CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6758 |
0.6709 |
-0.0050 |
-0.7% |
0.6724 |
| High |
0.6761 |
0.6713 |
-0.0049 |
-0.7% |
0.6788 |
| Low |
0.6693 |
0.6681 |
-0.0012 |
-0.2% |
0.6693 |
| Close |
0.6700 |
0.6707 |
0.0007 |
0.1% |
0.6700 |
| Range |
0.0069 |
0.0032 |
-0.0037 |
-53.3% |
0.0095 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
80,493 |
55,265 |
-25,228 |
-31.3% |
324,050 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6796 |
0.6784 |
0.6725 |
|
| R3 |
0.6764 |
0.6752 |
0.6716 |
|
| R2 |
0.6732 |
0.6732 |
0.6713 |
|
| R1 |
0.6720 |
0.6720 |
0.6710 |
0.6710 |
| PP |
0.6700 |
0.6700 |
0.6700 |
0.6695 |
| S1 |
0.6688 |
0.6688 |
0.6704 |
0.6678 |
| S2 |
0.6668 |
0.6668 |
0.6701 |
|
| S3 |
0.6636 |
0.6656 |
0.6698 |
|
| S4 |
0.6604 |
0.6624 |
0.6689 |
|
|
| 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 |
0.6681 |
0.0107 |
1.6% |
0.0056 |
0.8% |
25% |
False |
True |
64,489 |
| 10 |
0.6824 |
0.6659 |
0.0165 |
2.5% |
0.0065 |
1.0% |
29% |
False |
False |
67,918 |
| 20 |
0.6824 |
0.6637 |
0.0187 |
2.8% |
0.0069 |
1.0% |
38% |
False |
False |
71,212 |
| 40 |
0.6824 |
0.6590 |
0.0234 |
3.5% |
0.0073 |
1.1% |
50% |
False |
False |
74,699 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0075 |
1.1% |
19% |
False |
False |
49,878 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
19% |
False |
False |
37,423 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0072 |
1.1% |
19% |
False |
False |
29,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6849 |
|
2.618 |
0.6796 |
|
1.618 |
0.6764 |
|
1.000 |
0.6745 |
|
0.618 |
0.6732 |
|
HIGH |
0.6713 |
|
0.618 |
0.6700 |
|
0.500 |
0.6697 |
|
0.382 |
0.6693 |
|
LOW |
0.6681 |
|
0.618 |
0.6661 |
|
1.000 |
0.6649 |
|
1.618 |
0.6629 |
|
2.618 |
0.6597 |
|
4.250 |
0.6545 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6704 |
0.6734 |
| PP |
0.6700 |
0.6725 |
| S1 |
0.6697 |
0.6716 |
|