CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6711 |
0.6656 |
-0.0056 |
-0.8% |
0.6763 |
| High |
0.6715 |
0.6718 |
0.0003 |
0.0% |
0.6828 |
| Low |
0.6645 |
0.6650 |
0.0005 |
0.1% |
0.6645 |
| Close |
0.6649 |
0.6709 |
0.0060 |
0.9% |
0.6649 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-3.5% |
0.0184 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,850 |
72,281 |
-18,569 |
-20.4% |
462,139 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6896 |
0.6871 |
0.6746 |
|
| R3 |
0.6828 |
0.6803 |
0.6728 |
|
| R2 |
0.6760 |
0.6760 |
0.6721 |
|
| R1 |
0.6735 |
0.6735 |
0.6715 |
0.6747 |
| PP |
0.6692 |
0.6692 |
0.6692 |
0.6698 |
| S1 |
0.6667 |
0.6667 |
0.6703 |
0.6679 |
| S2 |
0.6624 |
0.6624 |
0.6697 |
|
| S3 |
0.6556 |
0.6599 |
0.6690 |
|
| S4 |
0.6488 |
0.6531 |
0.6672 |
|
|
| 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 |
2.7% |
0.0073 |
1.1% |
35% |
False |
False |
89,644 |
| 10 |
0.6828 |
0.6634 |
0.0194 |
2.9% |
0.0071 |
1.1% |
39% |
False |
False |
89,147 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0065 |
1.0% |
52% |
False |
False |
78,553 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0070 |
1.0% |
52% |
False |
False |
77,795 |
| 60 |
0.6948 |
0.6582 |
0.0366 |
5.4% |
0.0072 |
1.1% |
35% |
False |
False |
70,647 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0073 |
1.1% |
21% |
False |
False |
53,022 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0074 |
1.1% |
21% |
False |
False |
42,426 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.1% |
0.0070 |
1.0% |
21% |
False |
False |
35,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7007 |
|
2.618 |
0.6896 |
|
1.618 |
0.6828 |
|
1.000 |
0.6786 |
|
0.618 |
0.6760 |
|
HIGH |
0.6718 |
|
0.618 |
0.6692 |
|
0.500 |
0.6684 |
|
0.382 |
0.6675 |
|
LOW |
0.6650 |
|
0.618 |
0.6607 |
|
1.000 |
0.6582 |
|
1.618 |
0.6539 |
|
2.618 |
0.6471 |
|
4.250 |
0.6361 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6701 |
0.6725 |
| PP |
0.6692 |
0.6720 |
| S1 |
0.6684 |
0.6714 |
|