CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6674 |
0.6656 |
-0.0018 |
-0.3% |
0.6526 |
| High |
0.6720 |
0.6720 |
-0.0001 |
0.0% |
0.6642 |
| Low |
0.6645 |
0.6654 |
0.0010 |
0.1% |
0.6463 |
| Close |
0.6658 |
0.6717 |
0.0059 |
0.9% |
0.6616 |
| Range |
0.0076 |
0.0066 |
-0.0010 |
-13.2% |
0.0179 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
92,641 |
67,270 |
-25,371 |
-27.4% |
394,417 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6893 |
0.6870 |
0.6753 |
|
| R3 |
0.6828 |
0.6805 |
0.6735 |
|
| R2 |
0.6762 |
0.6762 |
0.6729 |
|
| R1 |
0.6739 |
0.6739 |
0.6723 |
0.6751 |
| PP |
0.6697 |
0.6697 |
0.6697 |
0.6702 |
| S1 |
0.6674 |
0.6674 |
0.6710 |
0.6685 |
| S2 |
0.6631 |
0.6631 |
0.6704 |
|
| S3 |
0.6566 |
0.6608 |
0.6698 |
|
| S4 |
0.6500 |
0.6543 |
0.6680 |
|
|
| 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 |
0.6575 |
0.0145 |
2.2% |
0.0068 |
1.0% |
98% |
False |
False |
91,004 |
| 10 |
0.6720 |
0.6463 |
0.0257 |
3.8% |
0.0068 |
1.0% |
99% |
False |
False |
91,591 |
| 20 |
0.6806 |
0.6463 |
0.0343 |
5.1% |
0.0066 |
1.0% |
74% |
False |
False |
84,249 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.4% |
0.0066 |
1.0% |
69% |
False |
False |
80,497 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.4% |
0.0069 |
1.0% |
69% |
False |
False |
81,708 |
| 80 |
0.7050 |
0.6463 |
0.0587 |
8.7% |
0.0071 |
1.1% |
43% |
False |
False |
70,674 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
10.9% |
0.0071 |
1.1% |
35% |
False |
False |
56,562 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
10.9% |
0.0072 |
1.1% |
35% |
False |
False |
47,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6998 |
|
2.618 |
0.6891 |
|
1.618 |
0.6825 |
|
1.000 |
0.6785 |
|
0.618 |
0.6760 |
|
HIGH |
0.6720 |
|
0.618 |
0.6694 |
|
0.500 |
0.6687 |
|
0.382 |
0.6679 |
|
LOW |
0.6654 |
|
0.618 |
0.6614 |
|
1.000 |
0.6589 |
|
1.618 |
0.6548 |
|
2.618 |
0.6483 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6707 |
0.6700 |
| PP |
0.6697 |
0.6683 |
| S1 |
0.6687 |
0.6667 |
|