CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6656 |
0.6709 |
0.0054 |
0.8% |
0.6763 |
| High |
0.6718 |
0.6719 |
0.0001 |
0.0% |
0.6828 |
| Low |
0.6650 |
0.6660 |
0.0010 |
0.2% |
0.6645 |
| Close |
0.6709 |
0.6667 |
-0.0042 |
-0.6% |
0.6649 |
| Range |
0.0068 |
0.0059 |
-0.0009 |
-13.2% |
0.0184 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
72,281 |
63,387 |
-8,894 |
-12.3% |
462,139 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6859 |
0.6822 |
0.6699 |
|
| R3 |
0.6800 |
0.6763 |
0.6683 |
|
| R2 |
0.6741 |
0.6741 |
0.6678 |
|
| R1 |
0.6704 |
0.6704 |
0.6672 |
0.6693 |
| PP |
0.6682 |
0.6682 |
0.6682 |
0.6676 |
| S1 |
0.6645 |
0.6645 |
0.6662 |
0.6634 |
| S2 |
0.6623 |
0.6623 |
0.6656 |
|
| S3 |
0.6564 |
0.6586 |
0.6651 |
|
| S4 |
0.6505 |
0.6527 |
0.6635 |
|
|
| 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% |
0.0077 |
1.2% |
12% |
False |
False |
86,827 |
| 10 |
0.6828 |
0.6645 |
0.0184 |
2.8% |
0.0068 |
1.0% |
12% |
False |
False |
85,105 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0066 |
1.0% |
35% |
False |
False |
78,869 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0070 |
1.0% |
35% |
False |
False |
77,270 |
| 60 |
0.6948 |
0.6582 |
0.0366 |
5.5% |
0.0072 |
1.1% |
23% |
False |
False |
71,701 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0073 |
1.1% |
14% |
False |
False |
53,814 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
14% |
False |
False |
43,060 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0070 |
1.1% |
14% |
False |
False |
35,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6969 |
|
2.618 |
0.6873 |
|
1.618 |
0.6814 |
|
1.000 |
0.6778 |
|
0.618 |
0.6755 |
|
HIGH |
0.6719 |
|
0.618 |
0.6696 |
|
0.500 |
0.6689 |
|
0.382 |
0.6682 |
|
LOW |
0.6660 |
|
0.618 |
0.6623 |
|
1.000 |
0.6601 |
|
1.618 |
0.6564 |
|
2.618 |
0.6505 |
|
4.250 |
0.6409 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6689 |
0.6682 |
| PP |
0.6682 |
0.6677 |
| S1 |
0.6674 |
0.6672 |
|