CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6671 |
0.6728 |
0.0057 |
0.9% |
0.6735 |
| High |
0.6732 |
0.6734 |
0.0002 |
0.0% |
0.6782 |
| Low |
0.6670 |
0.6682 |
0.0012 |
0.2% |
0.6646 |
| Close |
0.6723 |
0.6700 |
-0.0023 |
-0.3% |
0.6669 |
| Range |
0.0062 |
0.0052 |
-0.0010 |
-16.1% |
0.0136 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
63,350 |
76,374 |
13,024 |
20.6% |
438,936 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6861 |
0.6832 |
0.6728 |
|
| R3 |
0.6809 |
0.6780 |
0.6714 |
|
| R2 |
0.6757 |
0.6757 |
0.6709 |
|
| R1 |
0.6728 |
0.6728 |
0.6704 |
0.6717 |
| PP |
0.6705 |
0.6705 |
0.6705 |
0.6699 |
| S1 |
0.6676 |
0.6676 |
0.6695 |
0.6665 |
| S2 |
0.6653 |
0.6653 |
0.6690 |
|
| S3 |
0.6601 |
0.6624 |
0.6685 |
|
| S4 |
0.6549 |
0.6572 |
0.6671 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7024 |
0.6743 |
|
| R3 |
0.6971 |
0.6888 |
0.6706 |
|
| R2 |
0.6835 |
0.6835 |
0.6693 |
|
| R1 |
0.6752 |
0.6752 |
0.6681 |
0.6725 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6685 |
| S1 |
0.6616 |
0.6616 |
0.6656 |
0.6589 |
| S2 |
0.6563 |
0.6563 |
0.6644 |
|
| S3 |
0.6427 |
0.6480 |
0.6631 |
|
| S4 |
0.6291 |
0.6344 |
0.6594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6778 |
0.6646 |
0.0132 |
2.0% |
0.0060 |
0.9% |
41% |
False |
False |
77,227 |
| 10 |
0.6782 |
0.6633 |
0.0149 |
2.2% |
0.0067 |
1.0% |
45% |
False |
False |
87,835 |
| 20 |
0.6800 |
0.6590 |
0.0211 |
3.1% |
0.0075 |
1.1% |
52% |
False |
False |
87,984 |
| 40 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0078 |
1.2% |
18% |
False |
False |
44,206 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0077 |
1.2% |
18% |
False |
False |
29,492 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.0% |
0.0073 |
1.1% |
18% |
False |
False |
22,123 |
| 100 |
0.7193 |
0.6344 |
0.0850 |
12.7% |
0.0070 |
1.0% |
42% |
False |
False |
17,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6955 |
|
2.618 |
0.6870 |
|
1.618 |
0.6818 |
|
1.000 |
0.6786 |
|
0.618 |
0.6766 |
|
HIGH |
0.6734 |
|
0.618 |
0.6714 |
|
0.500 |
0.6708 |
|
0.382 |
0.6701 |
|
LOW |
0.6682 |
|
0.618 |
0.6649 |
|
1.000 |
0.6630 |
|
1.618 |
0.6597 |
|
2.618 |
0.6545 |
|
4.250 |
0.6461 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6708 |
0.6698 |
| PP |
0.6705 |
0.6696 |
| S1 |
0.6702 |
0.6694 |
|