CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6804 |
0.6772 |
-0.0032 |
-0.5% |
0.6663 |
| High |
0.6813 |
0.6799 |
-0.0014 |
-0.2% |
0.6757 |
| Low |
0.6740 |
0.6695 |
-0.0045 |
-0.7% |
0.6655 |
| Close |
0.6760 |
0.6742 |
-0.0019 |
-0.3% |
0.6701 |
| Range |
0.0073 |
0.0104 |
0.0031 |
42.8% |
0.0103 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.5% |
0.0000 |
| Volume |
100,855 |
89,443 |
-11,412 |
-11.3% |
342,198 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7056 |
0.7002 |
0.6798 |
|
| R3 |
0.6952 |
0.6899 |
0.6770 |
|
| R2 |
0.6849 |
0.6849 |
0.6760 |
|
| R1 |
0.6795 |
0.6795 |
0.6751 |
0.6770 |
| PP |
0.6745 |
0.6745 |
0.6745 |
0.6733 |
| S1 |
0.6692 |
0.6692 |
0.6732 |
0.6667 |
| S2 |
0.6642 |
0.6642 |
0.6723 |
|
| S3 |
0.6538 |
0.6588 |
0.6713 |
|
| S4 |
0.6435 |
0.6485 |
0.6685 |
|
|
| 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% |
0.0088 |
1.3% |
50% |
False |
False |
89,788 |
| 10 |
0.6813 |
0.6646 |
0.0167 |
2.5% |
0.0074 |
1.1% |
57% |
False |
False |
83,507 |
| 20 |
0.6813 |
0.6590 |
0.0223 |
3.3% |
0.0078 |
1.2% |
68% |
False |
False |
98,776 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.8% |
0.0077 |
1.1% |
33% |
False |
False |
55,411 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
25% |
False |
False |
36,972 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
25% |
False |
False |
27,734 |
| 100 |
0.7193 |
0.6455 |
0.0738 |
10.9% |
0.0071 |
1.1% |
39% |
False |
False |
22,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7238 |
|
2.618 |
0.7069 |
|
1.618 |
0.6966 |
|
1.000 |
0.6902 |
|
0.618 |
0.6862 |
|
HIGH |
0.6799 |
|
0.618 |
0.6759 |
|
0.500 |
0.6747 |
|
0.382 |
0.6735 |
|
LOW |
0.6695 |
|
0.618 |
0.6631 |
|
1.000 |
0.6592 |
|
1.618 |
0.6528 |
|
2.618 |
0.6424 |
|
4.250 |
0.6255 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6747 |
0.6741 |
| PP |
0.6745 |
0.6741 |
| S1 |
0.6743 |
0.6741 |
|