CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6708 |
0.6708 |
0.0000 |
0.0% |
0.6735 |
| High |
0.6778 |
0.6715 |
-0.0063 |
-0.9% |
0.6782 |
| Low |
0.6690 |
0.6646 |
-0.0045 |
-0.7% |
0.6646 |
| Close |
0.6699 |
0.6669 |
-0.0030 |
-0.4% |
0.6669 |
| Range |
0.0088 |
0.0069 |
-0.0019 |
-21.1% |
0.0136 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
87,270 |
98,895 |
11,625 |
13.3% |
438,936 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6883 |
0.6845 |
0.6706 |
|
| R3 |
0.6814 |
0.6776 |
0.6687 |
|
| R2 |
0.6745 |
0.6745 |
0.6681 |
|
| R1 |
0.6707 |
0.6707 |
0.6675 |
0.6692 |
| PP |
0.6676 |
0.6676 |
0.6676 |
0.6669 |
| S1 |
0.6638 |
0.6638 |
0.6662 |
0.6623 |
| S2 |
0.6607 |
0.6607 |
0.6656 |
|
| S3 |
0.6538 |
0.6569 |
0.6650 |
|
| S4 |
0.6469 |
0.6500 |
0.6631 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7024 |
0.6743 |
|
| R3 |
0.6971 |
0.6888 |
0.6706 |
|
| R2 |
0.6835 |
0.6835 |
0.6693 |
|
| R1 |
0.6752 |
0.6752 |
0.6681 |
0.6725 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6685 |
| S1 |
0.6616 |
0.6616 |
0.6656 |
0.6589 |
| S2 |
0.6563 |
0.6563 |
0.6644 |
|
| S3 |
0.6427 |
0.6480 |
0.6631 |
|
| S4 |
0.6291 |
0.6344 |
0.6594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6782 |
0.6646 |
0.0136 |
2.0% |
0.0079 |
1.2% |
17% |
False |
True |
87,787 |
| 10 |
0.6782 |
0.6613 |
0.0169 |
2.5% |
0.0084 |
1.3% |
33% |
False |
False |
109,110 |
| 20 |
0.6810 |
0.6590 |
0.0220 |
3.3% |
0.0077 |
1.2% |
36% |
False |
False |
78,187 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0078 |
1.2% |
13% |
False |
False |
39,212 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0078 |
1.2% |
13% |
False |
False |
26,160 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0073 |
1.1% |
13% |
False |
False |
19,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7008 |
|
2.618 |
0.6895 |
|
1.618 |
0.6826 |
|
1.000 |
0.6784 |
|
0.618 |
0.6757 |
|
HIGH |
0.6715 |
|
0.618 |
0.6688 |
|
0.500 |
0.6680 |
|
0.382 |
0.6672 |
|
LOW |
0.6646 |
|
0.618 |
0.6603 |
|
1.000 |
0.6577 |
|
1.618 |
0.6534 |
|
2.618 |
0.6465 |
|
4.250 |
0.6352 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6680 |
0.6714 |
| PP |
0.6676 |
0.6699 |
| S1 |
0.6672 |
0.6684 |
|