CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6577 |
0.6606 |
0.0030 |
0.4% |
0.6526 |
| High |
0.6642 |
0.6641 |
-0.0002 |
0.0% |
0.6642 |
| Low |
0.6575 |
0.6583 |
0.0008 |
0.1% |
0.6463 |
| Close |
0.6616 |
0.6620 |
0.0005 |
0.1% |
0.6616 |
| Range |
0.0067 |
0.0058 |
-0.0010 |
-14.2% |
0.0179 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
105,206 |
76,286 |
-28,920 |
-27.5% |
394,417 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6787 |
0.6761 |
0.6652 |
|
| R3 |
0.6730 |
0.6704 |
0.6636 |
|
| R2 |
0.6672 |
0.6672 |
0.6631 |
|
| R1 |
0.6646 |
0.6646 |
0.6625 |
0.6659 |
| PP |
0.6615 |
0.6615 |
0.6615 |
0.6621 |
| S1 |
0.6589 |
0.6589 |
0.6615 |
0.6602 |
| S2 |
0.6557 |
0.6557 |
0.6609 |
|
| S3 |
0.6500 |
0.6531 |
0.6604 |
|
| S4 |
0.6442 |
0.6474 |
0.6588 |
|
|
| 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% |
0.0072 |
1.1% |
88% |
False |
False |
94,140 |
| 10 |
0.6674 |
0.6463 |
0.0211 |
3.2% |
0.0064 |
1.0% |
74% |
False |
False |
85,838 |
| 20 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0065 |
1.0% |
43% |
False |
False |
83,752 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0065 |
1.0% |
43% |
False |
False |
77,692 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0070 |
1.1% |
43% |
False |
False |
84,325 |
| 80 |
0.7050 |
0.6463 |
0.0587 |
8.9% |
0.0071 |
1.1% |
27% |
False |
False |
67,262 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
11.0% |
0.0071 |
1.1% |
22% |
False |
False |
53,829 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
11.0% |
0.0072 |
1.1% |
22% |
False |
False |
44,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6885 |
|
2.618 |
0.6791 |
|
1.618 |
0.6734 |
|
1.000 |
0.6698 |
|
0.618 |
0.6676 |
|
HIGH |
0.6641 |
|
0.618 |
0.6619 |
|
0.500 |
0.6612 |
|
0.382 |
0.6605 |
|
LOW |
0.6583 |
|
0.618 |
0.6547 |
|
1.000 |
0.6526 |
|
1.618 |
0.6490 |
|
2.618 |
0.6432 |
|
4.250 |
0.6339 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6617 |
0.6602 |
| PP |
0.6615 |
0.6583 |
| S1 |
0.6612 |
0.6565 |
|