CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6545 |
0.6532 |
-0.0013 |
-0.2% |
0.6684 |
| High |
0.6567 |
0.6606 |
0.0039 |
0.6% |
0.6689 |
| Low |
0.6487 |
0.6513 |
0.0026 |
0.4% |
0.6520 |
| Close |
0.6519 |
0.6598 |
0.0079 |
1.2% |
0.6549 |
| Range |
0.0080 |
0.0093 |
0.0014 |
17.0% |
0.0169 |
| ATR |
0.0058 |
0.0060 |
0.0003 |
4.4% |
0.0000 |
| Volume |
2,524 |
1,085 |
-1,439 |
-57.0% |
2,339 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6851 |
0.6817 |
0.6649 |
|
| R3 |
0.6758 |
0.6724 |
0.6623 |
|
| R2 |
0.6665 |
0.6665 |
0.6615 |
|
| R1 |
0.6631 |
0.6631 |
0.6606 |
0.6648 |
| PP |
0.6572 |
0.6572 |
0.6572 |
0.6580 |
| S1 |
0.6538 |
0.6538 |
0.6589 |
0.6555 |
| S2 |
0.6479 |
0.6479 |
0.6580 |
|
| S3 |
0.6386 |
0.6445 |
0.6572 |
|
| S4 |
0.6293 |
0.6352 |
0.6546 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7093 |
0.6990 |
0.6642 |
|
| R3 |
0.6924 |
0.6821 |
0.6595 |
|
| R2 |
0.6755 |
0.6755 |
0.6580 |
|
| R1 |
0.6652 |
0.6652 |
0.6564 |
0.6619 |
| PP |
0.6586 |
0.6586 |
0.6586 |
0.6570 |
| S1 |
0.6483 |
0.6483 |
0.6534 |
0.6450 |
| S2 |
0.6417 |
0.6417 |
0.6518 |
|
| S3 |
0.6248 |
0.6314 |
0.6503 |
|
| S4 |
0.6079 |
0.6145 |
0.6456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6606 |
0.6487 |
0.0119 |
1.8% |
0.0064 |
1.0% |
93% |
True |
False |
991 |
| 10 |
0.6703 |
0.6487 |
0.0216 |
3.3% |
0.0060 |
0.9% |
51% |
False |
False |
684 |
| 20 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0059 |
0.9% |
31% |
False |
False |
429 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0054 |
0.8% |
31% |
False |
False |
241 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0054 |
0.8% |
31% |
False |
False |
215 |
| 80 |
0.7054 |
0.6487 |
0.0567 |
8.6% |
0.0053 |
0.8% |
19% |
False |
False |
168 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.9% |
0.0049 |
0.7% |
15% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7001 |
|
2.618 |
0.6849 |
|
1.618 |
0.6756 |
|
1.000 |
0.6699 |
|
0.618 |
0.6663 |
|
HIGH |
0.6606 |
|
0.618 |
0.6570 |
|
0.500 |
0.6559 |
|
0.382 |
0.6548 |
|
LOW |
0.6513 |
|
0.618 |
0.6455 |
|
1.000 |
0.6420 |
|
1.618 |
0.6362 |
|
2.618 |
0.6269 |
|
4.250 |
0.6117 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6585 |
0.6580 |
| PP |
0.6572 |
0.6563 |
| S1 |
0.6559 |
0.6546 |
|