CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6724 |
0.6721 |
-0.0003 |
0.0% |
0.6684 |
| High |
0.6736 |
0.6765 |
0.0029 |
0.4% |
0.6824 |
| Low |
0.6698 |
0.6714 |
0.0016 |
0.2% |
0.6637 |
| Close |
0.6718 |
0.6744 |
0.0026 |
0.4% |
0.6723 |
| Range |
0.0038 |
0.0051 |
0.0013 |
34.2% |
0.0187 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
56,870 |
57,075 |
205 |
0.4% |
339,129 |
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6894 |
0.6870 |
0.6772 |
|
| R3 |
0.6843 |
0.6819 |
0.6758 |
|
| R2 |
0.6792 |
0.6792 |
0.6753 |
|
| R1 |
0.6768 |
0.6768 |
0.6749 |
0.6780 |
| PP |
0.6741 |
0.6741 |
0.6741 |
0.6747 |
| S1 |
0.6717 |
0.6717 |
0.6739 |
0.6729 |
| S2 |
0.6690 |
0.6690 |
0.6735 |
|
| S3 |
0.6639 |
0.6666 |
0.6730 |
|
| S4 |
0.6588 |
0.6615 |
0.6716 |
|
|
| 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 |
0.6667 |
0.0157 |
2.3% |
0.0078 |
1.1% |
49% |
False |
False |
71,595 |
| 10 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0074 |
1.1% |
57% |
False |
False |
70,025 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0074 |
1.1% |
57% |
False |
False |
75,671 |
| 40 |
0.6948 |
0.6590 |
0.0358 |
5.3% |
0.0074 |
1.1% |
43% |
False |
False |
68,117 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0075 |
1.1% |
26% |
False |
False |
45,462 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0076 |
1.1% |
26% |
False |
False |
34,107 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0071 |
1.1% |
26% |
False |
False |
27,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6982 |
|
2.618 |
0.6899 |
|
1.618 |
0.6848 |
|
1.000 |
0.6816 |
|
0.618 |
0.6797 |
|
HIGH |
0.6765 |
|
0.618 |
0.6746 |
|
0.500 |
0.6740 |
|
0.382 |
0.6733 |
|
LOW |
0.6714 |
|
0.618 |
0.6682 |
|
1.000 |
0.6663 |
|
1.618 |
0.6631 |
|
2.618 |
0.6580 |
|
4.250 |
0.6497 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6743 |
0.6761 |
| PP |
0.6741 |
0.6755 |
| S1 |
0.6740 |
0.6750 |
|