CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6788 |
0.6711 |
-0.0077 |
-1.1% |
0.6763 |
| High |
0.6806 |
0.6715 |
-0.0091 |
-1.3% |
0.6828 |
| Low |
0.6698 |
0.6645 |
-0.0053 |
-0.8% |
0.6645 |
| Close |
0.6709 |
0.6649 |
-0.0060 |
-0.9% |
0.6649 |
| Range |
0.0108 |
0.0071 |
-0.0038 |
-34.7% |
0.0184 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0000 |
| Volume |
107,702 |
90,850 |
-16,852 |
-15.6% |
462,139 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6881 |
0.6836 |
0.6688 |
|
| R3 |
0.6811 |
0.6765 |
0.6668 |
|
| R2 |
0.6740 |
0.6740 |
0.6662 |
|
| R1 |
0.6695 |
0.6695 |
0.6655 |
0.6682 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6663 |
| S1 |
0.6624 |
0.6624 |
0.6643 |
0.6612 |
| S2 |
0.6599 |
0.6599 |
0.6636 |
|
| S3 |
0.6529 |
0.6554 |
0.6630 |
|
| S4 |
0.6458 |
0.6483 |
0.6610 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7258 |
0.7137 |
0.6750 |
|
| R3 |
0.7074 |
0.6953 |
0.6699 |
|
| R2 |
0.6891 |
0.6891 |
0.6683 |
|
| R1 |
0.6770 |
0.6770 |
0.6666 |
0.6739 |
| PP |
0.6707 |
0.6707 |
0.6707 |
0.6692 |
| S1 |
0.6586 |
0.6586 |
0.6632 |
0.6555 |
| S2 |
0.6524 |
0.6524 |
0.6615 |
|
| S3 |
0.6340 |
0.6403 |
0.6599 |
|
| S4 |
0.6157 |
0.6219 |
0.6548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6828 |
0.6645 |
0.0184 |
2.8% |
0.0072 |
1.1% |
2% |
False |
True |
92,427 |
| 10 |
0.6828 |
0.6622 |
0.0207 |
3.1% |
0.0071 |
1.1% |
13% |
False |
False |
87,672 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0064 |
1.0% |
27% |
False |
False |
77,783 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0070 |
1.1% |
27% |
False |
False |
78,624 |
| 60 |
0.6965 |
0.6582 |
0.0383 |
5.8% |
0.0072 |
1.1% |
18% |
False |
False |
69,448 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0072 |
1.1% |
11% |
False |
False |
52,120 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0073 |
1.1% |
11% |
False |
False |
41,703 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0070 |
1.1% |
11% |
False |
False |
34,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7015 |
|
2.618 |
0.6900 |
|
1.618 |
0.6829 |
|
1.000 |
0.6786 |
|
0.618 |
0.6759 |
|
HIGH |
0.6715 |
|
0.618 |
0.6688 |
|
0.500 |
0.6680 |
|
0.382 |
0.6671 |
|
LOW |
0.6645 |
|
0.618 |
0.6601 |
|
1.000 |
0.6574 |
|
1.618 |
0.6530 |
|
2.618 |
0.6460 |
|
4.250 |
0.6345 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6680 |
0.6736 |
| PP |
0.6670 |
0.6707 |
| S1 |
0.6659 |
0.6678 |
|