CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6606 |
0.6620 |
0.0014 |
0.2% |
0.6526 |
| High |
0.6641 |
0.6690 |
0.0049 |
0.7% |
0.6642 |
| Low |
0.6583 |
0.6613 |
0.0030 |
0.5% |
0.6463 |
| Close |
0.6620 |
0.6677 |
0.0057 |
0.9% |
0.6616 |
| Range |
0.0058 |
0.0077 |
0.0019 |
33.0% |
0.0179 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.1% |
0.0000 |
| Volume |
76,286 |
113,617 |
37,331 |
48.9% |
394,417 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6859 |
0.6719 |
|
| R3 |
0.6813 |
0.6783 |
0.6698 |
|
| R2 |
0.6736 |
0.6736 |
0.6691 |
|
| R1 |
0.6706 |
0.6706 |
0.6684 |
0.6721 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6667 |
| S1 |
0.6630 |
0.6630 |
0.6669 |
0.6645 |
| S2 |
0.6583 |
0.6583 |
0.6662 |
|
| S3 |
0.6507 |
0.6553 |
0.6655 |
|
| S4 |
0.6430 |
0.6477 |
0.6634 |
|
|
| 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 |
0.6690 |
0.6463 |
0.0227 |
3.4% |
0.0076 |
1.1% |
94% |
True |
False |
97,022 |
| 10 |
0.6690 |
0.6463 |
0.0227 |
3.4% |
0.0068 |
1.0% |
94% |
True |
False |
92,427 |
| 20 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0065 |
1.0% |
58% |
False |
False |
85,123 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0066 |
1.0% |
58% |
False |
False |
79,551 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0070 |
1.0% |
58% |
False |
False |
83,637 |
| 80 |
0.7050 |
0.6463 |
0.0587 |
8.8% |
0.0071 |
1.1% |
36% |
False |
False |
68,680 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
10.9% |
0.0072 |
1.1% |
29% |
False |
False |
54,964 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
10.9% |
0.0072 |
1.1% |
29% |
False |
False |
45,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7015 |
|
2.618 |
0.6890 |
|
1.618 |
0.6813 |
|
1.000 |
0.6766 |
|
0.618 |
0.6737 |
|
HIGH |
0.6690 |
|
0.618 |
0.6660 |
|
0.500 |
0.6651 |
|
0.382 |
0.6642 |
|
LOW |
0.6613 |
|
0.618 |
0.6566 |
|
1.000 |
0.6537 |
|
1.618 |
0.6489 |
|
2.618 |
0.6413 |
|
4.250 |
0.6288 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6662 |
| PP |
0.6660 |
0.6647 |
| S1 |
0.6651 |
0.6632 |
|