CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6674 |
0.6682 |
0.0009 |
0.1% |
0.6709 |
| High |
0.6715 |
0.6717 |
0.0002 |
0.0% |
0.6722 |
| Low |
0.6661 |
0.6651 |
-0.0010 |
-0.2% |
0.6582 |
| Close |
0.6698 |
0.6707 |
0.0009 |
0.1% |
0.6629 |
| Range |
0.0054 |
0.0066 |
0.0012 |
22.2% |
0.0140 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
66,201 |
92,792 |
26,591 |
40.2% |
354,889 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6864 |
0.6743 |
|
| R3 |
0.6823 |
0.6798 |
0.6725 |
|
| R2 |
0.6757 |
0.6757 |
0.6719 |
|
| R1 |
0.6732 |
0.6732 |
0.6713 |
0.6745 |
| PP |
0.6691 |
0.6691 |
0.6691 |
0.6698 |
| S1 |
0.6666 |
0.6666 |
0.6700 |
0.6679 |
| S2 |
0.6625 |
0.6625 |
0.6694 |
|
| S3 |
0.6559 |
0.6600 |
0.6688 |
|
| S4 |
0.6493 |
0.6534 |
0.6670 |
|
|
| 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% |
0.0070 |
1.0% |
84% |
False |
False |
79,915 |
| 10 |
0.6761 |
0.6582 |
0.0179 |
2.7% |
0.0064 |
0.9% |
70% |
False |
False |
75,571 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0066 |
1.0% |
52% |
False |
False |
69,764 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0072 |
1.1% |
52% |
False |
False |
84,270 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
7.0% |
0.0073 |
1.1% |
27% |
False |
False |
60,195 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0073 |
1.1% |
20% |
False |
False |
45,170 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0073 |
1.1% |
20% |
False |
False |
36,140 |
| 120 |
0.7193 |
0.6455 |
0.0738 |
11.0% |
0.0070 |
1.1% |
34% |
False |
False |
30,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6997 |
|
2.618 |
0.6889 |
|
1.618 |
0.6823 |
|
1.000 |
0.6783 |
|
0.618 |
0.6757 |
|
HIGH |
0.6717 |
|
0.618 |
0.6691 |
|
0.500 |
0.6684 |
|
0.382 |
0.6676 |
|
LOW |
0.6651 |
|
0.618 |
0.6610 |
|
1.000 |
0.6585 |
|
1.618 |
0.6544 |
|
2.618 |
0.6478 |
|
4.250 |
0.6370 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6699 |
0.6698 |
| PP |
0.6691 |
0.6690 |
| S1 |
0.6684 |
0.6682 |
|