CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6643 |
0.6692 |
0.0049 |
0.7% |
0.6552 |
| High |
0.6705 |
0.6739 |
0.0034 |
0.5% |
0.6664 |
| Low |
0.6636 |
0.6663 |
0.0027 |
0.4% |
0.6487 |
| Close |
0.6696 |
0.6676 |
-0.0020 |
-0.3% |
0.6637 |
| Range |
0.0069 |
0.0076 |
0.0007 |
10.1% |
0.0177 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
23,114 |
5,917 |
-17,197 |
-74.4% |
6,232 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6921 |
0.6874 |
0.6718 |
|
| R3 |
0.6845 |
0.6798 |
0.6697 |
|
| R2 |
0.6769 |
0.6769 |
0.6690 |
|
| R1 |
0.6722 |
0.6722 |
0.6683 |
0.6708 |
| PP |
0.6693 |
0.6693 |
0.6693 |
0.6685 |
| S1 |
0.6646 |
0.6646 |
0.6669 |
0.6632 |
| S2 |
0.6617 |
0.6617 |
0.6662 |
|
| S3 |
0.6541 |
0.6570 |
0.6655 |
|
| S4 |
0.6465 |
0.6494 |
0.6634 |
|
|
| 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 |
0.6739 |
0.6513 |
0.0227 |
3.4% |
0.0072 |
1.1% |
72% |
True |
False |
6,703 |
| 10 |
0.6739 |
0.6487 |
0.0252 |
3.8% |
0.0067 |
1.0% |
75% |
True |
False |
3,842 |
| 20 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0062 |
0.9% |
53% |
False |
False |
2,021 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0057 |
0.9% |
53% |
False |
False |
1,051 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.4% |
0.0054 |
0.8% |
53% |
False |
False |
746 |
| 80 |
0.7039 |
0.6487 |
0.0552 |
8.3% |
0.0053 |
0.8% |
34% |
False |
False |
573 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0050 |
0.8% |
26% |
False |
False |
459 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.8% |
0.0048 |
0.7% |
26% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7062 |
|
2.618 |
0.6938 |
|
1.618 |
0.6862 |
|
1.000 |
0.6815 |
|
0.618 |
0.6786 |
|
HIGH |
0.6739 |
|
0.618 |
0.6710 |
|
0.500 |
0.6701 |
|
0.382 |
0.6692 |
|
LOW |
0.6663 |
|
0.618 |
0.6616 |
|
1.000 |
0.6587 |
|
1.618 |
0.6540 |
|
2.618 |
0.6464 |
|
4.250 |
0.6340 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6701 |
0.6675 |
| PP |
0.6693 |
0.6674 |
| S1 |
0.6684 |
0.6673 |
|