CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6735 |
0.6741 |
0.0006 |
0.1% |
0.6623 |
| High |
0.6753 |
0.6748 |
-0.0005 |
-0.1% |
0.6748 |
| Low |
0.6688 |
0.6672 |
-0.0016 |
-0.2% |
0.6613 |
| Close |
0.6739 |
0.6687 |
-0.0052 |
-0.8% |
0.6735 |
| Range |
0.0065 |
0.0076 |
0.0012 |
17.8% |
0.0135 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
84,375 |
71,020 |
-13,355 |
-15.8% |
652,170 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6930 |
0.6885 |
0.6729 |
|
| R3 |
0.6854 |
0.6809 |
0.6708 |
|
| R2 |
0.6778 |
0.6778 |
0.6701 |
|
| R1 |
0.6733 |
0.6733 |
0.6694 |
0.6718 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6695 |
| S1 |
0.6657 |
0.6657 |
0.6680 |
0.6642 |
| S2 |
0.6626 |
0.6626 |
0.6673 |
|
| S3 |
0.6550 |
0.6581 |
0.6666 |
|
| S4 |
0.6474 |
0.6505 |
0.6645 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7104 |
0.7054 |
0.6809 |
|
| R3 |
0.6969 |
0.6919 |
0.6772 |
|
| R2 |
0.6834 |
0.6834 |
0.6760 |
|
| R1 |
0.6784 |
0.6784 |
0.6747 |
0.6809 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6711 |
| S1 |
0.6649 |
0.6649 |
0.6723 |
0.6674 |
| S2 |
0.6564 |
0.6564 |
0.6710 |
|
| S3 |
0.6429 |
0.6514 |
0.6698 |
|
| S4 |
0.6294 |
0.6379 |
0.6661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6753 |
0.6613 |
0.0140 |
2.1% |
0.0079 |
1.2% |
53% |
False |
False |
106,388 |
| 10 |
0.6753 |
0.6590 |
0.0163 |
2.4% |
0.0078 |
1.2% |
60% |
False |
False |
117,656 |
| 20 |
0.6890 |
0.6590 |
0.0301 |
4.5% |
0.0075 |
1.1% |
32% |
False |
False |
64,097 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0076 |
1.1% |
16% |
False |
False |
32,132 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0077 |
1.2% |
16% |
False |
False |
21,436 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0071 |
1.1% |
16% |
False |
False |
16,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7071 |
|
2.618 |
0.6947 |
|
1.618 |
0.6871 |
|
1.000 |
0.6824 |
|
0.618 |
0.6795 |
|
HIGH |
0.6748 |
|
0.618 |
0.6719 |
|
0.500 |
0.6710 |
|
0.382 |
0.6701 |
|
LOW |
0.6672 |
|
0.618 |
0.6625 |
|
1.000 |
0.6596 |
|
1.618 |
0.6549 |
|
2.618 |
0.6473 |
|
4.250 |
0.6349 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6710 |
0.6712 |
| PP |
0.6702 |
0.6704 |
| S1 |
0.6695 |
0.6695 |
|