CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6709 |
0.6711 |
0.0002 |
0.0% |
0.6724 |
| High |
0.6713 |
0.6722 |
0.0010 |
0.1% |
0.6788 |
| Low |
0.6681 |
0.6629 |
-0.0052 |
-0.8% |
0.6693 |
| Close |
0.6707 |
0.6633 |
-0.0075 |
-1.1% |
0.6700 |
| Range |
0.0032 |
0.0094 |
0.0062 |
192.2% |
0.0095 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.4% |
0.0000 |
| Volume |
55,265 |
65,286 |
10,021 |
18.1% |
324,050 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6942 |
0.6881 |
0.6684 |
|
| R3 |
0.6848 |
0.6787 |
0.6658 |
|
| R2 |
0.6755 |
0.6755 |
0.6650 |
|
| R1 |
0.6694 |
0.6694 |
0.6641 |
0.6677 |
| PP |
0.6661 |
0.6661 |
0.6661 |
0.6653 |
| S1 |
0.6600 |
0.6600 |
0.6624 |
0.6584 |
| S2 |
0.6568 |
0.6568 |
0.6615 |
|
| S3 |
0.6474 |
0.6507 |
0.6607 |
|
| S4 |
0.6381 |
0.6413 |
0.6581 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7012 |
0.6951 |
0.6752 |
|
| R3 |
0.6917 |
0.6856 |
0.6726 |
|
| R2 |
0.6822 |
0.6822 |
0.6717 |
|
| R1 |
0.6761 |
0.6761 |
0.6709 |
0.6744 |
| PP |
0.6727 |
0.6727 |
0.6727 |
0.6718 |
| S1 |
0.6666 |
0.6666 |
0.6691 |
0.6649 |
| S2 |
0.6632 |
0.6632 |
0.6683 |
|
| S3 |
0.6537 |
0.6571 |
0.6674 |
|
| S4 |
0.6442 |
0.6476 |
0.6648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6788 |
0.6629 |
0.0159 |
2.4% |
0.0064 |
1.0% |
3% |
False |
True |
66,131 |
| 10 |
0.6824 |
0.6629 |
0.0195 |
2.9% |
0.0071 |
1.1% |
2% |
False |
True |
68,863 |
| 20 |
0.6824 |
0.6629 |
0.0195 |
2.9% |
0.0072 |
1.1% |
2% |
False |
True |
71,464 |
| 40 |
0.6824 |
0.6590 |
0.0234 |
3.5% |
0.0074 |
1.1% |
18% |
False |
False |
76,316 |
| 60 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0075 |
1.1% |
7% |
False |
False |
50,966 |
| 80 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0076 |
1.1% |
7% |
False |
False |
38,239 |
| 100 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0073 |
1.1% |
7% |
False |
False |
30,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7119 |
|
2.618 |
0.6967 |
|
1.618 |
0.6873 |
|
1.000 |
0.6816 |
|
0.618 |
0.6780 |
|
HIGH |
0.6722 |
|
0.618 |
0.6686 |
|
0.500 |
0.6675 |
|
0.382 |
0.6664 |
|
LOW |
0.6629 |
|
0.618 |
0.6571 |
|
1.000 |
0.6535 |
|
1.618 |
0.6477 |
|
2.618 |
0.6384 |
|
4.250 |
0.6231 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6675 |
0.6695 |
| PP |
0.6661 |
0.6674 |
| S1 |
0.6647 |
0.6653 |
|