CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6669 |
0.6629 |
-0.0040 |
-0.6% |
0.6656 |
| High |
0.6675 |
0.6683 |
0.0008 |
0.1% |
0.6719 |
| Low |
0.6612 |
0.6624 |
0.0013 |
0.2% |
0.6612 |
| Close |
0.6621 |
0.6659 |
0.0038 |
0.6% |
0.6659 |
| Range |
0.0064 |
0.0059 |
-0.0005 |
-7.9% |
0.0107 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
74,266 |
75,489 |
1,223 |
1.6% |
354,536 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6803 |
0.6691 |
|
| R3 |
0.6772 |
0.6745 |
0.6675 |
|
| R2 |
0.6714 |
0.6714 |
0.6669 |
|
| R1 |
0.6686 |
0.6686 |
0.6664 |
0.6700 |
| PP |
0.6655 |
0.6655 |
0.6655 |
0.6662 |
| S1 |
0.6628 |
0.6628 |
0.6653 |
0.6641 |
| S2 |
0.6597 |
0.6597 |
0.6648 |
|
| S3 |
0.6538 |
0.6569 |
0.6642 |
|
| S4 |
0.6480 |
0.6511 |
0.6626 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6984 |
0.6928 |
0.6717 |
|
| R3 |
0.6877 |
0.6821 |
0.6688 |
|
| R2 |
0.6770 |
0.6770 |
0.6678 |
|
| R1 |
0.6714 |
0.6714 |
0.6668 |
0.6742 |
| PP |
0.6663 |
0.6663 |
0.6663 |
0.6677 |
| S1 |
0.6607 |
0.6607 |
0.6649 |
0.6635 |
| S2 |
0.6556 |
0.6556 |
0.6639 |
|
| S3 |
0.6449 |
0.6500 |
0.6629 |
|
| S4 |
0.6342 |
0.6393 |
0.6600 |
|
|
| 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% |
0.0059 |
0.9% |
44% |
False |
False |
70,907 |
| 10 |
0.6828 |
0.6612 |
0.0217 |
3.3% |
0.0066 |
1.0% |
22% |
False |
False |
81,667 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0065 |
1.0% |
31% |
False |
False |
79,307 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0067 |
1.0% |
31% |
False |
False |
76,350 |
| 60 |
0.6851 |
0.6582 |
0.0269 |
4.0% |
0.0071 |
1.1% |
28% |
False |
False |
75,339 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0072 |
1.1% |
13% |
False |
False |
56,546 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
13% |
False |
False |
45,247 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0071 |
1.1% |
13% |
False |
False |
37,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6931 |
|
2.618 |
0.6836 |
|
1.618 |
0.6777 |
|
1.000 |
0.6741 |
|
0.618 |
0.6719 |
|
HIGH |
0.6683 |
|
0.618 |
0.6660 |
|
0.500 |
0.6653 |
|
0.382 |
0.6646 |
|
LOW |
0.6624 |
|
0.618 |
0.6588 |
|
1.000 |
0.6566 |
|
1.618 |
0.6529 |
|
2.618 |
0.6471 |
|
4.250 |
0.6375 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6657 |
0.6655 |
| PP |
0.6655 |
0.6651 |
| S1 |
0.6653 |
0.6647 |
|