CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6664 |
0.6669 |
0.0006 |
0.1% |
0.6763 |
| High |
0.6682 |
0.6675 |
-0.0007 |
-0.1% |
0.6828 |
| Low |
0.6637 |
0.6612 |
-0.0025 |
-0.4% |
0.6645 |
| Close |
0.6668 |
0.6621 |
-0.0047 |
-0.7% |
0.6649 |
| Range |
0.0045 |
0.0064 |
0.0019 |
41.1% |
0.0184 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
69,113 |
74,266 |
5,153 |
7.5% |
462,139 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6826 |
0.6787 |
0.6656 |
|
| R3 |
0.6763 |
0.6724 |
0.6638 |
|
| R2 |
0.6699 |
0.6699 |
0.6633 |
|
| R1 |
0.6660 |
0.6660 |
0.6627 |
0.6648 |
| PP |
0.6636 |
0.6636 |
0.6636 |
0.6630 |
| S1 |
0.6597 |
0.6597 |
0.6615 |
0.6585 |
| S2 |
0.6572 |
0.6572 |
0.6609 |
|
| S3 |
0.6509 |
0.6533 |
0.6604 |
|
| S4 |
0.6445 |
0.6470 |
0.6586 |
|
|
| 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 |
0.6719 |
0.6612 |
0.0107 |
1.6% |
0.0061 |
0.9% |
9% |
False |
True |
73,979 |
| 10 |
0.6828 |
0.6612 |
0.0217 |
3.3% |
0.0067 |
1.0% |
4% |
False |
True |
83,543 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0065 |
1.0% |
16% |
False |
False |
79,557 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0068 |
1.0% |
16% |
False |
False |
76,645 |
| 60 |
0.6865 |
0.6582 |
0.0283 |
4.3% |
0.0071 |
1.1% |
14% |
False |
False |
74,083 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0072 |
1.1% |
6% |
False |
False |
55,605 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
6% |
False |
False |
44,493 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0071 |
1.1% |
6% |
False |
False |
37,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6945 |
|
2.618 |
0.6841 |
|
1.618 |
0.6778 |
|
1.000 |
0.6739 |
|
0.618 |
0.6714 |
|
HIGH |
0.6675 |
|
0.618 |
0.6651 |
|
0.500 |
0.6643 |
|
0.382 |
0.6636 |
|
LOW |
0.6612 |
|
0.618 |
0.6572 |
|
1.000 |
0.6548 |
|
1.618 |
0.6509 |
|
2.618 |
0.6445 |
|
4.250 |
0.6342 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6643 |
0.6665 |
| PP |
0.6636 |
0.6650 |
| S1 |
0.6628 |
0.6636 |
|