CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6704 |
0.6763 |
0.0060 |
0.9% |
0.6630 |
| High |
0.6768 |
0.6815 |
0.0047 |
0.7% |
0.6768 |
| Low |
0.6699 |
0.6751 |
0.0052 |
0.8% |
0.6622 |
| Close |
0.6766 |
0.6798 |
0.0032 |
0.5% |
0.6766 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.3% |
0.0146 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
94,253 |
86,197 |
-8,056 |
-8.5% |
414,586 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6978 |
0.6951 |
0.6832 |
|
| R3 |
0.6915 |
0.6888 |
0.6815 |
|
| R2 |
0.6851 |
0.6851 |
0.6809 |
|
| R1 |
0.6824 |
0.6824 |
0.6803 |
0.6838 |
| PP |
0.6788 |
0.6788 |
0.6788 |
0.6794 |
| S1 |
0.6761 |
0.6761 |
0.6792 |
0.6774 |
| S2 |
0.6724 |
0.6724 |
0.6786 |
|
| S3 |
0.6661 |
0.6697 |
0.6780 |
|
| S4 |
0.6597 |
0.6634 |
0.6763 |
|
|
| 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 |
0.6815 |
0.6634 |
0.0181 |
2.7% |
0.0070 |
1.0% |
91% |
True |
False |
88,650 |
| 10 |
0.6815 |
0.6582 |
0.0233 |
3.4% |
0.0067 |
1.0% |
93% |
True |
False |
80,040 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0066 |
1.0% |
89% |
False |
False |
73,979 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0072 |
1.1% |
89% |
False |
False |
82,893 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
6.9% |
0.0073 |
1.1% |
46% |
False |
False |
63,199 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0073 |
1.1% |
35% |
False |
False |
47,424 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0074 |
1.1% |
35% |
False |
False |
37,945 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0069 |
1.0% |
35% |
False |
False |
31,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7084 |
|
2.618 |
0.6981 |
|
1.618 |
0.6917 |
|
1.000 |
0.6878 |
|
0.618 |
0.6854 |
|
HIGH |
0.6815 |
|
0.618 |
0.6790 |
|
0.500 |
0.6783 |
|
0.382 |
0.6775 |
|
LOW |
0.6751 |
|
0.618 |
0.6712 |
|
1.000 |
0.6688 |
|
1.618 |
0.6648 |
|
2.618 |
0.6585 |
|
4.250 |
0.6481 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6793 |
0.6776 |
| PP |
0.6788 |
0.6754 |
| S1 |
0.6783 |
0.6733 |
|