CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6660 |
0.6672 |
0.0013 |
0.2% |
0.6701 |
| High |
0.6699 |
0.6742 |
0.0044 |
0.6% |
0.6813 |
| Low |
0.6659 |
0.6667 |
0.0008 |
0.1% |
0.6670 |
| Close |
0.6670 |
0.6717 |
0.0047 |
0.7% |
0.6698 |
| Range |
0.0040 |
0.0076 |
0.0036 |
91.1% |
0.0143 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
55,839 |
66,262 |
10,423 |
18.7% |
363,598 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6935 |
0.6901 |
0.6758 |
|
| R3 |
0.6859 |
0.6826 |
0.6737 |
|
| R2 |
0.6784 |
0.6784 |
0.6730 |
|
| R1 |
0.6750 |
0.6750 |
0.6723 |
0.6767 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6717 |
| S1 |
0.6675 |
0.6675 |
0.6710 |
0.6692 |
| S2 |
0.6633 |
0.6633 |
0.6703 |
|
| S3 |
0.6557 |
0.6599 |
0.6696 |
|
| S4 |
0.6482 |
0.6524 |
0.6675 |
|
|
| 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 |
0.6799 |
0.6637 |
0.0162 |
2.4% |
0.0071 |
1.0% |
49% |
False |
False |
61,537 |
| 10 |
0.6813 |
0.6637 |
0.0176 |
2.6% |
0.0074 |
1.1% |
45% |
False |
False |
74,355 |
| 20 |
0.6813 |
0.6613 |
0.0200 |
3.0% |
0.0074 |
1.1% |
52% |
False |
False |
84,132 |
| 40 |
0.7050 |
0.6590 |
0.0461 |
6.9% |
0.0076 |
1.1% |
28% |
False |
False |
60,851 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
21% |
False |
False |
40,606 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
21% |
False |
False |
30,462 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0070 |
1.0% |
21% |
False |
False |
24,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7063 |
|
2.618 |
0.6940 |
|
1.618 |
0.6864 |
|
1.000 |
0.6818 |
|
0.618 |
0.6789 |
|
HIGH |
0.6742 |
|
0.618 |
0.6713 |
|
0.500 |
0.6704 |
|
0.382 |
0.6695 |
|
LOW |
0.6667 |
|
0.618 |
0.6620 |
|
1.000 |
0.6591 |
|
1.618 |
0.6544 |
|
2.618 |
0.6469 |
|
4.250 |
0.6346 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6712 |
0.6708 |
| PP |
0.6708 |
0.6699 |
| S1 |
0.6704 |
0.6690 |
|