CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6745 |
0.6731 |
-0.0014 |
-0.2% |
0.6684 |
| High |
0.6758 |
0.6788 |
0.0030 |
0.4% |
0.6824 |
| Low |
0.6707 |
0.6713 |
0.0006 |
0.1% |
0.6637 |
| Close |
0.6732 |
0.6758 |
0.0027 |
0.4% |
0.6723 |
| Range |
0.0051 |
0.0075 |
0.0024 |
47.1% |
0.0187 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
55,792 |
73,820 |
18,028 |
32.3% |
339,129 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6978 |
0.6943 |
0.6799 |
|
| R3 |
0.6903 |
0.6868 |
0.6779 |
|
| R2 |
0.6828 |
0.6828 |
0.6772 |
|
| R1 |
0.6793 |
0.6793 |
0.6765 |
0.6810 |
| PP |
0.6753 |
0.6753 |
0.6753 |
0.6761 |
| S1 |
0.6718 |
0.6718 |
0.6751 |
0.6735 |
| S2 |
0.6678 |
0.6678 |
0.6744 |
|
| S3 |
0.6603 |
0.6643 |
0.6737 |
|
| S4 |
0.6528 |
0.6568 |
0.6717 |
|
|
| 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% |
0.0065 |
1.0% |
48% |
False |
False |
68,263 |
| 10 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0069 |
1.0% |
65% |
False |
False |
63,957 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0071 |
1.1% |
65% |
False |
False |
73,732 |
| 40 |
0.6865 |
0.6590 |
0.0276 |
4.1% |
0.0074 |
1.1% |
61% |
False |
False |
71,346 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0075 |
1.1% |
28% |
False |
False |
47,620 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0076 |
1.1% |
28% |
False |
False |
35,726 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
8.9% |
0.0072 |
1.1% |
28% |
False |
False |
28,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7106 |
|
2.618 |
0.6984 |
|
1.618 |
0.6909 |
|
1.000 |
0.6863 |
|
0.618 |
0.6834 |
|
HIGH |
0.6788 |
|
0.618 |
0.6759 |
|
0.500 |
0.6750 |
|
0.382 |
0.6741 |
|
LOW |
0.6713 |
|
0.618 |
0.6666 |
|
1.000 |
0.6638 |
|
1.618 |
0.6591 |
|
2.618 |
0.6516 |
|
4.250 |
0.6394 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6755 |
0.6754 |
| PP |
0.6753 |
0.6751 |
| S1 |
0.6750 |
0.6747 |
|