CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 21-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6801 |
0.6769 |
-0.0032 |
-0.5% |
0.6750 |
High |
0.6801 |
0.6769 |
-0.0032 |
-0.5% |
0.6801 |
Low |
0.6801 |
0.6737 |
-0.0065 |
-0.9% |
0.6737 |
Close |
0.6801 |
0.6743 |
-0.0058 |
-0.9% |
0.6743 |
Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0065 |
ATR |
0.0043 |
0.0045 |
0.0002 |
3.5% |
0.0000 |
Volume |
0 |
1 |
1 |
|
4 |
|
Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6847 |
0.6828 |
0.6761 |
|
R3 |
0.6815 |
0.6795 |
0.6752 |
|
R2 |
0.6782 |
0.6782 |
0.6749 |
|
R1 |
0.6763 |
0.6763 |
0.6746 |
0.6756 |
PP |
0.6750 |
0.6750 |
0.6750 |
0.6746 |
S1 |
0.6730 |
0.6730 |
0.6740 |
0.6724 |
S2 |
0.6717 |
0.6717 |
0.6737 |
|
S3 |
0.6685 |
0.6698 |
0.6734 |
|
S4 |
0.6652 |
0.6665 |
0.6725 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6954 |
0.6913 |
0.6778 |
|
R3 |
0.6889 |
0.6848 |
0.6761 |
|
R2 |
0.6825 |
0.6825 |
0.6755 |
|
R1 |
0.6784 |
0.6784 |
0.6749 |
0.6772 |
PP |
0.6760 |
0.6760 |
0.6760 |
0.6754 |
S1 |
0.6719 |
0.6719 |
0.6737 |
0.6708 |
S2 |
0.6696 |
0.6696 |
0.6731 |
|
S3 |
0.6631 |
0.6655 |
0.6725 |
|
S4 |
0.6567 |
0.6590 |
0.6708 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6801 |
0.6737 |
0.0065 |
1.0% |
0.0012 |
0.2% |
10% |
False |
True |
|
10 |
0.6849 |
0.6700 |
0.0149 |
2.2% |
0.0031 |
0.5% |
29% |
False |
False |
3 |
20 |
0.6849 |
0.6700 |
0.0149 |
2.2% |
0.0025 |
0.4% |
29% |
False |
False |
2 |
40 |
0.6849 |
0.6648 |
0.0201 |
3.0% |
0.0020 |
0.3% |
47% |
False |
False |
2 |
60 |
0.7197 |
0.6648 |
0.0549 |
8.1% |
0.0020 |
0.3% |
17% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6907 |
2.618 |
0.6854 |
1.618 |
0.6822 |
1.000 |
0.6802 |
0.618 |
0.6789 |
HIGH |
0.6769 |
0.618 |
0.6757 |
0.500 |
0.6753 |
0.382 |
0.6749 |
LOW |
0.6737 |
0.618 |
0.6716 |
1.000 |
0.6704 |
1.618 |
0.6684 |
2.618 |
0.6651 |
4.250 |
0.6598 |
|
|
Fisher Pivots for day following 21-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6753 |
0.6769 |
PP |
0.6750 |
0.6760 |
S1 |
0.6746 |
0.6752 |
|