CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6758 |
0.0058 |
0.9% |
0.6709 |
| High |
0.6745 |
0.6836 |
0.0091 |
1.3% |
0.6831 |
| Low |
0.6700 |
0.6746 |
0.0046 |
0.7% |
0.6696 |
| Close |
0.6740 |
0.6829 |
0.0090 |
1.3% |
0.6707 |
| Range |
0.0045 |
0.0090 |
0.0045 |
98.9% |
0.0135 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.3% |
0.0000 |
| Volume |
22 |
76 |
54 |
245.5% |
528 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7072 |
0.7040 |
0.6878 |
|
| R3 |
0.6983 |
0.6951 |
0.6854 |
|
| R2 |
0.6893 |
0.6893 |
0.6845 |
|
| R1 |
0.6861 |
0.6861 |
0.6837 |
0.6877 |
| PP |
0.6804 |
0.6804 |
0.6804 |
0.6812 |
| S1 |
0.6772 |
0.6772 |
0.6821 |
0.6788 |
| S2 |
0.6714 |
0.6714 |
0.6813 |
|
| S3 |
0.6625 |
0.6682 |
0.6804 |
|
| S4 |
0.6535 |
0.6593 |
0.6780 |
|
|
| 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 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0040 |
0.6% |
96% |
True |
False |
23 |
| 10 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0059 |
0.9% |
96% |
True |
False |
65 |
| 20 |
0.6836 |
0.6665 |
0.0171 |
2.5% |
0.0048 |
0.7% |
96% |
True |
False |
99 |
| 40 |
0.6972 |
0.6604 |
0.0368 |
5.4% |
0.0049 |
0.7% |
61% |
False |
False |
97 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0048 |
0.7% |
37% |
False |
False |
67 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0044 |
0.6% |
37% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7216 |
|
2.618 |
0.7070 |
|
1.618 |
0.6980 |
|
1.000 |
0.6925 |
|
0.618 |
0.6891 |
|
HIGH |
0.6836 |
|
0.618 |
0.6801 |
|
0.500 |
0.6791 |
|
0.382 |
0.6780 |
|
LOW |
0.6746 |
|
0.618 |
0.6691 |
|
1.000 |
0.6657 |
|
1.618 |
0.6601 |
|
2.618 |
0.6512 |
|
4.250 |
0.6366 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6816 |
0.6807 |
| PP |
0.6804 |
0.6785 |
| S1 |
0.6791 |
0.6763 |
|