CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6797 |
0.6882 |
0.0086 |
1.3% |
0.6744 |
| High |
0.6893 |
0.6900 |
0.0007 |
0.1% |
0.6900 |
| Low |
0.6768 |
0.6863 |
0.0095 |
1.4% |
0.6734 |
| Close |
0.6892 |
0.6864 |
-0.0029 |
-0.4% |
0.6864 |
| Range |
0.0126 |
0.0038 |
-0.0088 |
-70.1% |
0.0167 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
36,541 |
1,644 |
-34,897 |
-95.5% |
432,187 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6988 |
0.6963 |
0.6884 |
|
| R3 |
0.6950 |
0.6926 |
0.6874 |
|
| R2 |
0.6913 |
0.6913 |
0.6870 |
|
| R1 |
0.6888 |
0.6888 |
0.6867 |
0.6882 |
| PP |
0.6875 |
0.6875 |
0.6875 |
0.6872 |
| S1 |
0.6851 |
0.6851 |
0.6860 |
0.6844 |
| S2 |
0.6838 |
0.6838 |
0.6857 |
|
| S3 |
0.6800 |
0.6813 |
0.6853 |
|
| S4 |
0.6763 |
0.6776 |
0.6843 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7332 |
0.7264 |
0.6955 |
|
| R3 |
0.7165 |
0.7098 |
0.6909 |
|
| R2 |
0.6999 |
0.6999 |
0.6894 |
|
| R1 |
0.6931 |
0.6931 |
0.6879 |
0.6965 |
| PP |
0.6832 |
0.6832 |
0.6832 |
0.6849 |
| S1 |
0.6765 |
0.6765 |
0.6848 |
0.6799 |
| S2 |
0.6666 |
0.6666 |
0.6833 |
|
| S3 |
0.6499 |
0.6598 |
0.6818 |
|
| S4 |
0.6333 |
0.6432 |
0.6772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6900 |
0.6734 |
0.0167 |
2.4% |
0.0071 |
1.0% |
78% |
True |
False |
86,437 |
| 10 |
0.6900 |
0.6583 |
0.0317 |
4.6% |
0.0069 |
1.0% |
88% |
True |
False |
87,981 |
| 20 |
0.6900 |
0.6463 |
0.0437 |
6.4% |
0.0066 |
1.0% |
92% |
True |
False |
86,870 |
| 40 |
0.6900 |
0.6463 |
0.0437 |
6.4% |
0.0066 |
1.0% |
92% |
True |
False |
83,213 |
| 60 |
0.6900 |
0.6463 |
0.0437 |
6.4% |
0.0068 |
1.0% |
92% |
True |
False |
80,053 |
| 80 |
0.6900 |
0.6463 |
0.0437 |
6.4% |
0.0070 |
1.0% |
92% |
True |
False |
77,280 |
| 100 |
0.7193 |
0.6463 |
0.0730 |
10.6% |
0.0071 |
1.0% |
55% |
False |
False |
61,858 |
| 120 |
0.7193 |
0.6463 |
0.0730 |
10.6% |
0.0072 |
1.1% |
55% |
False |
False |
51,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7059 |
|
2.618 |
0.6998 |
|
1.618 |
0.6961 |
|
1.000 |
0.6938 |
|
0.618 |
0.6923 |
|
HIGH |
0.6900 |
|
0.618 |
0.6886 |
|
0.500 |
0.6881 |
|
0.382 |
0.6877 |
|
LOW |
0.6863 |
|
0.618 |
0.6839 |
|
1.000 |
0.6825 |
|
1.618 |
0.6802 |
|
2.618 |
0.6764 |
|
4.250 |
0.6703 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6881 |
0.6852 |
| PP |
0.6875 |
0.6840 |
| S1 |
0.6869 |
0.6828 |
|