CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6744 |
0.6751 |
0.0007 |
0.1% |
0.6606 |
| High |
0.6775 |
0.6809 |
0.0034 |
0.5% |
0.6753 |
| Low |
0.6734 |
0.6740 |
0.0006 |
0.1% |
0.6583 |
| Close |
0.6754 |
0.6764 |
0.0011 |
0.2% |
0.6741 |
| Range |
0.0042 |
0.0069 |
0.0028 |
66.3% |
0.0170 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
| Volume |
96,926 |
122,151 |
25,225 |
26.0% |
447,631 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6978 |
0.6940 |
0.6802 |
|
| R3 |
0.6909 |
0.6871 |
0.6783 |
|
| R2 |
0.6840 |
0.6840 |
0.6777 |
|
| R1 |
0.6802 |
0.6802 |
0.6770 |
0.6821 |
| PP |
0.6771 |
0.6771 |
0.6771 |
0.6780 |
| S1 |
0.6733 |
0.6733 |
0.6758 |
0.6752 |
| S2 |
0.6702 |
0.6702 |
0.6751 |
|
| S3 |
0.6633 |
0.6664 |
0.6745 |
|
| S4 |
0.6564 |
0.6595 |
0.6726 |
|
|
| 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 |
0.6809 |
0.6645 |
0.0164 |
2.4% |
0.0062 |
0.9% |
73% |
True |
False |
95,361 |
| 10 |
0.6809 |
0.6463 |
0.0346 |
5.1% |
0.0069 |
1.0% |
87% |
True |
False |
96,191 |
| 20 |
0.6809 |
0.6463 |
0.0346 |
5.1% |
0.0063 |
0.9% |
87% |
True |
False |
86,553 |
| 40 |
0.6828 |
0.6463 |
0.0365 |
5.4% |
0.0064 |
0.9% |
82% |
False |
False |
82,553 |
| 60 |
0.6828 |
0.6463 |
0.0365 |
5.4% |
0.0068 |
1.0% |
82% |
False |
False |
80,714 |
| 80 |
0.6948 |
0.6463 |
0.0485 |
7.2% |
0.0070 |
1.0% |
62% |
False |
False |
74,623 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
10.8% |
0.0071 |
1.0% |
41% |
False |
False |
59,728 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
10.8% |
0.0072 |
1.1% |
41% |
False |
False |
49,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7102 |
|
2.618 |
0.6989 |
|
1.618 |
0.6920 |
|
1.000 |
0.6878 |
|
0.618 |
0.6851 |
|
HIGH |
0.6809 |
|
0.618 |
0.6782 |
|
0.500 |
0.6774 |
|
0.382 |
0.6766 |
|
LOW |
0.6740 |
|
0.618 |
0.6697 |
|
1.000 |
0.6671 |
|
1.618 |
0.6628 |
|
2.618 |
0.6559 |
|
4.250 |
0.6446 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6774 |
0.6760 |
| PP |
0.6771 |
0.6756 |
| S1 |
0.6767 |
0.6752 |
|