CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6644 |
0.6674 |
0.0030 |
0.5% |
0.6709 |
| High |
0.6730 |
0.6715 |
-0.0016 |
-0.2% |
0.6722 |
| Low |
0.6634 |
0.6661 |
0.0027 |
0.4% |
0.6582 |
| Close |
0.6675 |
0.6698 |
0.0023 |
0.3% |
0.6629 |
| Range |
0.0096 |
0.0054 |
-0.0042 |
-43.8% |
0.0140 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
103,808 |
66,201 |
-37,607 |
-36.2% |
354,889 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6853 |
0.6829 |
0.6727 |
|
| R3 |
0.6799 |
0.6775 |
0.6712 |
|
| R2 |
0.6745 |
0.6745 |
0.6707 |
|
| R1 |
0.6721 |
0.6721 |
0.6702 |
0.6733 |
| PP |
0.6691 |
0.6691 |
0.6691 |
0.6697 |
| S1 |
0.6667 |
0.6667 |
0.6693 |
0.6679 |
| S2 |
0.6637 |
0.6637 |
0.6688 |
|
| S3 |
0.6583 |
0.6613 |
0.6683 |
|
| S4 |
0.6529 |
0.6559 |
0.6668 |
|
|
| 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 |
0.6730 |
0.6582 |
0.0148 |
2.2% |
0.0065 |
1.0% |
78% |
False |
False |
74,290 |
| 10 |
0.6788 |
0.6582 |
0.0206 |
3.1% |
0.0064 |
1.0% |
56% |
False |
False |
73,674 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0068 |
1.0% |
48% |
False |
False |
69,596 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0072 |
1.1% |
48% |
False |
False |
85,287 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
7.0% |
0.0074 |
1.1% |
25% |
False |
False |
58,653 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0072 |
1.1% |
19% |
False |
False |
44,011 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0073 |
1.1% |
19% |
False |
False |
35,213 |
| 120 |
0.7193 |
0.6455 |
0.0738 |
11.0% |
0.0070 |
1.0% |
33% |
False |
False |
29,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6944 |
|
2.618 |
0.6856 |
|
1.618 |
0.6802 |
|
1.000 |
0.6769 |
|
0.618 |
0.6748 |
|
HIGH |
0.6715 |
|
0.618 |
0.6694 |
|
0.500 |
0.6688 |
|
0.382 |
0.6681 |
|
LOW |
0.6661 |
|
0.618 |
0.6627 |
|
1.000 |
0.6607 |
|
1.618 |
0.6573 |
|
2.618 |
0.6519 |
|
4.250 |
0.6431 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6694 |
0.6690 |
| PP |
0.6691 |
0.6683 |
| S1 |
0.6688 |
0.6676 |
|