CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6596 |
0.6623 |
0.0027 |
0.4% |
0.6552 |
| High |
0.6664 |
0.6661 |
-0.0003 |
0.0% |
0.6664 |
| Low |
0.6596 |
0.6606 |
0.0010 |
0.2% |
0.6487 |
| Close |
0.6637 |
0.6642 |
0.0005 |
0.1% |
0.6637 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-19.3% |
0.0177 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,272 |
1,127 |
-1,145 |
-50.4% |
6,232 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6775 |
0.6671 |
|
| R3 |
0.6745 |
0.6721 |
0.6656 |
|
| R2 |
0.6691 |
0.6691 |
0.6651 |
|
| R1 |
0.6666 |
0.6666 |
0.6646 |
0.6678 |
| PP |
0.6636 |
0.6636 |
0.6636 |
0.6642 |
| S1 |
0.6612 |
0.6612 |
0.6637 |
0.6624 |
| S2 |
0.6582 |
0.6582 |
0.6632 |
|
| S3 |
0.6527 |
0.6557 |
0.6627 |
|
| S4 |
0.6473 |
0.6503 |
0.6612 |
|
|
| 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% |
88% |
False |
False |
1,471 |
| 10 |
0.6689 |
0.6487 |
0.0202 |
3.0% |
0.0061 |
0.9% |
76% |
False |
False |
969 |
| 20 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0060 |
0.9% |
43% |
False |
False |
577 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0055 |
0.8% |
43% |
False |
False |
325 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0054 |
0.8% |
43% |
False |
False |
267 |
| 80 |
0.7039 |
0.6487 |
0.0552 |
8.3% |
0.0053 |
0.8% |
28% |
False |
False |
210 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0050 |
0.8% |
22% |
False |
False |
169 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0047 |
0.7% |
22% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6892 |
|
2.618 |
0.6803 |
|
1.618 |
0.6749 |
|
1.000 |
0.6715 |
|
0.618 |
0.6694 |
|
HIGH |
0.6661 |
|
0.618 |
0.6640 |
|
0.500 |
0.6633 |
|
0.382 |
0.6627 |
|
LOW |
0.6606 |
|
0.618 |
0.6572 |
|
1.000 |
0.6552 |
|
1.618 |
0.6518 |
|
2.618 |
0.6463 |
|
4.250 |
0.6374 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6639 |
0.6624 |
| PP |
0.6636 |
0.6606 |
| S1 |
0.6633 |
0.6588 |
|