CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6526 |
0.6523 |
-0.0003 |
0.0% |
0.6658 |
| High |
0.6564 |
0.6545 |
-0.0020 |
-0.3% |
0.6674 |
| Low |
0.6507 |
0.6463 |
-0.0044 |
-0.7% |
0.6496 |
| Close |
0.6516 |
0.6498 |
-0.0019 |
-0.3% |
0.6525 |
| Range |
0.0057 |
0.0082 |
0.0025 |
43.0% |
0.0178 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
| Volume |
99,209 |
100,098 |
889 |
0.9% |
387,680 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6746 |
0.6703 |
0.6542 |
|
| R3 |
0.6665 |
0.6622 |
0.6520 |
|
| R2 |
0.6583 |
0.6583 |
0.6512 |
|
| R1 |
0.6540 |
0.6540 |
0.6505 |
0.6521 |
| PP |
0.6502 |
0.6502 |
0.6502 |
0.6492 |
| S1 |
0.6459 |
0.6459 |
0.6490 |
0.6440 |
| S2 |
0.6420 |
0.6420 |
0.6483 |
|
| S3 |
0.6339 |
0.6377 |
0.6475 |
|
| S4 |
0.6257 |
0.6296 |
0.6453 |
|
|
| 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 |
0.6621 |
0.6463 |
0.0158 |
2.4% |
0.0065 |
1.0% |
22% |
False |
True |
95,142 |
| 10 |
0.6683 |
0.6463 |
0.0220 |
3.4% |
0.0058 |
0.9% |
16% |
False |
True |
80,585 |
| 20 |
0.6828 |
0.6463 |
0.0365 |
5.6% |
0.0063 |
1.0% |
9% |
False |
True |
82,845 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.6% |
0.0066 |
1.0% |
9% |
False |
True |
77,087 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.6% |
0.0071 |
1.1% |
9% |
False |
True |
84,544 |
| 80 |
0.7050 |
0.6463 |
0.0587 |
9.0% |
0.0071 |
1.1% |
6% |
False |
True |
63,876 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
11.2% |
0.0072 |
1.1% |
5% |
False |
True |
51,116 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
11.2% |
0.0072 |
1.1% |
5% |
False |
True |
42,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6891 |
|
2.618 |
0.6758 |
|
1.618 |
0.6676 |
|
1.000 |
0.6626 |
|
0.618 |
0.6595 |
|
HIGH |
0.6545 |
|
0.618 |
0.6513 |
|
0.500 |
0.6504 |
|
0.382 |
0.6494 |
|
LOW |
0.6463 |
|
0.618 |
0.6413 |
|
1.000 |
0.6382 |
|
1.618 |
0.6331 |
|
2.618 |
0.6250 |
|
4.250 |
0.6117 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6504 |
0.6514 |
| PP |
0.6502 |
0.6508 |
| S1 |
0.6500 |
0.6503 |
|