CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6766 |
0.6797 |
0.0031 |
0.5% |
0.6606 |
| High |
0.6837 |
0.6893 |
0.0056 |
0.8% |
0.6753 |
| Low |
0.6756 |
0.6768 |
0.0012 |
0.2% |
0.6583 |
| Close |
0.6806 |
0.6892 |
0.0086 |
1.3% |
0.6741 |
| Range |
0.0081 |
0.0126 |
0.0045 |
54.9% |
0.0170 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.4% |
0.0000 |
| Volume |
174,925 |
36,541 |
-138,384 |
-79.1% |
447,631 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7227 |
0.7185 |
0.6961 |
|
| R3 |
0.7102 |
0.7060 |
0.6927 |
|
| R2 |
0.6976 |
0.6976 |
0.6915 |
|
| R1 |
0.6934 |
0.6934 |
0.6904 |
0.6955 |
| PP |
0.6851 |
0.6851 |
0.6851 |
0.6861 |
| S1 |
0.6809 |
0.6809 |
0.6880 |
0.6830 |
| S2 |
0.6725 |
0.6725 |
0.6869 |
|
| S3 |
0.6600 |
0.6683 |
0.6857 |
|
| S4 |
0.6474 |
0.6558 |
0.6823 |
|
|
| 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 |
0.6893 |
0.6695 |
0.0199 |
2.9% |
0.0075 |
1.1% |
99% |
True |
False |
105,672 |
| 10 |
0.6893 |
0.6575 |
0.0318 |
4.6% |
0.0072 |
1.0% |
100% |
True |
False |
98,338 |
| 20 |
0.6893 |
0.6463 |
0.0430 |
6.2% |
0.0068 |
1.0% |
100% |
True |
False |
90,501 |
| 40 |
0.6893 |
0.6463 |
0.0430 |
6.2% |
0.0067 |
1.0% |
100% |
True |
False |
85,018 |
| 60 |
0.6893 |
0.6463 |
0.0430 |
6.2% |
0.0069 |
1.0% |
100% |
True |
False |
81,648 |
| 80 |
0.6893 |
0.6463 |
0.0430 |
6.2% |
0.0070 |
1.0% |
100% |
True |
False |
77,261 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
10.6% |
0.0071 |
1.0% |
59% |
False |
False |
61,842 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
10.6% |
0.0073 |
1.1% |
59% |
False |
False |
51,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7426 |
|
2.618 |
0.7222 |
|
1.618 |
0.7096 |
|
1.000 |
0.7019 |
|
0.618 |
0.6971 |
|
HIGH |
0.6893 |
|
0.618 |
0.6845 |
|
0.500 |
0.6830 |
|
0.382 |
0.6815 |
|
LOW |
0.6768 |
|
0.618 |
0.6690 |
|
1.000 |
0.6642 |
|
1.618 |
0.6564 |
|
2.618 |
0.6439 |
|
4.250 |
0.6234 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6871 |
0.6867 |
| PP |
0.6851 |
0.6842 |
| S1 |
0.6830 |
0.6816 |
|