CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6523 |
0.6508 |
-0.0016 |
-0.2% |
0.6658 |
High |
0.6545 |
0.6586 |
0.0041 |
0.6% |
0.6674 |
Low |
0.6463 |
0.6488 |
0.0025 |
0.4% |
0.6496 |
Close |
0.6498 |
0.6577 |
0.0080 |
1.2% |
0.6525 |
Range |
0.0082 |
0.0098 |
0.0016 |
19.6% |
0.0178 |
ATR |
0.0064 |
0.0067 |
0.0002 |
3.7% |
0.0000 |
Volume |
100,098 |
89,904 |
-10,194 |
-10.2% |
387,680 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6843 |
0.6807 |
0.6631 |
|
R3 |
0.6745 |
0.6710 |
0.6604 |
|
R2 |
0.6648 |
0.6648 |
0.6595 |
|
R1 |
0.6612 |
0.6612 |
0.6586 |
0.6630 |
PP |
0.6550 |
0.6550 |
0.6550 |
0.6559 |
S1 |
0.6515 |
0.6515 |
0.6568 |
0.6533 |
S2 |
0.6453 |
0.6453 |
0.6559 |
|
S3 |
0.6355 |
0.6417 |
0.6550 |
|
S4 |
0.6258 |
0.6320 |
0.6523 |
|
|
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 |
0.6586 |
0.6463 |
0.0123 |
1.9% |
0.0067 |
1.0% |
93% |
True |
False |
92,179 |
10 |
0.6683 |
0.6463 |
0.0220 |
3.3% |
0.0064 |
1.0% |
52% |
False |
False |
82,664 |
20 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0065 |
1.0% |
31% |
False |
False |
84,030 |
40 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0067 |
1.0% |
31% |
False |
False |
76,813 |
60 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0070 |
1.1% |
31% |
False |
False |
84,868 |
80 |
0.7050 |
0.6463 |
0.0587 |
8.9% |
0.0072 |
1.1% |
19% |
False |
False |
64,998 |
100 |
0.7193 |
0.6463 |
0.0730 |
11.1% |
0.0071 |
1.1% |
16% |
False |
False |
52,014 |
120 |
0.7193 |
0.6463 |
0.0730 |
11.1% |
0.0072 |
1.1% |
16% |
False |
False |
43,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7000 |
2.618 |
0.6841 |
1.618 |
0.6743 |
1.000 |
0.6683 |
0.618 |
0.6646 |
HIGH |
0.6586 |
0.618 |
0.6548 |
0.500 |
0.6537 |
0.382 |
0.6525 |
LOW |
0.6488 |
0.618 |
0.6428 |
1.000 |
0.6391 |
1.618 |
0.6330 |
2.618 |
0.6233 |
4.250 |
0.6074 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6564 |
0.6559 |
PP |
0.6550 |
0.6542 |
S1 |
0.6537 |
0.6524 |
|