CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6791 |
0.6762 |
-0.0029 |
-0.4% |
0.6709 |
| High |
0.6791 |
0.6762 |
-0.0029 |
-0.4% |
0.6831 |
| Low |
0.6724 |
0.6696 |
-0.0028 |
-0.4% |
0.6696 |
| Close |
0.6764 |
0.6720 |
-0.0044 |
-0.6% |
0.6720 |
| Range |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0135 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.6% |
0.0000 |
| Volume |
73 |
41 |
-32 |
-43.8% |
514 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6888 |
0.6756 |
|
| R3 |
0.6858 |
0.6822 |
0.6738 |
|
| R2 |
0.6792 |
0.6792 |
0.6732 |
|
| R1 |
0.6756 |
0.6756 |
0.6726 |
0.6741 |
| PP |
0.6726 |
0.6726 |
0.6726 |
0.6719 |
| S1 |
0.6690 |
0.6690 |
0.6714 |
0.6675 |
| S2 |
0.6660 |
0.6660 |
0.6708 |
|
| S3 |
0.6594 |
0.6624 |
0.6702 |
|
| S4 |
0.6528 |
0.6558 |
0.6684 |
|
|
| Weekly Pivots for week ending 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7152 |
0.7071 |
0.6794 |
|
| R3 |
0.7018 |
0.6936 |
0.6757 |
|
| R2 |
0.6883 |
0.6883 |
0.6745 |
|
| R1 |
0.6802 |
0.6802 |
0.6732 |
0.6843 |
| PP |
0.6749 |
0.6749 |
0.6749 |
0.6769 |
| S1 |
0.6667 |
0.6667 |
0.6708 |
0.6708 |
| S2 |
0.6614 |
0.6614 |
0.6695 |
|
| S3 |
0.6480 |
0.6533 |
0.6683 |
|
| S4 |
0.6345 |
0.6398 |
0.6646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6831 |
0.6696 |
0.0135 |
2.0% |
0.0078 |
1.2% |
18% |
False |
True |
106 |
| 10 |
0.6831 |
0.6665 |
0.0166 |
2.5% |
0.0054 |
0.8% |
33% |
False |
False |
67 |
| 20 |
0.6831 |
0.6604 |
0.0227 |
3.4% |
0.0056 |
0.8% |
51% |
False |
False |
155 |
| 40 |
0.7054 |
0.6604 |
0.0450 |
6.7% |
0.0052 |
0.8% |
26% |
False |
False |
95 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0047 |
0.7% |
19% |
False |
False |
65 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0043 |
0.6% |
19% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7043 |
|
2.618 |
0.6935 |
|
1.618 |
0.6869 |
|
1.000 |
0.6828 |
|
0.618 |
0.6803 |
|
HIGH |
0.6762 |
|
0.618 |
0.6737 |
|
0.500 |
0.6729 |
|
0.382 |
0.6721 |
|
LOW |
0.6696 |
|
0.618 |
0.6655 |
|
1.000 |
0.6630 |
|
1.618 |
0.6589 |
|
2.618 |
0.6523 |
|
4.250 |
0.6416 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6729 |
0.6761 |
| PP |
0.6726 |
0.6747 |
| S1 |
0.6723 |
0.6734 |
|