CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6758 |
0.0027 |
0.4% |
0.6724 |
| High |
0.6788 |
0.6761 |
-0.0027 |
-0.4% |
0.6788 |
| Low |
0.6713 |
0.6693 |
-0.0020 |
-0.3% |
0.6693 |
| Close |
0.6758 |
0.6700 |
-0.0058 |
-0.9% |
0.6700 |
| Range |
0.0075 |
0.0069 |
-0.0007 |
-8.7% |
0.0095 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
73,820 |
80,493 |
6,673 |
9.0% |
324,050 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6923 |
0.6880 |
0.6738 |
|
| R3 |
0.6855 |
0.6812 |
0.6719 |
|
| R2 |
0.6786 |
0.6786 |
0.6713 |
|
| R1 |
0.6743 |
0.6743 |
0.6706 |
0.6731 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6712 |
| S1 |
0.6675 |
0.6675 |
0.6694 |
0.6662 |
| S2 |
0.6649 |
0.6649 |
0.6687 |
|
| S3 |
0.6581 |
0.6606 |
0.6681 |
|
| S4 |
0.6512 |
0.6538 |
0.6662 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7012 |
0.6951 |
0.6752 |
|
| R3 |
0.6917 |
0.6856 |
0.6726 |
|
| R2 |
0.6822 |
0.6822 |
0.6717 |
|
| R1 |
0.6761 |
0.6761 |
0.6709 |
0.6744 |
| PP |
0.6727 |
0.6727 |
0.6727 |
0.6718 |
| S1 |
0.6666 |
0.6666 |
0.6691 |
0.6649 |
| S2 |
0.6632 |
0.6632 |
0.6683 |
|
| S3 |
0.6537 |
0.6571 |
0.6674 |
|
| S4 |
0.6442 |
0.6476 |
0.6648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6788 |
0.6693 |
0.0095 |
1.4% |
0.0057 |
0.8% |
8% |
False |
True |
64,810 |
| 10 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0068 |
1.0% |
34% |
False |
False |
66,317 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0070 |
1.1% |
34% |
False |
False |
73,393 |
| 40 |
0.6851 |
0.6590 |
0.0261 |
3.9% |
0.0075 |
1.1% |
42% |
False |
False |
73,355 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
18% |
False |
False |
48,960 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
18% |
False |
False |
36,732 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
18% |
False |
False |
29,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7052 |
|
2.618 |
0.6940 |
|
1.618 |
0.6872 |
|
1.000 |
0.6830 |
|
0.618 |
0.6803 |
|
HIGH |
0.6761 |
|
0.618 |
0.6735 |
|
0.500 |
0.6727 |
|
0.382 |
0.6719 |
|
LOW |
0.6693 |
|
0.618 |
0.6650 |
|
1.000 |
0.6624 |
|
1.618 |
0.6582 |
|
2.618 |
0.6513 |
|
4.250 |
0.6401 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6727 |
0.6740 |
| PP |
0.6718 |
0.6727 |
| S1 |
0.6709 |
0.6713 |
|