |
False |
False |
34,565 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0077 |
1.1% |
27% |
False |
False |
23,058 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0073 |
1.1% |
27% |
False |
False |
17,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7198 |
|
2.618 |
0.7038 |
|
1.618 |
0.6940 |
|
1.000 |
0.6880 |
|
0.618 |
0.6842 |
|
HIGH |
0.6782 |
|
0.618 |
0.6744 |
|
0.500 |
0.6733 |
|
0.382 |
0.6721 |
|
LOW |
0.6684 |
|
0.618 |
0.6623 |
|
1.000 |
0.6586 |
|
1.618 |
0.6525 |
|
2.618 |
0.6427 |
|
4.250 |
0.6267 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6745 |
0.6743 |
| PP |
0.6739 |
0.6735 |
| S1 |
0.6733 |
0.6727 |
|