CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6617 |
0.6551 |
-0.0066 |
-1.0% |
0.6656 |
| High |
0.6621 |
0.6551 |
-0.0071 |
-1.1% |
0.6719 |
| Low |
0.6536 |
0.6504 |
-0.0032 |
-0.5% |
0.6612 |
| Close |
0.6542 |
0.6509 |
-0.0033 |
-0.5% |
0.6659 |
| Range |
0.0086 |
0.0047 |
-0.0039 |
-45.6% |
0.0107 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
104,720 |
87,286 |
-17,434 |
-16.6% |
354,536 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6661 |
0.6631 |
0.6535 |
|
| R3 |
0.6614 |
0.6585 |
0.6522 |
|
| R2 |
0.6568 |
0.6568 |
0.6518 |
|
| R1 |
0.6538 |
0.6538 |
0.6513 |
0.6530 |
| PP |
0.6521 |
0.6521 |
0.6521 |
0.6517 |
| S1 |
0.6492 |
0.6492 |
0.6505 |
0.6483 |
| S2 |
0.6475 |
0.6475 |
0.6500 |
|
| S3 |
0.6428 |
0.6445 |
0.6496 |
|
| S4 |
0.6382 |
0.6399 |
0.6483 |
|
|
| 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 |
0.6504 |
0.0179 |
2.7% |
0.0057 |
0.9% |
3% |
False |
True |
75,754 |
| 10 |
0.6719 |
0.6504 |
0.0215 |
3.3% |
0.0059 |
0.9% |
2% |
False |
True |
74,866 |
| 20 |
0.6828 |
0.6504 |
0.0324 |
5.0% |
0.0065 |
1.0% |
2% |
False |
True |
80,689 |
| 40 |
0.6828 |
0.6504 |
0.0324 |
5.0% |
0.0068 |
1.0% |
2% |
False |
True |
76,460 |
| 60 |
0.6828 |
0.6504 |
0.0324 |
5.0% |
0.0070 |
1.1% |
2% |
False |
True |
80,302 |
| 80 |
0.7193 |
0.6504 |
0.0689 |
10.6% |
0.0073 |
1.1% |
1% |
False |
True |
60,333 |
| 100 |
0.7193 |
0.6504 |
0.0689 |
10.6% |
0.0074 |
1.1% |
1% |
False |
True |
48,279 |
| 120 |
0.7193 |
0.6504 |
0.0689 |
10.6% |
0.0072 |
1.1% |
1% |
False |
True |
40,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6748 |
|
2.618 |
0.6672 |
|
1.618 |
0.6626 |
|
1.000 |
0.6597 |
|
0.618 |
0.6579 |
|
HIGH |
0.6551 |
|
0.618 |
0.6533 |
|
0.500 |
0.6527 |
|
0.382 |
0.6522 |
|
LOW |
0.6504 |
|
0.618 |
0.6475 |
|
1.000 |
0.6458 |
|
1.618 |
0.6429 |
|
2.618 |
0.6382 |
|
4.250 |
0.6306 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6527 |
0.6586 |
| PP |
0.6521 |
0.6560 |
| S1 |
0.6515 |
0.6535 |
|