CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6695 |
0.6700 |
0.0005 |
0.1% |
0.6709 |
| High |
0.6695 |
0.6745 |
0.0050 |
0.7% |
0.6831 |
| Low |
0.6690 |
0.6700 |
0.0010 |
0.1% |
0.6696 |
| Close |
0.6694 |
0.6740 |
0.0046 |
0.7% |
0.6707 |
| Range |
0.0005 |
0.0045 |
0.0040 |
800.0% |
0.0135 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
3 |
22 |
19 |
633.3% |
528 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6863 |
0.6846 |
0.6764 |
|
| R3 |
0.6818 |
0.6801 |
0.6752 |
|
| R2 |
0.6773 |
0.6773 |
0.6748 |
|
| R1 |
0.6756 |
0.6756 |
0.6744 |
0.6765 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6732 |
| S1 |
0.6711 |
0.6711 |
0.6735 |
0.6720 |
| S2 |
0.6683 |
0.6683 |
0.6731 |
|
| S3 |
0.6638 |
0.6666 |
0.6727 |
|
| S4 |
0.6593 |
0.6621 |
0.6715 |
|
|
| 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 |
0.6762 |
0.6668 |
0.0094 |
1.4% |
0.0035 |
0.5% |
76% |
False |
False |
16 |
| 10 |
0.6831 |
0.6668 |
0.0163 |
2.4% |
0.0053 |
0.8% |
44% |
False |
False |
58 |
| 20 |
0.6831 |
0.6665 |
0.0166 |
2.5% |
0.0044 |
0.7% |
45% |
False |
False |
111 |
| 40 |
0.7025 |
0.6604 |
0.0421 |
6.2% |
0.0049 |
0.7% |
32% |
False |
False |
96 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0047 |
0.7% |
23% |
False |
False |
65 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0043 |
0.6% |
23% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6936 |
|
2.618 |
0.6863 |
|
1.618 |
0.6818 |
|
1.000 |
0.6790 |
|
0.618 |
0.6773 |
|
HIGH |
0.6745 |
|
0.618 |
0.6728 |
|
0.500 |
0.6723 |
|
0.382 |
0.6717 |
|
LOW |
0.6700 |
|
0.618 |
0.6672 |
|
1.000 |
0.6655 |
|
1.618 |
0.6627 |
|
2.618 |
0.6582 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6734 |
0.6729 |
| PP |
0.6728 |
0.6718 |
| S1 |
0.6723 |
0.6707 |
|