CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6751 |
0.6766 |
0.0015 |
0.2% |
0.6606 |
High |
0.6809 |
0.6837 |
0.0029 |
0.4% |
0.6753 |
Low |
0.6740 |
0.6756 |
0.0017 |
0.2% |
0.6583 |
Close |
0.6764 |
0.6806 |
0.0042 |
0.6% |
0.6741 |
Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0170 |
ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
Volume |
122,151 |
174,925 |
52,774 |
43.2% |
447,631 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7043 |
0.7005 |
0.6851 |
|
R3 |
0.6962 |
0.6924 |
0.6828 |
|
R2 |
0.6881 |
0.6881 |
0.6821 |
|
R1 |
0.6843 |
0.6843 |
0.6813 |
0.6862 |
PP |
0.6800 |
0.6800 |
0.6800 |
0.6809 |
S1 |
0.6762 |
0.6762 |
0.6799 |
0.6781 |
S2 |
0.6719 |
0.6719 |
0.6791 |
|
S3 |
0.6638 |
0.6681 |
0.6784 |
|
S4 |
0.6557 |
0.6600 |
0.6761 |
|
|
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 |
0.6837 |
0.6654 |
0.0183 |
2.7% |
0.0063 |
0.9% |
83% |
True |
False |
111,817 |
10 |
0.6837 |
0.6488 |
0.0349 |
5.1% |
0.0069 |
1.0% |
91% |
True |
False |
103,674 |
20 |
0.6837 |
0.6463 |
0.0374 |
5.5% |
0.0064 |
0.9% |
92% |
True |
False |
92,129 |
40 |
0.6837 |
0.6463 |
0.0374 |
5.5% |
0.0065 |
1.0% |
92% |
True |
False |
85,499 |
60 |
0.6837 |
0.6463 |
0.0374 |
5.5% |
0.0068 |
1.0% |
92% |
True |
False |
82,223 |
80 |
0.6948 |
0.6463 |
0.0485 |
7.1% |
0.0070 |
1.0% |
71% |
False |
False |
76,808 |
100 |
0.7193 |
0.6463 |
0.0730 |
10.7% |
0.0071 |
1.0% |
47% |
False |
False |
61,477 |
120 |
0.7193 |
0.6463 |
0.0730 |
10.7% |
0.0072 |
1.1% |
47% |
False |
False |
51,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7181 |
2.618 |
0.7049 |
1.618 |
0.6968 |
1.000 |
0.6918 |
0.618 |
0.6887 |
HIGH |
0.6837 |
0.618 |
0.6806 |
0.500 |
0.6797 |
0.382 |
0.6787 |
LOW |
0.6756 |
0.618 |
0.6706 |
1.000 |
0.6675 |
1.618 |
0.6625 |
2.618 |
0.6544 |
4.250 |
0.6412 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6803 |
0.6799 |
PP |
0.6800 |
0.6792 |
S1 |
0.6797 |
0.6785 |
|