CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6728 |
0.6705 |
-0.0023 |
-0.3% |
0.6735 |
| High |
0.6734 |
0.6738 |
0.0004 |
0.1% |
0.6782 |
| Low |
0.6682 |
0.6681 |
-0.0001 |
0.0% |
0.6646 |
| Close |
0.6700 |
0.6728 |
0.0029 |
0.4% |
0.6669 |
| Range |
0.0052 |
0.0057 |
0.0005 |
8.7% |
0.0136 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
76,374 |
62,269 |
-14,105 |
-18.5% |
438,936 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6885 |
0.6863 |
0.6759 |
|
| R3 |
0.6829 |
0.6807 |
0.6744 |
|
| R2 |
0.6772 |
0.6772 |
0.6738 |
|
| R1 |
0.6750 |
0.6750 |
0.6733 |
0.6761 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6721 |
| S1 |
0.6694 |
0.6694 |
0.6723 |
0.6705 |
| S2 |
0.6659 |
0.6659 |
0.6718 |
|
| S3 |
0.6603 |
0.6637 |
0.6712 |
|
| S4 |
0.6546 |
0.6581 |
0.6697 |
|
|
| 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 |
0.6738 |
0.6646 |
0.0092 |
1.4% |
0.0054 |
0.8% |
90% |
True |
False |
72,226 |
| 10 |
0.6782 |
0.6646 |
0.0136 |
2.0% |
0.0067 |
1.0% |
61% |
False |
False |
80,664 |
| 20 |
0.6800 |
0.6590 |
0.0211 |
3.1% |
0.0075 |
1.1% |
66% |
False |
False |
90,923 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0078 |
1.2% |
23% |
False |
False |
45,762 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
23% |
False |
False |
30,529 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
23% |
False |
False |
22,901 |
| 100 |
0.7193 |
0.6344 |
0.0850 |
12.6% |
0.0070 |
1.0% |
45% |
False |
False |
18,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6978 |
|
2.618 |
0.6885 |
|
1.618 |
0.6829 |
|
1.000 |
0.6794 |
|
0.618 |
0.6772 |
|
HIGH |
0.6738 |
|
0.618 |
0.6716 |
|
0.500 |
0.6709 |
|
0.382 |
0.6703 |
|
LOW |
0.6681 |
|
0.618 |
0.6646 |
|
1.000 |
0.6625 |
|
1.618 |
0.6590 |
|
2.618 |
0.6533 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6722 |
0.6720 |
| PP |
0.6716 |
0.6712 |
| S1 |
0.6709 |
0.6704 |
|