CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6658 |
0.6617 |
-0.0042 |
-0.6% |
0.6656 |
| High |
0.6668 |
0.6621 |
-0.0047 |
-0.7% |
0.6719 |
| Low |
0.6614 |
0.6536 |
-0.0079 |
-1.2% |
0.6612 |
| Close |
0.6618 |
0.6542 |
-0.0076 |
-1.1% |
0.6659 |
| Range |
0.0054 |
0.0086 |
0.0032 |
58.3% |
0.0107 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.4% |
0.0000 |
| Volume |
63,552 |
104,720 |
41,168 |
64.8% |
354,536 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6823 |
0.6768 |
0.6589 |
|
| R3 |
0.6737 |
0.6682 |
0.6565 |
|
| R2 |
0.6652 |
0.6652 |
0.6557 |
|
| R1 |
0.6597 |
0.6597 |
0.6549 |
0.6581 |
| PP |
0.6566 |
0.6566 |
0.6566 |
0.6558 |
| S1 |
0.6511 |
0.6511 |
0.6534 |
0.6496 |
| S2 |
0.6481 |
0.6481 |
0.6526 |
|
| S3 |
0.6395 |
0.6426 |
0.6518 |
|
| S4 |
0.6310 |
0.6340 |
0.6494 |
|
|
| 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 |
0.6536 |
0.0147 |
2.2% |
0.0060 |
0.9% |
4% |
False |
True |
73,150 |
| 10 |
0.6806 |
0.6536 |
0.0270 |
4.1% |
0.0065 |
1.0% |
2% |
False |
True |
76,908 |
| 20 |
0.6828 |
0.6536 |
0.0293 |
4.5% |
0.0065 |
1.0% |
2% |
False |
True |
79,558 |
| 40 |
0.6828 |
0.6536 |
0.0293 |
4.5% |
0.0068 |
1.0% |
2% |
False |
True |
76,188 |
| 60 |
0.6828 |
0.6536 |
0.0293 |
4.5% |
0.0071 |
1.1% |
2% |
False |
True |
78,890 |
| 80 |
0.7193 |
0.6536 |
0.0658 |
10.1% |
0.0073 |
1.1% |
1% |
False |
True |
59,243 |
| 100 |
0.7193 |
0.6536 |
0.0658 |
10.1% |
0.0074 |
1.1% |
1% |
False |
True |
47,407 |
| 120 |
0.7193 |
0.6536 |
0.0658 |
10.1% |
0.0071 |
1.1% |
1% |
False |
True |
39,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6984 |
|
2.618 |
0.6845 |
|
1.618 |
0.6759 |
|
1.000 |
0.6707 |
|
0.618 |
0.6674 |
|
HIGH |
0.6621 |
|
0.618 |
0.6588 |
|
0.500 |
0.6578 |
|
0.382 |
0.6568 |
|
LOW |
0.6536 |
|
0.618 |
0.6483 |
|
1.000 |
0.6450 |
|
1.618 |
0.6397 |
|
2.618 |
0.6312 |
|
4.250 |
0.6172 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6578 |
0.6605 |
| PP |
0.6566 |
0.6584 |
| S1 |
0.6554 |
0.6563 |
|