CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6508 |
0.6577 |
0.0069 |
1.1% |
0.6526 |
| High |
0.6586 |
0.6642 |
0.0057 |
0.9% |
0.6642 |
| Low |
0.6488 |
0.6575 |
0.0087 |
1.3% |
0.6463 |
| Close |
0.6577 |
0.6616 |
0.0039 |
0.6% |
0.6616 |
| Range |
0.0098 |
0.0067 |
-0.0031 |
-31.3% |
0.0179 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
| Volume |
89,904 |
105,206 |
15,302 |
17.0% |
394,417 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6812 |
0.6781 |
0.6652 |
|
| R3 |
0.6745 |
0.6714 |
0.6634 |
|
| R2 |
0.6678 |
0.6678 |
0.6628 |
|
| R1 |
0.6647 |
0.6647 |
0.6622 |
0.6662 |
| PP |
0.6611 |
0.6611 |
0.6611 |
0.6619 |
| S1 |
0.6580 |
0.6580 |
0.6609 |
0.6595 |
| S2 |
0.6544 |
0.6544 |
0.6603 |
|
| S3 |
0.6477 |
0.6513 |
0.6597 |
|
| S4 |
0.6410 |
0.6446 |
0.6579 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7111 |
0.7042 |
0.6714 |
|
| R3 |
0.6932 |
0.6863 |
0.6665 |
|
| R2 |
0.6753 |
0.6753 |
0.6648 |
|
| R1 |
0.6684 |
0.6684 |
0.6632 |
0.6718 |
| PP |
0.6574 |
0.6574 |
0.6574 |
0.6591 |
| S1 |
0.6505 |
0.6505 |
0.6599 |
0.6539 |
| S2 |
0.6395 |
0.6395 |
0.6583 |
|
| S3 |
0.6216 |
0.6326 |
0.6566 |
|
| S4 |
0.6037 |
0.6147 |
0.6517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6642 |
0.6463 |
0.0179 |
2.7% |
0.0071 |
1.1% |
85% |
True |
False |
95,763 |
| 10 |
0.6683 |
0.6463 |
0.0220 |
3.3% |
0.0064 |
1.0% |
69% |
False |
False |
85,758 |
| 20 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0065 |
1.0% |
42% |
False |
False |
84,651 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0066 |
1.0% |
42% |
False |
False |
77,207 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0070 |
1.1% |
42% |
False |
False |
84,397 |
| 80 |
0.7050 |
0.6463 |
0.0587 |
8.9% |
0.0071 |
1.1% |
26% |
False |
False |
66,309 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
11.0% |
0.0071 |
1.1% |
21% |
False |
False |
53,066 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
11.0% |
0.0072 |
1.1% |
21% |
False |
False |
44,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6927 |
|
2.618 |
0.6817 |
|
1.618 |
0.6750 |
|
1.000 |
0.6709 |
|
0.618 |
0.6683 |
|
HIGH |
0.6642 |
|
0.618 |
0.6616 |
|
0.500 |
0.6609 |
|
0.382 |
0.6601 |
|
LOW |
0.6575 |
|
0.618 |
0.6534 |
|
1.000 |
0.6508 |
|
1.618 |
0.6467 |
|
2.618 |
0.6400 |
|
4.250 |
0.6290 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6613 |
0.6595 |
| PP |
0.6611 |
0.6574 |
| S1 |
0.6609 |
0.6553 |
|