CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6772 |
0.6788 |
0.0017 |
0.2% |
0.6630 |
| High |
0.6828 |
0.6806 |
-0.0023 |
-0.3% |
0.6768 |
| Low |
0.6750 |
0.6698 |
-0.0052 |
-0.8% |
0.6622 |
| Close |
0.6781 |
0.6709 |
-0.0073 |
-1.1% |
0.6766 |
| Range |
0.0079 |
0.0108 |
0.0030 |
37.6% |
0.0146 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.3% |
0.0000 |
| Volume |
99,917 |
107,702 |
7,785 |
7.8% |
414,586 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7061 |
0.6993 |
0.6768 |
|
| R3 |
0.6953 |
0.6885 |
0.6738 |
|
| R2 |
0.6845 |
0.6845 |
0.6728 |
|
| R1 |
0.6777 |
0.6777 |
0.6718 |
0.6757 |
| PP |
0.6737 |
0.6737 |
0.6737 |
0.6727 |
| S1 |
0.6669 |
0.6669 |
0.6699 |
0.6649 |
| S2 |
0.6629 |
0.6629 |
0.6689 |
|
| S3 |
0.6521 |
0.6561 |
0.6679 |
|
| S4 |
0.6413 |
0.6453 |
0.6649 |
|
|
| 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 |
0.6698 |
0.0131 |
1.9% |
0.0072 |
1.1% |
8% |
False |
True |
93,108 |
| 10 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0071 |
1.1% |
51% |
False |
False |
86,511 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0066 |
1.0% |
51% |
False |
False |
78,128 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0070 |
1.0% |
51% |
False |
False |
79,703 |
| 60 |
0.7012 |
0.6582 |
0.0430 |
6.4% |
0.0073 |
1.1% |
29% |
False |
False |
67,941 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0073 |
1.1% |
21% |
False |
False |
50,986 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0073 |
1.1% |
21% |
False |
False |
40,795 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0070 |
1.0% |
21% |
False |
False |
33,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7265 |
|
2.618 |
0.7088 |
|
1.618 |
0.6980 |
|
1.000 |
0.6914 |
|
0.618 |
0.6872 |
|
HIGH |
0.6806 |
|
0.618 |
0.6764 |
|
0.500 |
0.6752 |
|
0.382 |
0.6739 |
|
LOW |
0.6698 |
|
0.618 |
0.6631 |
|
1.000 |
0.6590 |
|
1.618 |
0.6523 |
|
2.618 |
0.6415 |
|
4.250 |
0.6239 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6752 |
0.6763 |
| PP |
0.6737 |
0.6745 |
| S1 |
0.6723 |
0.6727 |
|