CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6711 |
0.6640 |
-0.0071 |
-1.1% |
0.6724 |
| High |
0.6722 |
0.6657 |
-0.0065 |
-1.0% |
0.6788 |
| Low |
0.6629 |
0.6606 |
-0.0023 |
-0.3% |
0.6693 |
| Close |
0.6633 |
0.6607 |
-0.0026 |
-0.4% |
0.6700 |
| Range |
0.0094 |
0.0052 |
-0.0042 |
-44.9% |
0.0095 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
65,286 |
90,428 |
25,142 |
38.5% |
324,050 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6778 |
0.6744 |
0.6635 |
|
| R3 |
0.6726 |
0.6692 |
0.6621 |
|
| R2 |
0.6675 |
0.6675 |
0.6616 |
|
| R1 |
0.6641 |
0.6641 |
0.6612 |
0.6632 |
| PP |
0.6623 |
0.6623 |
0.6623 |
0.6619 |
| S1 |
0.6589 |
0.6589 |
0.6602 |
0.6581 |
| S2 |
0.6572 |
0.6572 |
0.6598 |
|
| S3 |
0.6520 |
0.6538 |
0.6593 |
|
| S4 |
0.6469 |
0.6486 |
0.6579 |
|
|
| 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 |
0.6606 |
0.0182 |
2.8% |
0.0064 |
1.0% |
1% |
False |
True |
73,058 |
| 10 |
0.6824 |
0.6606 |
0.0218 |
3.3% |
0.0068 |
1.0% |
1% |
False |
True |
71,279 |
| 20 |
0.6824 |
0.6606 |
0.0218 |
3.3% |
0.0071 |
1.1% |
1% |
False |
True |
72,817 |
| 40 |
0.6824 |
0.6590 |
0.0234 |
3.5% |
0.0074 |
1.1% |
7% |
False |
False |
78,556 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0076 |
1.1% |
3% |
False |
False |
52,471 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0076 |
1.1% |
3% |
False |
False |
39,369 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0073 |
1.1% |
3% |
False |
False |
31,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6876 |
|
2.618 |
0.6792 |
|
1.618 |
0.6740 |
|
1.000 |
0.6709 |
|
0.618 |
0.6689 |
|
HIGH |
0.6657 |
|
0.618 |
0.6637 |
|
0.500 |
0.6631 |
|
0.382 |
0.6625 |
|
LOW |
0.6606 |
|
0.618 |
0.6574 |
|
1.000 |
0.6554 |
|
1.618 |
0.6522 |
|
2.618 |
0.6471 |
|
4.250 |
0.6387 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6631 |
0.6664 |
| PP |
0.6623 |
0.6645 |
| S1 |
0.6615 |
0.6626 |
|