CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6644 |
0.6630 |
-0.0014 |
-0.2% |
0.6709 |
| High |
0.6656 |
0.6682 |
0.0027 |
0.4% |
0.6722 |
| Low |
0.6582 |
0.6622 |
0.0040 |
0.6% |
0.6582 |
| Close |
0.6629 |
0.6644 |
0.0015 |
0.2% |
0.6629 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.7% |
0.0140 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79,243 |
57,532 |
-21,711 |
-27.4% |
354,889 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6798 |
0.6677 |
|
| R3 |
0.6770 |
0.6737 |
0.6660 |
|
| R2 |
0.6710 |
0.6710 |
0.6655 |
|
| R1 |
0.6677 |
0.6677 |
0.6649 |
0.6693 |
| PP |
0.6649 |
0.6649 |
0.6649 |
0.6657 |
| S1 |
0.6616 |
0.6616 |
0.6638 |
0.6633 |
| S2 |
0.6589 |
0.6589 |
0.6632 |
|
| S3 |
0.6528 |
0.6556 |
0.6627 |
|
| S4 |
0.6468 |
0.6495 |
0.6610 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.6986 |
0.6706 |
|
| R3 |
0.6924 |
0.6846 |
0.6667 |
|
| R2 |
0.6784 |
0.6784 |
0.6654 |
|
| R1 |
0.6706 |
0.6706 |
0.6641 |
0.6675 |
| PP |
0.6644 |
0.6644 |
0.6644 |
0.6629 |
| S1 |
0.6566 |
0.6566 |
0.6616 |
0.6535 |
| S2 |
0.6504 |
0.6504 |
0.6603 |
|
| S3 |
0.6364 |
0.6426 |
0.6590 |
|
| S4 |
0.6224 |
0.6286 |
0.6552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6722 |
0.6582 |
0.0140 |
2.1% |
0.0064 |
1.0% |
44% |
False |
False |
71,431 |
| 10 |
0.6788 |
0.6582 |
0.0206 |
3.1% |
0.0060 |
0.9% |
30% |
False |
False |
67,960 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0071 |
1.1% |
25% |
False |
False |
71,959 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0074 |
1.1% |
25% |
False |
False |
83,283 |
| 60 |
0.7114 |
0.6582 |
0.0532 |
8.0% |
0.0075 |
1.1% |
12% |
False |
False |
55,825 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
10% |
False |
False |
41,886 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0073 |
1.1% |
10% |
False |
False |
33,513 |
| 120 |
0.7193 |
0.6455 |
0.0738 |
11.1% |
0.0069 |
1.0% |
26% |
False |
False |
27,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6939 |
|
2.618 |
0.6840 |
|
1.618 |
0.6780 |
|
1.000 |
0.6743 |
|
0.618 |
0.6719 |
|
HIGH |
0.6682 |
|
0.618 |
0.6659 |
|
0.500 |
0.6652 |
|
0.382 |
0.6645 |
|
LOW |
0.6622 |
|
0.618 |
0.6584 |
|
1.000 |
0.6561 |
|
1.618 |
0.6524 |
|
2.618 |
0.6463 |
|
4.250 |
0.6364 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6640 |
| PP |
0.6649 |
0.6636 |
| S1 |
0.6646 |
0.6632 |
|