CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6750 |
0.6746 |
-0.0004 |
-0.1% |
0.6698 |
| High |
0.6775 |
0.6783 |
0.0008 |
0.1% |
0.6836 |
| Low |
0.6735 |
0.6740 |
0.0005 |
0.1% |
0.6668 |
| Close |
0.6756 |
0.6782 |
0.0027 |
0.4% |
0.6747 |
| Range |
0.0040 |
0.0044 |
0.0004 |
8.8% |
0.0168 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
214 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6899 |
0.6884 |
0.6806 |
|
| R3 |
0.6855 |
0.6840 |
0.6794 |
|
| R2 |
0.6812 |
0.6812 |
0.6790 |
|
| R1 |
0.6797 |
0.6797 |
0.6786 |
0.6804 |
| PP |
0.6768 |
0.6768 |
0.6768 |
0.6772 |
| S1 |
0.6753 |
0.6753 |
0.6778 |
0.6761 |
| S2 |
0.6725 |
0.6725 |
0.6774 |
|
| S3 |
0.6681 |
0.6710 |
0.6770 |
|
| S4 |
0.6638 |
0.6666 |
0.6758 |
|
|
| 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 |
0.6834 |
0.6731 |
0.0103 |
1.5% |
0.0043 |
0.6% |
50% |
False |
False |
29 |
| 10 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0041 |
0.6% |
68% |
False |
False |
26 |
| 20 |
0.6836 |
0.6665 |
0.0171 |
2.5% |
0.0048 |
0.7% |
69% |
False |
False |
47 |
| 40 |
0.6869 |
0.6604 |
0.0265 |
3.9% |
0.0048 |
0.7% |
67% |
False |
False |
100 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0050 |
0.7% |
30% |
False |
False |
69 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0046 |
0.7% |
30% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6968 |
|
2.618 |
0.6897 |
|
1.618 |
0.6853 |
|
1.000 |
0.6827 |
|
0.618 |
0.6810 |
|
HIGH |
0.6783 |
|
0.618 |
0.6766 |
|
0.500 |
0.6761 |
|
0.382 |
0.6756 |
|
LOW |
0.6740 |
|
0.618 |
0.6713 |
|
1.000 |
0.6696 |
|
1.618 |
0.6669 |
|
2.618 |
0.6626 |
|
4.250 |
0.6555 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6775 |
0.6774 |
| PP |
0.6768 |
0.6767 |
| S1 |
0.6761 |
0.6759 |
|