CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6708 |
0.6663 |
-0.0046 |
-0.7% |
0.6735 |
| High |
0.6715 |
0.6686 |
-0.0029 |
-0.4% |
0.6782 |
| Low |
0.6646 |
0.6655 |
0.0009 |
0.1% |
0.6646 |
| Close |
0.6669 |
0.6669 |
0.0001 |
0.0% |
0.6669 |
| Range |
0.0069 |
0.0031 |
-0.0038 |
-55.1% |
0.0136 |
| ATR |
0.0080 |
0.0077 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
98,895 |
60,246 |
-38,649 |
-39.1% |
438,936 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6763 |
0.6747 |
0.6686 |
|
| R3 |
0.6732 |
0.6716 |
0.6678 |
|
| R2 |
0.6701 |
0.6701 |
0.6675 |
|
| R1 |
0.6685 |
0.6685 |
0.6672 |
0.6693 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6674 |
| S1 |
0.6654 |
0.6654 |
0.6666 |
0.6662 |
| S2 |
0.6639 |
0.6639 |
0.6663 |
|
| S3 |
0.6608 |
0.6623 |
0.6660 |
|
| S4 |
0.6577 |
0.6592 |
0.6652 |
|
|
| 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% |
0.0072 |
1.1% |
17% |
False |
False |
82,961 |
| 10 |
0.6782 |
0.6613 |
0.0169 |
2.5% |
0.0075 |
1.1% |
33% |
False |
False |
99,743 |
| 20 |
0.6810 |
0.6590 |
0.0220 |
3.3% |
0.0076 |
1.1% |
36% |
False |
False |
81,168 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0077 |
1.2% |
13% |
False |
False |
40,717 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0078 |
1.2% |
13% |
False |
False |
27,164 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
13% |
False |
False |
20,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6817 |
|
2.618 |
0.6767 |
|
1.618 |
0.6736 |
|
1.000 |
0.6717 |
|
0.618 |
0.6705 |
|
HIGH |
0.6686 |
|
0.618 |
0.6674 |
|
0.500 |
0.6670 |
|
0.382 |
0.6666 |
|
LOW |
0.6655 |
|
0.618 |
0.6635 |
|
1.000 |
0.6624 |
|
1.618 |
0.6604 |
|
2.618 |
0.6573 |
|
4.250 |
0.6523 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6712 |
| PP |
0.6670 |
0.6697 |
| S1 |
0.6669 |
0.6683 |
|