CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6721 |
0.6745 |
0.0024 |
0.4% |
0.6684 |
| High |
0.6765 |
0.6758 |
-0.0007 |
-0.1% |
0.6824 |
| Low |
0.6714 |
0.6707 |
-0.0007 |
-0.1% |
0.6637 |
| Close |
0.6744 |
0.6732 |
-0.0013 |
-0.2% |
0.6723 |
| Range |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0187 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
57,075 |
55,792 |
-1,283 |
-2.2% |
339,129 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6885 |
0.6859 |
0.6760 |
|
| R3 |
0.6834 |
0.6808 |
0.6746 |
|
| R2 |
0.6783 |
0.6783 |
0.6741 |
|
| R1 |
0.6757 |
0.6757 |
0.6736 |
0.6745 |
| PP |
0.6732 |
0.6732 |
0.6732 |
0.6726 |
| S1 |
0.6706 |
0.6706 |
0.6727 |
0.6694 |
| S2 |
0.6681 |
0.6681 |
0.6722 |
|
| S3 |
0.6630 |
0.6655 |
0.6717 |
|
| S4 |
0.6579 |
0.6604 |
0.6703 |
|
|
| 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 |
0.6698 |
0.0126 |
1.9% |
0.0073 |
1.1% |
27% |
False |
False |
69,501 |
| 10 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0072 |
1.1% |
51% |
False |
False |
65,519 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0073 |
1.1% |
51% |
False |
False |
74,910 |
| 40 |
0.6890 |
0.6590 |
0.0301 |
4.5% |
0.0074 |
1.1% |
47% |
False |
False |
69,503 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
24% |
False |
False |
46,391 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
24% |
False |
False |
34,805 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0072 |
1.1% |
24% |
False |
False |
27,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6975 |
|
2.618 |
0.6892 |
|
1.618 |
0.6841 |
|
1.000 |
0.6809 |
|
0.618 |
0.6790 |
|
HIGH |
0.6758 |
|
0.618 |
0.6739 |
|
0.500 |
0.6733 |
|
0.382 |
0.6726 |
|
LOW |
0.6707 |
|
0.618 |
0.6675 |
|
1.000 |
0.6656 |
|
1.618 |
0.6624 |
|
2.618 |
0.6573 |
|
4.250 |
0.6490 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6733 |
0.6732 |
| PP |
0.6732 |
0.6732 |
| S1 |
0.6732 |
0.6732 |
|