CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6710 |
0.6802 |
0.0092 |
1.4% |
0.6684 |
| High |
0.6814 |
0.6824 |
0.0010 |
0.1% |
0.6824 |
| Low |
0.6703 |
0.6712 |
0.0009 |
0.1% |
0.6637 |
| Close |
0.6806 |
0.6723 |
-0.0084 |
-1.2% |
0.6723 |
| Range |
0.0111 |
0.0112 |
0.0001 |
0.9% |
0.0187 |
| ATR |
0.0077 |
0.0080 |
0.0002 |
3.2% |
0.0000 |
| Volume |
80,009 |
97,761 |
17,752 |
22.2% |
339,129 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7089 |
0.7018 |
0.6784 |
|
| R3 |
0.6977 |
0.6906 |
0.6753 |
|
| R2 |
0.6865 |
0.6865 |
0.6743 |
|
| R1 |
0.6794 |
0.6794 |
0.6733 |
0.6773 |
| PP |
0.6753 |
0.6753 |
0.6753 |
0.6742 |
| S1 |
0.6682 |
0.6682 |
0.6712 |
0.6661 |
| S2 |
0.6641 |
0.6641 |
0.6702 |
|
| S3 |
0.6529 |
0.6570 |
0.6692 |
|
| S4 |
0.6417 |
0.6458 |
0.6661 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7287 |
0.7191 |
0.6825 |
|
| R3 |
0.7101 |
0.7005 |
0.6774 |
|
| R2 |
0.6914 |
0.6914 |
0.6757 |
|
| R1 |
0.6818 |
0.6818 |
0.6740 |
0.6866 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6752 |
| S1 |
0.6632 |
0.6632 |
0.6705 |
0.6680 |
| S2 |
0.6541 |
0.6541 |
0.6688 |
|
| S3 |
0.6355 |
0.6445 |
0.6671 |
|
| S4 |
0.6168 |
0.6259 |
0.6620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0080 |
1.2% |
46% |
True |
False |
67,825 |
| 10 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0086 |
1.3% |
46% |
True |
False |
78,268 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0076 |
1.1% |
46% |
True |
False |
79,466 |
| 40 |
0.6965 |
0.6590 |
0.0375 |
5.6% |
0.0076 |
1.1% |
35% |
False |
False |
65,281 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
22% |
False |
False |
43,566 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
22% |
False |
False |
32,683 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0071 |
1.1% |
22% |
False |
False |
26,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7300 |
|
2.618 |
0.7117 |
|
1.618 |
0.7005 |
|
1.000 |
0.6936 |
|
0.618 |
0.6893 |
|
HIGH |
0.6824 |
|
0.618 |
0.6781 |
|
0.500 |
0.6768 |
|
0.382 |
0.6754 |
|
LOW |
0.6712 |
|
0.618 |
0.6642 |
|
1.000 |
0.6600 |
|
1.618 |
0.6530 |
|
2.618 |
0.6418 |
|
4.250 |
0.6236 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6768 |
0.6745 |
| PP |
0.6753 |
0.6738 |
| S1 |
0.6738 |
0.6730 |
|