CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6672 |
0.6710 |
0.0038 |
0.6% |
0.6701 |
| High |
0.6742 |
0.6814 |
0.0072 |
1.1% |
0.6813 |
| Low |
0.6667 |
0.6703 |
0.0037 |
0.5% |
0.6670 |
| Close |
0.6717 |
0.6806 |
0.0090 |
1.3% |
0.6698 |
| Range |
0.0076 |
0.0111 |
0.0036 |
47.0% |
0.0143 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
3.5% |
0.0000 |
| Volume |
66,262 |
80,009 |
13,747 |
20.7% |
363,598 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7068 |
0.6867 |
|
| R3 |
0.6996 |
0.6957 |
0.6837 |
|
| R2 |
0.6885 |
0.6885 |
0.6826 |
|
| R1 |
0.6846 |
0.6846 |
0.6816 |
0.6866 |
| PP |
0.6774 |
0.6774 |
0.6774 |
0.6784 |
| S1 |
0.6735 |
0.6735 |
0.6796 |
0.6755 |
| S2 |
0.6663 |
0.6663 |
0.6786 |
|
| S3 |
0.6552 |
0.6624 |
0.6775 |
|
| S4 |
0.6441 |
0.6513 |
0.6745 |
|
|
| 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 |
0.6814 |
0.6637 |
0.0177 |
2.6% |
0.0072 |
1.1% |
95% |
True |
False |
59,650 |
| 10 |
0.6814 |
0.6637 |
0.0177 |
2.6% |
0.0080 |
1.2% |
95% |
True |
False |
74,719 |
| 20 |
0.6814 |
0.6633 |
0.0181 |
2.7% |
0.0074 |
1.1% |
96% |
True |
False |
81,277 |
| 40 |
0.7012 |
0.6590 |
0.0423 |
6.2% |
0.0077 |
1.1% |
51% |
False |
False |
62,848 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0075 |
1.1% |
36% |
False |
False |
41,939 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0075 |
1.1% |
36% |
False |
False |
31,461 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0071 |
1.0% |
36% |
False |
False |
25,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7286 |
|
2.618 |
0.7105 |
|
1.618 |
0.6994 |
|
1.000 |
0.6925 |
|
0.618 |
0.6883 |
|
HIGH |
0.6814 |
|
0.618 |
0.6772 |
|
0.500 |
0.6759 |
|
0.382 |
0.6745 |
|
LOW |
0.6703 |
|
0.618 |
0.6634 |
|
1.000 |
0.6592 |
|
1.618 |
0.6523 |
|
2.618 |
0.6412 |
|
4.250 |
0.6231 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6783 |
| PP |
0.6774 |
0.6760 |
| S1 |
0.6759 |
0.6737 |
|