CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6684 |
0.6660 |
-0.0025 |
-0.4% |
0.6701 |
| High |
0.6699 |
0.6699 |
0.0000 |
0.0% |
0.6813 |
| Low |
0.6637 |
0.6659 |
0.0022 |
0.3% |
0.6670 |
| Close |
0.6659 |
0.6670 |
0.0012 |
0.2% |
0.6698 |
| Range |
0.0062 |
0.0040 |
-0.0022 |
-35.8% |
0.0143 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
39,258 |
55,839 |
16,581 |
42.2% |
363,598 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6794 |
0.6772 |
0.6692 |
|
| R3 |
0.6755 |
0.6732 |
0.6681 |
|
| R2 |
0.6715 |
0.6715 |
0.6677 |
|
| R1 |
0.6693 |
0.6693 |
0.6674 |
0.6704 |
| PP |
0.6676 |
0.6676 |
0.6676 |
0.6682 |
| S1 |
0.6653 |
0.6653 |
0.6666 |
0.6665 |
| S2 |
0.6636 |
0.6636 |
0.6663 |
|
| S3 |
0.6597 |
0.6614 |
0.6659 |
|
| S4 |
0.6557 |
0.6574 |
0.6648 |
|
|
| 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% |
0.0070 |
1.0% |
19% |
False |
False |
68,456 |
| 10 |
0.6813 |
0.6637 |
0.0176 |
2.6% |
0.0073 |
1.1% |
19% |
False |
False |
74,064 |
| 20 |
0.6813 |
0.6613 |
0.0200 |
3.0% |
0.0074 |
1.1% |
29% |
False |
False |
86,903 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.9% |
0.0076 |
1.1% |
17% |
False |
False |
59,197 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
13% |
False |
False |
39,503 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
13% |
False |
False |
29,634 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0069 |
1.0% |
13% |
False |
False |
23,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6866 |
|
2.618 |
0.6802 |
|
1.618 |
0.6762 |
|
1.000 |
0.6738 |
|
0.618 |
0.6723 |
|
HIGH |
0.6699 |
|
0.618 |
0.6683 |
|
0.500 |
0.6679 |
|
0.382 |
0.6674 |
|
LOW |
0.6659 |
|
0.618 |
0.6635 |
|
1.000 |
0.6620 |
|
1.618 |
0.6595 |
|
2.618 |
0.6556 |
|
4.250 |
0.6491 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6679 |
0.6690 |
| PP |
0.6676 |
0.6684 |
| S1 |
0.6673 |
0.6677 |
|