CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 26-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6551 |
0.6511 |
-0.0040 |
-0.6% |
0.6658 |
High |
0.6551 |
0.6549 |
-0.0002 |
0.0% |
0.6674 |
Low |
0.6504 |
0.6496 |
-0.0008 |
-0.1% |
0.6496 |
Close |
0.6509 |
0.6525 |
0.0016 |
0.2% |
0.6525 |
Range |
0.0047 |
0.0053 |
0.0007 |
14.0% |
0.0178 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
87,286 |
84,398 |
-2,888 |
-3.3% |
387,680 |
|
Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6682 |
0.6657 |
0.6554 |
|
R3 |
0.6629 |
0.6604 |
0.6540 |
|
R2 |
0.6576 |
0.6576 |
0.6535 |
|
R1 |
0.6551 |
0.6551 |
0.6530 |
0.6564 |
PP |
0.6523 |
0.6523 |
0.6523 |
0.6530 |
S1 |
0.6498 |
0.6498 |
0.6520 |
0.6511 |
S2 |
0.6470 |
0.6470 |
0.6515 |
|
S3 |
0.6417 |
0.6445 |
0.6510 |
|
S4 |
0.6364 |
0.6392 |
0.6496 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7099 |
0.6990 |
0.6623 |
|
R3 |
0.6921 |
0.6812 |
0.6574 |
|
R2 |
0.6743 |
0.6743 |
0.6558 |
|
R1 |
0.6634 |
0.6634 |
0.6541 |
0.6600 |
PP |
0.6565 |
0.6565 |
0.6565 |
0.6548 |
S1 |
0.6456 |
0.6456 |
0.6509 |
0.6422 |
S2 |
0.6387 |
0.6387 |
0.6492 |
|
S3 |
0.6209 |
0.6278 |
0.6476 |
|
S4 |
0.6031 |
0.6100 |
0.6427 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6674 |
0.6496 |
0.0178 |
2.7% |
0.0056 |
0.9% |
16% |
False |
True |
77,536 |
10 |
0.6719 |
0.6496 |
0.0223 |
3.4% |
0.0057 |
0.9% |
13% |
False |
True |
74,221 |
20 |
0.6828 |
0.6496 |
0.0332 |
5.1% |
0.0064 |
1.0% |
9% |
False |
True |
80,947 |
40 |
0.6828 |
0.6496 |
0.0332 |
5.1% |
0.0068 |
1.0% |
9% |
False |
True |
77,014 |
60 |
0.6828 |
0.6496 |
0.0332 |
5.1% |
0.0070 |
1.1% |
9% |
False |
True |
81,650 |
80 |
0.7193 |
0.6496 |
0.0697 |
10.7% |
0.0073 |
1.1% |
4% |
False |
True |
61,388 |
100 |
0.7193 |
0.6496 |
0.0697 |
10.7% |
0.0073 |
1.1% |
4% |
False |
True |
49,123 |
120 |
0.7193 |
0.6496 |
0.0697 |
10.7% |
0.0071 |
1.1% |
4% |
False |
True |
40,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6774 |
2.618 |
0.6688 |
1.618 |
0.6635 |
1.000 |
0.6602 |
0.618 |
0.6582 |
HIGH |
0.6549 |
0.618 |
0.6529 |
0.500 |
0.6523 |
0.382 |
0.6516 |
LOW |
0.6496 |
0.618 |
0.6463 |
1.000 |
0.6443 |
1.618 |
0.6410 |
2.618 |
0.6357 |
4.250 |
0.6271 |
|
|
Fisher Pivots for day following 26-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6524 |
0.6559 |
PP |
0.6523 |
0.6547 |
S1 |
0.6523 |
0.6536 |
|