CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 28-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6618 |
0.6644 |
0.0026 |
0.4% |
0.6709 |
High |
0.6649 |
0.6656 |
0.0007 |
0.1% |
0.6722 |
Low |
0.6610 |
0.6582 |
-0.0028 |
-0.4% |
0.6582 |
Close |
0.6645 |
0.6629 |
-0.0016 |
-0.2% |
0.6629 |
Range |
0.0040 |
0.0074 |
0.0034 |
86.1% |
0.0140 |
ATR |
0.0068 |
0.0069 |
0.0000 |
0.6% |
0.0000 |
Volume |
64,667 |
79,243 |
14,576 |
22.5% |
354,889 |
|
Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6843 |
0.6809 |
0.6669 |
|
R3 |
0.6769 |
0.6736 |
0.6649 |
|
R2 |
0.6696 |
0.6696 |
0.6642 |
|
R1 |
0.6662 |
0.6662 |
0.6635 |
0.6642 |
PP |
0.6622 |
0.6622 |
0.6622 |
0.6612 |
S1 |
0.6589 |
0.6589 |
0.6622 |
0.6569 |
S2 |
0.6549 |
0.6549 |
0.6615 |
|
S3 |
0.6475 |
0.6515 |
0.6608 |
|
S4 |
0.6402 |
0.6442 |
0.6588 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7064 |
0.6986 |
0.6706 |
|
R3 |
0.6924 |
0.6846 |
0.6667 |
|
R2 |
0.6784 |
0.6784 |
0.6654 |
|
R1 |
0.6706 |
0.6706 |
0.6641 |
0.6675 |
PP |
0.6644 |
0.6644 |
0.6644 |
0.6629 |
S1 |
0.6566 |
0.6566 |
0.6616 |
0.6535 |
S2 |
0.6504 |
0.6504 |
0.6603 |
|
S3 |
0.6364 |
0.6426 |
0.6590 |
|
S4 |
0.6224 |
0.6286 |
0.6552 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6722 |
0.6582 |
0.0140 |
2.1% |
0.0058 |
0.9% |
33% |
False |
True |
70,977 |
10 |
0.6788 |
0.6582 |
0.0206 |
3.1% |
0.0057 |
0.9% |
23% |
False |
True |
67,893 |
20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0071 |
1.1% |
19% |
False |
True |
73,081 |
40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0073 |
1.1% |
19% |
False |
True |
82,002 |
60 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0076 |
1.1% |
8% |
False |
True |
54,868 |
80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0075 |
1.1% |
8% |
False |
True |
41,167 |
100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0073 |
1.1% |
8% |
False |
True |
32,937 |
120 |
0.7193 |
0.6344 |
0.0850 |
12.8% |
0.0070 |
1.1% |
34% |
False |
False |
27,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6968 |
2.618 |
0.6848 |
1.618 |
0.6774 |
1.000 |
0.6729 |
0.618 |
0.6701 |
HIGH |
0.6656 |
0.618 |
0.6627 |
0.500 |
0.6619 |
0.382 |
0.6610 |
LOW |
0.6582 |
0.618 |
0.6537 |
1.000 |
0.6509 |
1.618 |
0.6463 |
2.618 |
0.6390 |
4.250 |
0.6270 |
|
|
Fisher Pivots for day following 28-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6625 |
0.6626 |
PP |
0.6622 |
0.6623 |
S1 |
0.6619 |
0.6620 |
|