CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6701 |
-0.0031 |
-0.5% |
0.6663 |
| High |
0.6757 |
0.6810 |
0.0053 |
0.8% |
0.6757 |
| Low |
0.6689 |
0.6670 |
-0.0019 |
-0.3% |
0.6655 |
| Close |
0.6701 |
0.6804 |
0.0103 |
1.5% |
0.6701 |
| Range |
0.0068 |
0.0140 |
0.0072 |
105.1% |
0.0103 |
| ATR |
0.0072 |
0.0077 |
0.0005 |
6.6% |
0.0000 |
| Volume |
79,959 |
116,415 |
36,456 |
45.6% |
342,198 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7180 |
0.7131 |
0.6881 |
|
| R3 |
0.7040 |
0.6992 |
0.6842 |
|
| R2 |
0.6901 |
0.6901 |
0.6830 |
|
| R1 |
0.6852 |
0.6852 |
0.6817 |
0.6877 |
| PP |
0.6761 |
0.6761 |
0.6761 |
0.6773 |
| S1 |
0.6713 |
0.6713 |
0.6791 |
0.6737 |
| S2 |
0.6622 |
0.6622 |
0.6778 |
|
| S3 |
0.6482 |
0.6573 |
0.6766 |
|
| S4 |
0.6343 |
0.6434 |
0.6727 |
|
|
| 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 |
0.6810 |
0.6670 |
0.0140 |
2.1% |
0.0076 |
1.1% |
96% |
True |
False |
79,673 |
| 10 |
0.6810 |
0.6646 |
0.0164 |
2.4% |
0.0074 |
1.1% |
97% |
True |
False |
81,317 |
| 20 |
0.6810 |
0.6590 |
0.0220 |
3.2% |
0.0080 |
1.2% |
98% |
True |
False |
99,459 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.8% |
0.0077 |
1.1% |
47% |
False |
False |
50,666 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0075 |
1.1% |
36% |
False |
False |
33,801 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0074 |
1.1% |
36% |
False |
False |
25,356 |
| 100 |
0.7193 |
0.6455 |
0.0738 |
10.8% |
0.0070 |
1.0% |
47% |
False |
False |
20,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7402 |
|
2.618 |
0.7175 |
|
1.618 |
0.7035 |
|
1.000 |
0.6949 |
|
0.618 |
0.6896 |
|
HIGH |
0.6810 |
|
0.618 |
0.6756 |
|
0.500 |
0.6740 |
|
0.382 |
0.6723 |
|
LOW |
0.6670 |
|
0.618 |
0.6584 |
|
1.000 |
0.6531 |
|
1.618 |
0.6444 |
|
2.618 |
0.6305 |
|
4.250 |
0.6077 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6783 |
0.6783 |
| PP |
0.6761 |
0.6761 |
| S1 |
0.6740 |
0.6740 |
|