CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6511 |
0.6526 |
0.0015 |
0.2% |
0.6658 |
High |
0.6549 |
0.6564 |
0.0015 |
0.2% |
0.6674 |
Low |
0.6496 |
0.6507 |
0.0011 |
0.2% |
0.6496 |
Close |
0.6525 |
0.6516 |
-0.0009 |
-0.1% |
0.6525 |
Range |
0.0053 |
0.0057 |
0.0004 |
7.5% |
0.0178 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
Volume |
84,398 |
99,209 |
14,811 |
17.5% |
387,680 |
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6700 |
0.6665 |
0.6547 |
|
R3 |
0.6643 |
0.6608 |
0.6532 |
|
R2 |
0.6586 |
0.6586 |
0.6526 |
|
R1 |
0.6551 |
0.6551 |
0.6521 |
0.6540 |
PP |
0.6529 |
0.6529 |
0.6529 |
0.6524 |
S1 |
0.6494 |
0.6494 |
0.6511 |
0.6483 |
S2 |
0.6472 |
0.6472 |
0.6506 |
|
S3 |
0.6415 |
0.6437 |
0.6500 |
|
S4 |
0.6358 |
0.6380 |
0.6485 |
|
|
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 |
0.6668 |
0.6496 |
0.0172 |
2.6% |
0.0059 |
0.9% |
12% |
False |
False |
87,833 |
10 |
0.6719 |
0.6496 |
0.0223 |
3.4% |
0.0056 |
0.9% |
9% |
False |
False |
76,914 |
20 |
0.6828 |
0.6496 |
0.0332 |
5.1% |
0.0064 |
1.0% |
6% |
False |
False |
83,030 |
40 |
0.6828 |
0.6496 |
0.0332 |
5.1% |
0.0067 |
1.0% |
6% |
False |
False |
77,495 |
60 |
0.6828 |
0.6496 |
0.0332 |
5.1% |
0.0070 |
1.1% |
6% |
False |
False |
83,199 |
80 |
0.7114 |
0.6496 |
0.0618 |
9.5% |
0.0072 |
1.1% |
3% |
False |
False |
62,627 |
100 |
0.7193 |
0.6496 |
0.0697 |
10.7% |
0.0072 |
1.1% |
3% |
False |
False |
50,115 |
120 |
0.7193 |
0.6496 |
0.0697 |
10.7% |
0.0071 |
1.1% |
3% |
False |
False |
41,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6806 |
2.618 |
0.6713 |
1.618 |
0.6656 |
1.000 |
0.6621 |
0.618 |
0.6599 |
HIGH |
0.6564 |
0.618 |
0.6542 |
0.500 |
0.6536 |
0.382 |
0.6529 |
LOW |
0.6507 |
0.618 |
0.6472 |
1.000 |
0.6450 |
1.618 |
0.6415 |
2.618 |
0.6358 |
4.250 |
0.6265 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6536 |
0.6530 |
PP |
0.6529 |
0.6525 |
S1 |
0.6523 |
0.6521 |
|