CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6758 |
0.6829 |
0.0072 |
1.1% |
0.6698 |
High |
0.6836 |
0.6834 |
-0.0002 |
0.0% |
0.6836 |
Low |
0.6746 |
0.6736 |
-0.0010 |
-0.1% |
0.6668 |
Close |
0.6829 |
0.6747 |
-0.0083 |
-1.2% |
0.6747 |
Range |
0.0090 |
0.0098 |
0.0008 |
8.9% |
0.0168 |
ATR |
0.0058 |
0.0061 |
0.0003 |
4.9% |
0.0000 |
Volume |
76 |
109 |
33 |
43.4% |
214 |
|
Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7065 |
0.7003 |
0.6800 |
|
R3 |
0.6967 |
0.6906 |
0.6773 |
|
R2 |
0.6870 |
0.6870 |
0.6764 |
|
R1 |
0.6808 |
0.6808 |
0.6755 |
0.6790 |
PP |
0.6772 |
0.6772 |
0.6772 |
0.6763 |
S1 |
0.6711 |
0.6711 |
0.6738 |
0.6693 |
S2 |
0.6675 |
0.6675 |
0.6729 |
|
S3 |
0.6577 |
0.6613 |
0.6720 |
|
S4 |
0.6480 |
0.6516 |
0.6693 |
|
|
Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7253 |
0.7167 |
0.6839 |
|
R3 |
0.7085 |
0.7000 |
0.6793 |
|
R2 |
0.6918 |
0.6918 |
0.6777 |
|
R1 |
0.6832 |
0.6832 |
0.6762 |
0.6875 |
PP |
0.6750 |
0.6750 |
0.6750 |
0.6771 |
S1 |
0.6665 |
0.6665 |
0.6731 |
0.6707 |
S2 |
0.6583 |
0.6583 |
0.6716 |
|
S3 |
0.6415 |
0.6497 |
0.6700 |
|
S4 |
0.6248 |
0.6330 |
0.6654 |
|
|
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% |
0.0053 |
0.8% |
47% |
False |
False |
42 |
10 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0061 |
0.9% |
47% |
False |
False |
74 |
20 |
0.6836 |
0.6665 |
0.0171 |
2.5% |
0.0051 |
0.8% |
48% |
False |
False |
89 |
40 |
0.6965 |
0.6604 |
0.0361 |
5.4% |
0.0050 |
0.7% |
39% |
False |
False |
100 |
60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0050 |
0.7% |
24% |
False |
False |
68 |
80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0045 |
0.7% |
24% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7248 |
2.618 |
0.7089 |
1.618 |
0.6991 |
1.000 |
0.6931 |
0.618 |
0.6894 |
HIGH |
0.6834 |
0.618 |
0.6796 |
0.500 |
0.6785 |
0.382 |
0.6773 |
LOW |
0.6736 |
0.618 |
0.6676 |
1.000 |
0.6639 |
1.618 |
0.6578 |
2.618 |
0.6481 |
4.250 |
0.6322 |
|
|
Fisher Pivots for day following 14-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6785 |
0.6768 |
PP |
0.6772 |
0.6761 |
S1 |
0.6759 |
0.6754 |
|