CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6658 |
0.6658 |
0.0000 |
0.0% |
0.6656 |
| High |
0.6674 |
0.6668 |
-0.0006 |
-0.1% |
0.6719 |
| Low |
0.6634 |
0.6614 |
-0.0020 |
-0.3% |
0.6612 |
| Close |
0.6659 |
0.6618 |
-0.0041 |
-0.6% |
0.6659 |
| Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0107 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
47,724 |
63,552 |
15,828 |
33.2% |
354,536 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6795 |
0.6760 |
0.6647 |
|
| R3 |
0.6741 |
0.6706 |
0.6632 |
|
| R2 |
0.6687 |
0.6687 |
0.6627 |
|
| R1 |
0.6652 |
0.6652 |
0.6622 |
0.6643 |
| PP |
0.6633 |
0.6633 |
0.6633 |
0.6628 |
| S1 |
0.6598 |
0.6598 |
0.6613 |
0.6589 |
| S2 |
0.6579 |
0.6579 |
0.6608 |
|
| S3 |
0.6525 |
0.6544 |
0.6603 |
|
| S4 |
0.6471 |
0.6490 |
0.6588 |
|
|
| 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 |
0.6683 |
0.6612 |
0.0071 |
1.1% |
0.0052 |
0.8% |
8% |
False |
False |
66,028 |
| 10 |
0.6828 |
0.6612 |
0.0217 |
3.3% |
0.0065 |
1.0% |
3% |
False |
False |
76,428 |
| 20 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0063 |
1.0% |
14% |
False |
False |
78,843 |
| 40 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0067 |
1.0% |
14% |
False |
False |
75,153 |
| 60 |
0.6828 |
0.6582 |
0.0246 |
3.7% |
0.0070 |
1.1% |
14% |
False |
False |
77,158 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0072 |
1.1% |
6% |
False |
False |
57,935 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
6% |
False |
False |
46,360 |
| 120 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0071 |
1.1% |
6% |
False |
False |
38,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6898 |
|
2.618 |
0.6809 |
|
1.618 |
0.6755 |
|
1.000 |
0.6722 |
|
0.618 |
0.6701 |
|
HIGH |
0.6668 |
|
0.618 |
0.6647 |
|
0.500 |
0.6641 |
|
0.382 |
0.6635 |
|
LOW |
0.6614 |
|
0.618 |
0.6581 |
|
1.000 |
0.6560 |
|
1.618 |
0.6527 |
|
2.618 |
0.6473 |
|
4.250 |
0.6385 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6641 |
0.6648 |
| PP |
0.6633 |
0.6638 |
| S1 |
0.6625 |
0.6628 |
|