CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6705 |
0.6731 |
0.0026 |
0.4% |
0.6663 |
| High |
0.6738 |
0.6757 |
0.0020 |
0.3% |
0.6757 |
| Low |
0.6681 |
0.6689 |
0.0008 |
0.1% |
0.6655 |
| Close |
0.6728 |
0.6701 |
-0.0027 |
-0.4% |
0.6701 |
| Range |
0.0057 |
0.0068 |
0.0012 |
20.4% |
0.0103 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
62,269 |
79,959 |
17,690 |
28.4% |
342,198 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6920 |
0.6878 |
0.6738 |
|
| R3 |
0.6852 |
0.6810 |
0.6720 |
|
| R2 |
0.6784 |
0.6784 |
0.6713 |
|
| R1 |
0.6742 |
0.6742 |
0.6707 |
0.6729 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6709 |
| S1 |
0.6674 |
0.6674 |
0.6695 |
0.6661 |
| S2 |
0.6648 |
0.6648 |
0.6689 |
|
| S3 |
0.6580 |
0.6606 |
0.6682 |
|
| S4 |
0.6512 |
0.6538 |
0.6664 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7012 |
0.6959 |
0.6757 |
|
| R3 |
0.6909 |
0.6856 |
0.6729 |
|
| R2 |
0.6807 |
0.6807 |
0.6720 |
|
| R1 |
0.6754 |
0.6754 |
0.6710 |
0.6780 |
| PP |
0.6704 |
0.6704 |
0.6704 |
0.6717 |
| S1 |
0.6651 |
0.6651 |
0.6692 |
0.6678 |
| S2 |
0.6602 |
0.6602 |
0.6682 |
|
| S3 |
0.6499 |
0.6549 |
0.6673 |
|
| S4 |
0.6397 |
0.6446 |
0.6645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6757 |
0.6655 |
0.0103 |
1.5% |
0.0054 |
0.8% |
45% |
True |
False |
68,439 |
| 10 |
0.6782 |
0.6646 |
0.0136 |
2.0% |
0.0066 |
1.0% |
41% |
False |
False |
78,113 |
| 20 |
0.6795 |
0.6590 |
0.0206 |
3.1% |
0.0076 |
1.1% |
54% |
False |
False |
94,607 |
| 40 |
0.7114 |
0.6590 |
0.0525 |
7.8% |
0.0077 |
1.2% |
21% |
False |
False |
47,758 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
18% |
False |
False |
31,862 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
18% |
False |
False |
23,901 |
| 100 |
0.7193 |
0.6455 |
0.0738 |
11.0% |
0.0069 |
1.0% |
33% |
False |
False |
19,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7046 |
|
2.618 |
0.6935 |
|
1.618 |
0.6867 |
|
1.000 |
0.6825 |
|
0.618 |
0.6799 |
|
HIGH |
0.6757 |
|
0.618 |
0.6731 |
|
0.500 |
0.6723 |
|
0.382 |
0.6715 |
|
LOW |
0.6689 |
|
0.618 |
0.6647 |
|
1.000 |
0.6621 |
|
1.618 |
0.6579 |
|
2.618 |
0.6511 |
|
4.250 |
0.6400 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6723 |
0.6719 |
| PP |
0.6716 |
0.6713 |
| S1 |
0.6708 |
0.6707 |
|