CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6709 |
0.6664 |
-0.0046 |
-0.7% |
0.6763 |
| High |
0.6719 |
0.6682 |
-0.0037 |
-0.6% |
0.6828 |
| Low |
0.6660 |
0.6637 |
-0.0023 |
-0.3% |
0.6645 |
| Close |
0.6667 |
0.6668 |
0.0001 |
0.0% |
0.6649 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.7% |
0.0184 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
63,387 |
69,113 |
5,726 |
9.0% |
462,139 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6797 |
0.6778 |
0.6693 |
|
| R3 |
0.6752 |
0.6733 |
0.6680 |
|
| R2 |
0.6707 |
0.6707 |
0.6676 |
|
| R1 |
0.6688 |
0.6688 |
0.6672 |
0.6697 |
| PP |
0.6662 |
0.6662 |
0.6662 |
0.6667 |
| S1 |
0.6643 |
0.6643 |
0.6664 |
0.6652 |
| S2 |
0.6617 |
0.6617 |
0.6660 |
|
| S3 |
0.6572 |
0.6598 |
0.6656 |
|
| S4 |
0.6527 |
0.6553 |
0.6643 |
|
|
| 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 |
0.6806 |
0.6637 |
0.0169 |
2.5% |
0.0070 |
1.1% |
19% |
False |
True |
80,666 |
| 10 |
0.6828 |
0.6637 |
0.0192 |
2.9% |
0.0067 |
1.0% |
16% |
False |
True |
85,396 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0066 |
1.0% |
35% |
False |
False |
79,535 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0069 |
1.0% |
35% |
False |
False |
77,222 |
| 60 |
0.6890 |
0.6582 |
0.0308 |
4.6% |
0.0071 |
1.1% |
28% |
False |
False |
72,847 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0072 |
1.1% |
14% |
False |
False |
54,677 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
14% |
False |
False |
43,751 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0071 |
1.1% |
14% |
False |
False |
36,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6873 |
|
2.618 |
0.6799 |
|
1.618 |
0.6754 |
|
1.000 |
0.6727 |
|
0.618 |
0.6709 |
|
HIGH |
0.6682 |
|
0.618 |
0.6664 |
|
0.500 |
0.6659 |
|
0.382 |
0.6654 |
|
LOW |
0.6637 |
|
0.618 |
0.6609 |
|
1.000 |
0.6592 |
|
1.618 |
0.6564 |
|
2.618 |
0.6519 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6665 |
0.6678 |
| PP |
0.6662 |
0.6674 |
| S1 |
0.6659 |
0.6671 |
|