CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6772 |
0.6740 |
-0.0032 |
-0.5% |
0.6663 |
| High |
0.6799 |
0.6744 |
-0.0055 |
-0.8% |
0.6757 |
| Low |
0.6695 |
0.6671 |
-0.0024 |
-0.4% |
0.6655 |
| Close |
0.6742 |
0.6698 |
-0.0044 |
-0.6% |
0.6701 |
| Range |
0.0104 |
0.0073 |
-0.0031 |
-30.0% |
0.0103 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
89,443 |
56,885 |
-32,558 |
-36.4% |
342,198 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6922 |
0.6882 |
0.6738 |
|
| R3 |
0.6849 |
0.6810 |
0.6718 |
|
| R2 |
0.6777 |
0.6777 |
0.6711 |
|
| R1 |
0.6737 |
0.6737 |
0.6705 |
0.6721 |
| PP |
0.6704 |
0.6704 |
0.6704 |
0.6696 |
| S1 |
0.6665 |
0.6665 |
0.6691 |
0.6648 |
| S2 |
0.6632 |
0.6632 |
0.6685 |
|
| S3 |
0.6559 |
0.6592 |
0.6678 |
|
| S4 |
0.6487 |
0.6520 |
0.6658 |
|
|
| 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% |
0.0091 |
1.4% |
20% |
False |
False |
88,711 |
| 10 |
0.6813 |
0.6646 |
0.0167 |
2.5% |
0.0073 |
1.1% |
31% |
False |
False |
80,469 |
| 20 |
0.6813 |
0.6590 |
0.0223 |
3.3% |
0.0079 |
1.2% |
49% |
False |
False |
97,589 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.9% |
0.0077 |
1.2% |
24% |
False |
False |
56,831 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
18% |
False |
False |
37,920 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
18% |
False |
False |
28,446 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0070 |
1.0% |
18% |
False |
False |
22,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7052 |
|
2.618 |
0.6933 |
|
1.618 |
0.6861 |
|
1.000 |
0.6816 |
|
0.618 |
0.6788 |
|
HIGH |
0.6744 |
|
0.618 |
0.6716 |
|
0.500 |
0.6707 |
|
0.382 |
0.6699 |
|
LOW |
0.6671 |
|
0.618 |
0.6626 |
|
1.000 |
0.6599 |
|
1.618 |
0.6554 |
|
2.618 |
0.6481 |
|
4.250 |
0.6363 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6707 |
0.6742 |
| PP |
0.6704 |
0.6727 |
| S1 |
0.6701 |
0.6713 |
|