CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6802 |
0.6724 |
-0.0078 |
-1.1% |
0.6684 |
| High |
0.6824 |
0.6736 |
-0.0088 |
-1.3% |
0.6824 |
| Low |
0.6712 |
0.6698 |
-0.0014 |
-0.2% |
0.6637 |
| Close |
0.6723 |
0.6718 |
-0.0005 |
-0.1% |
0.6723 |
| Range |
0.0112 |
0.0038 |
-0.0074 |
-66.1% |
0.0187 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
97,761 |
56,870 |
-40,891 |
-41.8% |
339,129 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6813 |
0.6739 |
|
| R3 |
0.6793 |
0.6775 |
0.6728 |
|
| R2 |
0.6755 |
0.6755 |
0.6725 |
|
| R1 |
0.6737 |
0.6737 |
0.6721 |
0.6727 |
| PP |
0.6717 |
0.6717 |
0.6717 |
0.6713 |
| S1 |
0.6699 |
0.6699 |
0.6715 |
0.6689 |
| S2 |
0.6679 |
0.6679 |
0.6711 |
|
| S3 |
0.6641 |
0.6661 |
0.6708 |
|
| S4 |
0.6603 |
0.6623 |
0.6697 |
|
|
| 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 |
0.6659 |
0.0165 |
2.4% |
0.0075 |
1.1% |
36% |
False |
False |
71,348 |
| 10 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0083 |
1.2% |
43% |
False |
False |
75,959 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0075 |
1.1% |
43% |
False |
False |
77,036 |
| 40 |
0.6948 |
0.6590 |
0.0358 |
5.3% |
0.0075 |
1.1% |
36% |
False |
False |
66,693 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
21% |
False |
False |
44,512 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
21% |
False |
False |
33,394 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0071 |
1.1% |
21% |
False |
False |
26,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6898 |
|
2.618 |
0.6835 |
|
1.618 |
0.6797 |
|
1.000 |
0.6774 |
|
0.618 |
0.6759 |
|
HIGH |
0.6736 |
|
0.618 |
0.6721 |
|
0.500 |
0.6717 |
|
0.382 |
0.6713 |
|
LOW |
0.6698 |
|
0.618 |
0.6675 |
|
1.000 |
0.6660 |
|
1.618 |
0.6637 |
|
2.618 |
0.6599 |
|
4.250 |
0.6537 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6718 |
0.6761 |
| PP |
0.6717 |
0.6747 |
| S1 |
0.6717 |
0.6732 |
|