CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 10-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6740 |
0.6684 |
-0.0056 |
-0.8% |
0.6701 |
| High |
0.6744 |
0.6699 |
-0.0045 |
-0.7% |
0.6813 |
| Low |
0.6671 |
0.6637 |
-0.0034 |
-0.5% |
0.6670 |
| Close |
0.6698 |
0.6659 |
-0.0040 |
-0.6% |
0.6698 |
| Range |
0.0073 |
0.0062 |
-0.0011 |
-15.2% |
0.0143 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
56,885 |
39,258 |
-17,627 |
-31.0% |
363,598 |
|
| Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6849 |
0.6815 |
0.6692 |
|
| R3 |
0.6788 |
0.6754 |
0.6675 |
|
| R2 |
0.6726 |
0.6726 |
0.6670 |
|
| R1 |
0.6692 |
0.6692 |
0.6664 |
0.6679 |
| PP |
0.6665 |
0.6665 |
0.6665 |
0.6658 |
| S1 |
0.6631 |
0.6631 |
0.6653 |
0.6617 |
| S2 |
0.6603 |
0.6603 |
0.6647 |
|
| S3 |
0.6542 |
0.6569 |
0.6642 |
|
| S4 |
0.6480 |
0.6508 |
0.6625 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7154 |
0.7069 |
0.6776 |
|
| R3 |
0.7012 |
0.6926 |
0.6737 |
|
| R2 |
0.6869 |
0.6869 |
0.6724 |
|
| R1 |
0.6784 |
0.6784 |
0.6711 |
0.6755 |
| PP |
0.6727 |
0.6727 |
0.6727 |
0.6713 |
| S1 |
0.6641 |
0.6641 |
0.6685 |
0.6613 |
| S2 |
0.6584 |
0.6584 |
0.6672 |
|
| S3 |
0.6442 |
0.6499 |
0.6659 |
|
| S4 |
0.6299 |
0.6356 |
0.6620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6813 |
0.6637 |
0.0176 |
2.6% |
0.0090 |
1.4% |
12% |
False |
True |
80,571 |
| 10 |
0.6813 |
0.6637 |
0.0176 |
2.6% |
0.0072 |
1.1% |
12% |
False |
True |
74,505 |
| 20 |
0.6813 |
0.6613 |
0.0200 |
3.0% |
0.0078 |
1.2% |
23% |
False |
False |
91,808 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.9% |
0.0077 |
1.2% |
15% |
False |
False |
57,808 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0075 |
1.1% |
11% |
False |
False |
38,573 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0076 |
1.1% |
11% |
False |
False |
28,936 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0069 |
1.0% |
11% |
False |
False |
23,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6960 |
|
2.618 |
0.6860 |
|
1.618 |
0.6798 |
|
1.000 |
0.6760 |
|
0.618 |
0.6737 |
|
HIGH |
0.6699 |
|
0.618 |
0.6675 |
|
0.500 |
0.6668 |
|
0.382 |
0.6660 |
|
LOW |
0.6637 |
|
0.618 |
0.6599 |
|
1.000 |
0.6576 |
|
1.618 |
0.6537 |
|
2.618 |
0.6476 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 10-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6718 |
| PP |
0.6665 |
0.6698 |
| S1 |
0.6662 |
0.6678 |
|