CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6532 |
0.6596 |
0.0065 |
1.0% |
0.6552 |
| High |
0.6606 |
0.6664 |
0.0058 |
0.9% |
0.6664 |
| Low |
0.6513 |
0.6596 |
0.0084 |
1.3% |
0.6487 |
| Close |
0.6598 |
0.6637 |
0.0039 |
0.6% |
0.6637 |
| Range |
0.0093 |
0.0068 |
-0.0026 |
-27.4% |
0.0177 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,085 |
2,272 |
1,187 |
109.4% |
6,232 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6835 |
0.6803 |
0.6674 |
|
| R3 |
0.6767 |
0.6736 |
0.6655 |
|
| R2 |
0.6700 |
0.6700 |
0.6649 |
|
| R1 |
0.6668 |
0.6668 |
0.6643 |
0.6684 |
| PP |
0.6632 |
0.6632 |
0.6632 |
0.6640 |
| S1 |
0.6601 |
0.6601 |
0.6630 |
0.6616 |
| S2 |
0.6565 |
0.6565 |
0.6624 |
|
| S3 |
0.6497 |
0.6533 |
0.6618 |
|
| S4 |
0.6430 |
0.6466 |
0.6599 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7125 |
0.7057 |
0.6734 |
|
| R3 |
0.6949 |
0.6881 |
0.6685 |
|
| R2 |
0.6772 |
0.6772 |
0.6669 |
|
| R1 |
0.6704 |
0.6704 |
0.6653 |
0.6738 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6613 |
| S1 |
0.6528 |
0.6528 |
0.6620 |
0.6562 |
| S2 |
0.6419 |
0.6419 |
0.6604 |
|
| S3 |
0.6243 |
0.6351 |
0.6588 |
|
| S4 |
0.6066 |
0.6175 |
0.6539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6664 |
0.6487 |
0.0177 |
2.7% |
0.0069 |
1.0% |
85% |
True |
False |
1,341 |
| 10 |
0.6703 |
0.6487 |
0.0216 |
3.3% |
0.0061 |
0.9% |
69% |
False |
False |
863 |
| 20 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0060 |
0.9% |
42% |
False |
False |
524 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0054 |
0.8% |
42% |
False |
False |
297 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0055 |
0.8% |
42% |
False |
False |
250 |
| 80 |
0.7054 |
0.6487 |
0.0567 |
8.5% |
0.0053 |
0.8% |
26% |
False |
False |
196 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0050 |
0.8% |
21% |
False |
False |
158 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0046 |
0.7% |
21% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6950 |
|
2.618 |
0.6840 |
|
1.618 |
0.6773 |
|
1.000 |
0.6731 |
|
0.618 |
0.6705 |
|
HIGH |
0.6664 |
|
0.618 |
0.6638 |
|
0.500 |
0.6630 |
|
0.382 |
0.6622 |
|
LOW |
0.6596 |
|
0.618 |
0.6554 |
|
1.000 |
0.6529 |
|
1.618 |
0.6487 |
|
2.618 |
0.6419 |
|
4.250 |
0.6309 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6634 |
0.6616 |
| PP |
0.6632 |
0.6596 |
| S1 |
0.6630 |
0.6575 |
|