CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6663 |
0.6671 |
0.0008 |
0.1% |
0.6735 |
| High |
0.6686 |
0.6732 |
0.0046 |
0.7% |
0.6782 |
| Low |
0.6655 |
0.6670 |
0.0015 |
0.2% |
0.6646 |
| Close |
0.6669 |
0.6723 |
0.0054 |
0.8% |
0.6669 |
| Range |
0.0031 |
0.0062 |
0.0031 |
100.0% |
0.0136 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
60,246 |
63,350 |
3,104 |
5.2% |
438,936 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6894 |
0.6870 |
0.6757 |
|
| R3 |
0.6832 |
0.6808 |
0.6740 |
|
| R2 |
0.6770 |
0.6770 |
0.6734 |
|
| R1 |
0.6746 |
0.6746 |
0.6728 |
0.6758 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6714 |
| S1 |
0.6684 |
0.6684 |
0.6717 |
0.6696 |
| S2 |
0.6646 |
0.6646 |
0.6711 |
|
| S3 |
0.6584 |
0.6622 |
0.6705 |
|
| S4 |
0.6522 |
0.6560 |
0.6688 |
|
|
| 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% |
0.0070 |
1.0% |
57% |
False |
False |
81,427 |
| 10 |
0.6782 |
0.6613 |
0.0169 |
2.5% |
0.0074 |
1.1% |
65% |
False |
False |
93,908 |
| 20 |
0.6810 |
0.6590 |
0.0220 |
3.3% |
0.0077 |
1.1% |
60% |
False |
False |
84,294 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0078 |
1.2% |
22% |
False |
False |
42,298 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0077 |
1.2% |
22% |
False |
False |
28,220 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
22% |
False |
False |
21,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6995 |
|
2.618 |
0.6894 |
|
1.618 |
0.6832 |
|
1.000 |
0.6794 |
|
0.618 |
0.6770 |
|
HIGH |
0.6732 |
|
0.618 |
0.6708 |
|
0.500 |
0.6701 |
|
0.382 |
0.6693 |
|
LOW |
0.6670 |
|
0.618 |
0.6631 |
|
1.000 |
0.6608 |
|
1.618 |
0.6569 |
|
2.618 |
0.6507 |
|
4.250 |
0.6406 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6711 |
| PP |
0.6708 |
0.6700 |
| S1 |
0.6701 |
0.6689 |
|