CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6763 |
0.6792 |
0.0029 |
0.4% |
0.6630 |
| High |
0.6815 |
0.6798 |
-0.0017 |
-0.2% |
0.6768 |
| Low |
0.6751 |
0.6757 |
0.0006 |
0.1% |
0.6622 |
| Close |
0.6798 |
0.6775 |
-0.0023 |
-0.3% |
0.6766 |
| Range |
0.0064 |
0.0041 |
-0.0023 |
-36.2% |
0.0146 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
86,197 |
77,473 |
-8,724 |
-10.1% |
414,586 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6898 |
0.6877 |
0.6797 |
|
| R3 |
0.6857 |
0.6836 |
0.6786 |
|
| R2 |
0.6817 |
0.6817 |
0.6782 |
|
| R1 |
0.6796 |
0.6796 |
0.6778 |
0.6786 |
| PP |
0.6776 |
0.6776 |
0.6776 |
0.6772 |
| S1 |
0.6755 |
0.6755 |
0.6771 |
0.6746 |
| S2 |
0.6736 |
0.6736 |
0.6767 |
|
| S3 |
0.6695 |
0.6715 |
0.6763 |
|
| S4 |
0.6655 |
0.6674 |
0.6752 |
|
|
| 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 |
0.6651 |
0.0164 |
2.4% |
0.0059 |
0.9% |
76% |
False |
False |
83,383 |
| 10 |
0.6815 |
0.6582 |
0.0233 |
3.4% |
0.0061 |
0.9% |
83% |
False |
False |
81,259 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0066 |
1.0% |
80% |
False |
False |
75,061 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0070 |
1.0% |
80% |
False |
False |
80,982 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
6.9% |
0.0073 |
1.1% |
41% |
False |
False |
64,485 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0073 |
1.1% |
32% |
False |
False |
48,392 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0073 |
1.1% |
32% |
False |
False |
38,719 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0069 |
1.0% |
32% |
False |
False |
32,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6970 |
|
2.618 |
0.6904 |
|
1.618 |
0.6863 |
|
1.000 |
0.6838 |
|
0.618 |
0.6823 |
|
HIGH |
0.6798 |
|
0.618 |
0.6782 |
|
0.500 |
0.6777 |
|
0.382 |
0.6772 |
|
LOW |
0.6757 |
|
0.618 |
0.6732 |
|
1.000 |
0.6717 |
|
1.618 |
0.6691 |
|
2.618 |
0.6651 |
|
4.250 |
0.6585 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6777 |
0.6769 |
| PP |
0.6776 |
0.6763 |
| S1 |
0.6775 |
0.6757 |
|