CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6701 |
0.6804 |
0.0103 |
1.5% |
0.6663 |
| High |
0.6810 |
0.6813 |
0.0003 |
0.0% |
0.6757 |
| Low |
0.6670 |
0.6740 |
0.0070 |
1.0% |
0.6655 |
| Close |
0.6804 |
0.6760 |
-0.0044 |
-0.6% |
0.6701 |
| Range |
0.0140 |
0.0073 |
-0.0067 |
-48.0% |
0.0103 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
116,415 |
100,855 |
-15,560 |
-13.4% |
342,198 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6988 |
0.6947 |
0.6800 |
|
| R3 |
0.6916 |
0.6874 |
0.6780 |
|
| R2 |
0.6843 |
0.6843 |
0.6773 |
|
| R1 |
0.6802 |
0.6802 |
0.6767 |
0.6786 |
| PP |
0.6771 |
0.6771 |
0.6771 |
0.6763 |
| S1 |
0.6729 |
0.6729 |
0.6753 |
0.6714 |
| S2 |
0.6698 |
0.6698 |
0.6747 |
|
| S3 |
0.6626 |
0.6657 |
0.6740 |
|
| S4 |
0.6553 |
0.6584 |
0.6720 |
|
|
| 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 |
0.6813 |
0.6670 |
0.0143 |
2.1% |
0.0078 |
1.1% |
63% |
True |
False |
87,174 |
| 10 |
0.6813 |
0.6646 |
0.0167 |
2.5% |
0.0074 |
1.1% |
69% |
True |
False |
84,300 |
| 20 |
0.6813 |
0.6590 |
0.0223 |
3.3% |
0.0076 |
1.1% |
76% |
True |
False |
100,978 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.8% |
0.0077 |
1.1% |
37% |
False |
False |
53,182 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0074 |
1.1% |
28% |
False |
False |
35,482 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0075 |
1.1% |
28% |
False |
False |
26,617 |
| 100 |
0.7193 |
0.6455 |
0.0738 |
10.9% |
0.0071 |
1.0% |
41% |
False |
False |
21,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7121 |
|
2.618 |
0.7002 |
|
1.618 |
0.6930 |
|
1.000 |
0.6885 |
|
0.618 |
0.6857 |
|
HIGH |
0.6813 |
|
0.618 |
0.6785 |
|
0.500 |
0.6776 |
|
0.382 |
0.6768 |
|
LOW |
0.6740 |
|
0.618 |
0.6695 |
|
1.000 |
0.6668 |
|
1.618 |
0.6623 |
|
2.618 |
0.6550 |
|
4.250 |
0.6432 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6776 |
0.6754 |
| PP |
0.6771 |
0.6748 |
| S1 |
0.6765 |
0.6741 |
|