CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6623 |
0.6643 |
0.0021 |
0.3% |
0.6552 |
| High |
0.6661 |
0.6705 |
0.0045 |
0.7% |
0.6664 |
| Low |
0.6606 |
0.6636 |
0.0030 |
0.5% |
0.6487 |
| Close |
0.6642 |
0.6696 |
0.0054 |
0.8% |
0.6637 |
| Range |
0.0055 |
0.0069 |
0.0015 |
26.6% |
0.0177 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,127 |
23,114 |
21,987 |
1,950.9% |
6,232 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6886 |
0.6860 |
0.6733 |
|
| R3 |
0.6817 |
0.6791 |
0.6714 |
|
| R2 |
0.6748 |
0.6748 |
0.6708 |
|
| R1 |
0.6722 |
0.6722 |
0.6702 |
0.6735 |
| PP |
0.6679 |
0.6679 |
0.6679 |
0.6685 |
| S1 |
0.6653 |
0.6653 |
0.6689 |
0.6666 |
| S2 |
0.6610 |
0.6610 |
0.6683 |
|
| S3 |
0.6541 |
0.6584 |
0.6677 |
|
| S4 |
0.6472 |
0.6515 |
0.6658 |
|
|
| 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 |
0.6705 |
0.6487 |
0.0218 |
3.3% |
0.0073 |
1.1% |
96% |
True |
False |
6,024 |
| 10 |
0.6705 |
0.6487 |
0.0218 |
3.3% |
0.0065 |
1.0% |
96% |
True |
False |
3,273 |
| 20 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0060 |
0.9% |
58% |
False |
False |
1,729 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0056 |
0.8% |
58% |
False |
False |
903 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0053 |
0.8% |
58% |
False |
False |
648 |
| 80 |
0.7039 |
0.6487 |
0.0552 |
8.2% |
0.0053 |
0.8% |
38% |
False |
False |
499 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0050 |
0.8% |
29% |
False |
False |
400 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0047 |
0.7% |
29% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6998 |
|
2.618 |
0.6886 |
|
1.618 |
0.6817 |
|
1.000 |
0.6774 |
|
0.618 |
0.6748 |
|
HIGH |
0.6705 |
|
0.618 |
0.6679 |
|
0.500 |
0.6671 |
|
0.382 |
0.6662 |
|
LOW |
0.6636 |
|
0.618 |
0.6593 |
|
1.000 |
0.6567 |
|
1.618 |
0.6524 |
|
2.618 |
0.6455 |
|
4.250 |
0.6343 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6687 |
0.6681 |
| PP |
0.6679 |
0.6666 |
| S1 |
0.6671 |
0.6651 |
|