CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 09-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6656 |
0.6717 |
0.0061 |
0.9% |
0.6606 |
High |
0.6720 |
0.6753 |
0.0033 |
0.5% |
0.6753 |
Low |
0.6654 |
0.6695 |
0.0041 |
0.6% |
0.6583 |
Close |
0.6717 |
0.6741 |
0.0025 |
0.4% |
0.6741 |
Range |
0.0066 |
0.0058 |
-0.0008 |
-11.5% |
0.0170 |
ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
67,270 |
97,817 |
30,547 |
45.4% |
447,631 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6903 |
0.6880 |
0.6773 |
|
R3 |
0.6845 |
0.6822 |
0.6757 |
|
R2 |
0.6787 |
0.6787 |
0.6752 |
|
R1 |
0.6764 |
0.6764 |
0.6746 |
0.6776 |
PP |
0.6729 |
0.6729 |
0.6729 |
0.6735 |
S1 |
0.6706 |
0.6706 |
0.6736 |
0.6718 |
S2 |
0.6671 |
0.6671 |
0.6730 |
|
S3 |
0.6613 |
0.6648 |
0.6725 |
|
S4 |
0.6555 |
0.6590 |
0.6709 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7201 |
0.7140 |
0.6834 |
|
R3 |
0.7031 |
0.6971 |
0.6788 |
|
R2 |
0.6862 |
0.6862 |
0.6772 |
|
R1 |
0.6801 |
0.6801 |
0.6757 |
0.6832 |
PP |
0.6692 |
0.6692 |
0.6692 |
0.6707 |
S1 |
0.6632 |
0.6632 |
0.6725 |
0.6662 |
S2 |
0.6523 |
0.6523 |
0.6710 |
|
S3 |
0.6353 |
0.6462 |
0.6694 |
|
S4 |
0.6184 |
0.6293 |
0.6648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6753 |
0.6583 |
0.0170 |
2.5% |
0.0067 |
1.0% |
93% |
True |
False |
89,526 |
10 |
0.6753 |
0.6463 |
0.0290 |
4.3% |
0.0069 |
1.0% |
96% |
True |
False |
92,644 |
20 |
0.6753 |
0.6463 |
0.0290 |
4.3% |
0.0064 |
0.9% |
96% |
True |
False |
83,755 |
40 |
0.6828 |
0.6463 |
0.0365 |
5.4% |
0.0065 |
1.0% |
76% |
False |
False |
80,942 |
60 |
0.6828 |
0.6463 |
0.0365 |
5.4% |
0.0068 |
1.0% |
76% |
False |
False |
81,053 |
80 |
0.7012 |
0.6463 |
0.0549 |
8.1% |
0.0071 |
1.1% |
51% |
False |
False |
71,895 |
100 |
0.7193 |
0.6463 |
0.0730 |
10.8% |
0.0071 |
1.1% |
38% |
False |
False |
57,540 |
120 |
0.7193 |
0.6463 |
0.0730 |
10.8% |
0.0072 |
1.1% |
38% |
False |
False |
47,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6999 |
2.618 |
0.6904 |
1.618 |
0.6846 |
1.000 |
0.6811 |
0.618 |
0.6788 |
HIGH |
0.6753 |
0.618 |
0.6730 |
0.500 |
0.6724 |
0.382 |
0.6717 |
LOW |
0.6695 |
0.618 |
0.6659 |
1.000 |
0.6637 |
1.618 |
0.6601 |
2.618 |
0.6543 |
4.250 |
0.6448 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6735 |
0.6727 |
PP |
0.6729 |
0.6713 |
S1 |
0.6724 |
0.6699 |
|