CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 04-Apr-2023

Day Change Summary
	Previous	Current
	03-Apr-2023	04-Apr-2023	Change	Change %	Previous Week
Open	0.6701	0.6804	0.0103	1.5%	0.6663
High	0.6810	0.6813	0.0003	0.0%	0.6757
Low	0.6670	0.6740	0.0070	1.0%	0.6655
Close	0.6804	0.6760	-0.0044	-0.6%	0.6701
Range	0.0140	0.0073	-0.0067	-48.0%	0.0103
ATR	0.0077	0.0077	0.0000	-0.4%	0.0000
Volume	116,415	100,855	-15,560	-13.4%	342,198

Daily Pivots for day following 04-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6988	0.6947	0.6800
R3	0.6916	0.6874	0.6780
R2	0.6843	0.6843	0.6773
R1	0.6802	0.6802	0.6767	0.6786
PP	0.6771	0.6771	0.6771	0.6763
S1	0.6729	0.6729	0.6753	0.6714
S2	0.6698	0.6698	0.6747
S3	0.6626	0.6657	0.6740
S4	0.6553	0.6584	0.6720

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7012	0.6959	0.6757
R3	0.6909	0.6856	0.6729
R2	0.6807	0.6807	0.6720
R1	0.6754	0.6754	0.6710	0.6780
PP	0.6704	0.6704	0.6704	0.6717
S1	0.6651	0.6651	0.6692	0.6678
S2	0.6602	0.6602	0.6682
S3	0.6499	0.6549	0.6673
S4	0.6397	0.6446	0.6645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6813	0.6670	0.0143	2.1%	0.0078	1.1%	63%	True	False	87,174
10	0.6813	0.6646	0.0167	2.5%	0.0074	1.1%	69%	True	False	84,300
20	0.6813	0.6590	0.0223	3.3%	0.0076	1.1%	76%	True	False	100,978
40	0.7050	0.6590	0.0461	6.8%	0.0077	1.1%	37%	False	False	53,182
60	0.7193	0.6590	0.0604	8.9%	0.0074	1.1%	28%	False	False	35,482
80	0.7193	0.6590	0.0604	8.9%	0.0075	1.1%	28%	False	False	26,617
100	0.7193	0.6455	0.0738	10.9%	0.0071	1.0%	41%	False	False	21,294

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7121
2.618	0.7002
1.618	0.6930
1.000	0.6885
0.618	0.6857
HIGH	0.6813
0.618	0.6785
0.500	0.6776
0.382	0.6768
LOW	0.6740
0.618	0.6695
1.000	0.6668
1.618	0.6623
2.618	0.6550
4.250	0.6432

Fisher Pivots for day following 04-Apr-2023
Pivot	1 day	3 day
R1	0.6776	0.6754
PP	0.6771	0.6748
S1	0.6765	0.6741

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols