CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6692 |
0.6708 |
0.0016 |
0.2% |
0.6623 |
| High |
0.6782 |
0.6778 |
-0.0004 |
-0.1% |
0.6748 |
| Low |
0.6684 |
0.6690 |
0.0007 |
0.1% |
0.6613 |
| Close |
0.6751 |
0.6699 |
-0.0052 |
-0.8% |
0.6735 |
| Range |
0.0098 |
0.0088 |
-0.0011 |
-10.7% |
0.0135 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.6% |
0.0000 |
| Volume |
97,376 |
87,270 |
-10,106 |
-10.4% |
652,170 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6985 |
0.6929 |
0.6747 |
|
| R3 |
0.6897 |
0.6842 |
0.6723 |
|
| R2 |
0.6810 |
0.6810 |
0.6715 |
|
| R1 |
0.6754 |
0.6754 |
0.6707 |
0.6738 |
| PP |
0.6722 |
0.6722 |
0.6722 |
0.6714 |
| S1 |
0.6667 |
0.6667 |
0.6690 |
0.6651 |
| S2 |
0.6635 |
0.6635 |
0.6682 |
|
| S3 |
0.6547 |
0.6579 |
0.6674 |
|
| S4 |
0.6460 |
0.6492 |
0.6650 |
|
|
| 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 |
0.6672 |
0.0110 |
1.6% |
0.0080 |
1.2% |
24% |
False |
False |
89,102 |
| 10 |
0.6782 |
0.6590 |
0.0192 |
2.9% |
0.0085 |
1.3% |
57% |
False |
False |
114,710 |
| 20 |
0.6851 |
0.6590 |
0.0261 |
3.9% |
0.0079 |
1.2% |
42% |
False |
False |
73,316 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0077 |
1.1% |
18% |
False |
False |
36,743 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0078 |
1.2% |
18% |
False |
False |
24,512 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
18% |
False |
False |
18,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7149 |
|
2.618 |
0.7007 |
|
1.618 |
0.6919 |
|
1.000 |
0.6865 |
|
0.618 |
0.6832 |
|
HIGH |
0.6778 |
|
0.618 |
0.6744 |
|
0.500 |
0.6734 |
|
0.382 |
0.6723 |
|
LOW |
0.6690 |
|
0.618 |
0.6636 |
|
1.000 |
0.6603 |
|
1.618 |
0.6548 |
|
2.618 |
0.6461 |
|
4.250 |
0.6318 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6734 |
0.6727 |
| PP |
0.6722 |
0.6717 |
| S1 |
0.6710 |
0.6708 |
|