CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6620 |
0.6674 |
0.0054 |
0.8% |
0.6526 |
| High |
0.6690 |
0.6720 |
0.0031 |
0.5% |
0.6642 |
| Low |
0.6613 |
0.6645 |
0.0032 |
0.5% |
0.6463 |
| Close |
0.6677 |
0.6658 |
-0.0019 |
-0.3% |
0.6616 |
| Range |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0179 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
0.9% |
0.0000 |
| Volume |
113,617 |
92,641 |
-20,976 |
-18.5% |
394,417 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6901 |
0.6855 |
0.6699 |
|
| R3 |
0.6825 |
0.6779 |
0.6678 |
|
| R2 |
0.6750 |
0.6750 |
0.6671 |
|
| R1 |
0.6704 |
0.6704 |
0.6664 |
0.6689 |
| PP |
0.6674 |
0.6674 |
0.6674 |
0.6667 |
| S1 |
0.6628 |
0.6628 |
0.6651 |
0.6613 |
| S2 |
0.6599 |
0.6599 |
0.6644 |
|
| S3 |
0.6523 |
0.6553 |
0.6637 |
|
| S4 |
0.6448 |
0.6477 |
0.6616 |
|
|
| 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 |
0.6720 |
0.6488 |
0.0232 |
3.5% |
0.0075 |
1.1% |
73% |
True |
False |
95,530 |
| 10 |
0.6720 |
0.6463 |
0.0257 |
3.9% |
0.0070 |
1.0% |
76% |
True |
False |
95,336 |
| 20 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0067 |
1.0% |
53% |
False |
False |
85,882 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0067 |
1.0% |
53% |
False |
False |
80,471 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.5% |
0.0069 |
1.0% |
53% |
False |
False |
82,615 |
| 80 |
0.7050 |
0.6463 |
0.0587 |
8.8% |
0.0071 |
1.1% |
33% |
False |
False |
69,834 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
11.0% |
0.0072 |
1.1% |
27% |
False |
False |
55,890 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
11.0% |
0.0072 |
1.1% |
27% |
False |
False |
46,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7041 |
|
2.618 |
0.6918 |
|
1.618 |
0.6842 |
|
1.000 |
0.6796 |
|
0.618 |
0.6767 |
|
HIGH |
0.6720 |
|
0.618 |
0.6691 |
|
0.500 |
0.6682 |
|
0.382 |
0.6673 |
|
LOW |
0.6645 |
|
0.618 |
0.6598 |
|
1.000 |
0.6569 |
|
1.618 |
0.6522 |
|
2.618 |
0.6447 |
|
4.250 |
0.6324 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6682 |
0.6656 |
| PP |
0.6674 |
0.6654 |
| S1 |
0.6666 |
0.6652 |
|