CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 07-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
07-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6762 |
0.6721 |
-0.0042 |
-0.6% |
0.6709 |
| High |
0.6762 |
0.6731 |
-0.0031 |
-0.5% |
0.6831 |
| Low |
0.6696 |
0.6703 |
0.0007 |
0.1% |
0.6696 |
| Close |
0.6720 |
0.6707 |
-0.0013 |
-0.2% |
0.6707 |
| Range |
0.0066 |
0.0029 |
-0.0038 |
-56.8% |
0.0135 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
41 |
14 |
-27 |
-65.9% |
528 |
|
| Daily Pivots for day following 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6799 |
0.6782 |
0.6723 |
|
| R3 |
0.6771 |
0.6753 |
0.6715 |
|
| R2 |
0.6742 |
0.6742 |
0.6712 |
|
| R1 |
0.6725 |
0.6725 |
0.6710 |
0.6719 |
| PP |
0.6714 |
0.6714 |
0.6714 |
0.6711 |
| S1 |
0.6696 |
0.6696 |
0.6704 |
0.6691 |
| S2 |
0.6685 |
0.6685 |
0.6702 |
|
| S3 |
0.6657 |
0.6668 |
0.6699 |
|
| S4 |
0.6628 |
0.6639 |
0.6691 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7148 |
0.7062 |
0.6781 |
|
| R3 |
0.7014 |
0.6928 |
0.6744 |
|
| R2 |
0.6879 |
0.6879 |
0.6732 |
|
| R1 |
0.6793 |
0.6793 |
0.6719 |
0.6769 |
| PP |
0.6745 |
0.6745 |
0.6745 |
0.6732 |
| S1 |
0.6659 |
0.6659 |
0.6695 |
0.6634 |
| S2 |
0.6610 |
0.6610 |
0.6682 |
|
| S3 |
0.6476 |
0.6524 |
0.6670 |
|
| S4 |
0.6341 |
0.6390 |
0.6633 |
|
|
| 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% |
0.0070 |
1.0% |
8% |
False |
False |
105 |
| 10 |
0.6831 |
0.6685 |
0.0146 |
2.2% |
0.0050 |
0.7% |
15% |
False |
False |
67 |
| 20 |
0.6831 |
0.6640 |
0.0191 |
2.8% |
0.0053 |
0.8% |
35% |
False |
False |
151 |
| 40 |
0.7039 |
0.6604 |
0.0435 |
6.5% |
0.0051 |
0.8% |
24% |
False |
False |
96 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0048 |
0.7% |
17% |
False |
False |
65 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0043 |
0.6% |
17% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6852 |
|
2.618 |
0.6806 |
|
1.618 |
0.6777 |
|
1.000 |
0.6760 |
|
0.618 |
0.6749 |
|
HIGH |
0.6731 |
|
0.618 |
0.6720 |
|
0.500 |
0.6717 |
|
0.382 |
0.6713 |
|
LOW |
0.6703 |
|
0.618 |
0.6685 |
|
1.000 |
0.6674 |
|
1.618 |
0.6656 |
|
2.618 |
0.6628 |
|
4.250 |
0.6581 |
|
|
| Fisher Pivots for day following 07-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6717 |
0.6743 |
| PP |
0.6714 |
0.6731 |
| S1 |
0.6710 |
0.6719 |
|