CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6792 |
0.6772 |
-0.0021 |
-0.3% |
0.6630 |
| High |
0.6798 |
0.6828 |
0.0031 |
0.4% |
0.6768 |
| Low |
0.6757 |
0.6750 |
-0.0008 |
-0.1% |
0.6622 |
| Close |
0.6775 |
0.6781 |
0.0007 |
0.1% |
0.6766 |
| Range |
0.0041 |
0.0079 |
0.0038 |
93.8% |
0.0146 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
77,473 |
99,917 |
22,444 |
29.0% |
414,586 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7022 |
0.6980 |
0.6824 |
|
| R3 |
0.6943 |
0.6901 |
0.6803 |
|
| R2 |
0.6865 |
0.6865 |
0.6795 |
|
| R1 |
0.6823 |
0.6823 |
0.6788 |
0.6844 |
| PP |
0.6786 |
0.6786 |
0.6786 |
0.6797 |
| S1 |
0.6744 |
0.6744 |
0.6774 |
0.6765 |
| S2 |
0.6708 |
0.6708 |
0.6767 |
|
| S3 |
0.6629 |
0.6666 |
0.6759 |
|
| S4 |
0.6551 |
0.6587 |
0.6738 |
|
|
| 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 |
0.6828 |
0.6651 |
0.0178 |
2.6% |
0.0063 |
0.9% |
74% |
True |
False |
90,126 |
| 10 |
0.6828 |
0.6582 |
0.0246 |
3.6% |
0.0064 |
0.9% |
81% |
True |
False |
82,208 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.6% |
0.0066 |
1.0% |
81% |
True |
False |
76,744 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.6% |
0.0070 |
1.0% |
81% |
True |
False |
80,438 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
6.9% |
0.0073 |
1.1% |
43% |
False |
False |
66,148 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0073 |
1.1% |
33% |
False |
False |
49,641 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0074 |
1.1% |
33% |
False |
False |
39,718 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.0% |
0.0069 |
1.0% |
33% |
False |
False |
33,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7162 |
|
2.618 |
0.7034 |
|
1.618 |
0.6955 |
|
1.000 |
0.6907 |
|
0.618 |
0.6877 |
|
HIGH |
0.6828 |
|
0.618 |
0.6798 |
|
0.500 |
0.6789 |
|
0.382 |
0.6779 |
|
LOW |
0.6750 |
|
0.618 |
0.6701 |
|
1.000 |
0.6671 |
|
1.618 |
0.6622 |
|
2.618 |
0.6544 |
|
4.250 |
0.6416 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6789 |
0.6789 |
| PP |
0.6786 |
0.6786 |
| S1 |
0.6784 |
0.6784 |
|