CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6682 |
0.6704 |
0.0022 |
0.3% |
0.6630 |
| High |
0.6717 |
0.6768 |
0.0051 |
0.8% |
0.6768 |
| Low |
0.6651 |
0.6699 |
0.0049 |
0.7% |
0.6622 |
| Close |
0.6707 |
0.6766 |
0.0060 |
0.9% |
0.6766 |
| Range |
0.0066 |
0.0069 |
0.0003 |
3.8% |
0.0146 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0000 |
| Volume |
92,792 |
94,253 |
1,461 |
1.6% |
414,586 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6950 |
0.6926 |
0.6804 |
|
| R3 |
0.6881 |
0.6858 |
0.6785 |
|
| R2 |
0.6813 |
0.6813 |
0.6779 |
|
| R1 |
0.6789 |
0.6789 |
0.6772 |
0.6801 |
| PP |
0.6744 |
0.6744 |
0.6744 |
0.6750 |
| S1 |
0.6721 |
0.6721 |
0.6760 |
0.6733 |
| S2 |
0.6676 |
0.6676 |
0.6753 |
|
| S3 |
0.6607 |
0.6652 |
0.6747 |
|
| S4 |
0.6539 |
0.6584 |
0.6728 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7156 |
0.7107 |
0.6846 |
|
| R3 |
0.7010 |
0.6961 |
0.6806 |
|
| R2 |
0.6864 |
0.6864 |
0.6793 |
|
| R1 |
0.6815 |
0.6815 |
0.6779 |
0.6840 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6731 |
| S1 |
0.6669 |
0.6669 |
0.6753 |
0.6694 |
| S2 |
0.6572 |
0.6572 |
0.6739 |
|
| S3 |
0.6426 |
0.6523 |
0.6726 |
|
| S4 |
0.6280 |
0.6377 |
0.6686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6768 |
0.6622 |
0.0146 |
2.2% |
0.0069 |
1.0% |
99% |
True |
False |
82,917 |
| 10 |
0.6768 |
0.6582 |
0.0186 |
2.7% |
0.0064 |
0.9% |
99% |
True |
False |
76,947 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0066 |
1.0% |
76% |
False |
False |
71,632 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0072 |
1.1% |
76% |
False |
False |
84,611 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
6.9% |
0.0073 |
1.1% |
39% |
False |
False |
61,765 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0073 |
1.1% |
30% |
False |
False |
46,348 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0073 |
1.1% |
30% |
False |
False |
37,083 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0069 |
1.0% |
30% |
False |
False |
30,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7059 |
|
2.618 |
0.6947 |
|
1.618 |
0.6878 |
|
1.000 |
0.6836 |
|
0.618 |
0.6810 |
|
HIGH |
0.6768 |
|
0.618 |
0.6741 |
|
0.500 |
0.6733 |
|
0.382 |
0.6725 |
|
LOW |
0.6699 |
|
0.618 |
0.6657 |
|
1.000 |
0.6631 |
|
1.618 |
0.6588 |
|
2.618 |
0.6520 |
|
4.250 |
0.6408 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6755 |
0.6747 |
| PP |
0.6744 |
0.6728 |
| S1 |
0.6733 |
0.6709 |
|