CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6692 |
0.6674 |
-0.0018 |
-0.3% |
0.6552 |
| High |
0.6739 |
0.6737 |
-0.0002 |
0.0% |
0.6664 |
| Low |
0.6663 |
0.6674 |
0.0011 |
0.2% |
0.6487 |
| Close |
0.6676 |
0.6734 |
0.0058 |
0.9% |
0.6637 |
| Range |
0.0076 |
0.0064 |
-0.0013 |
-16.4% |
0.0177 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5,917 |
6,664 |
747 |
12.6% |
6,232 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6905 |
0.6883 |
0.6769 |
|
| R3 |
0.6842 |
0.6820 |
0.6751 |
|
| R2 |
0.6778 |
0.6778 |
0.6746 |
|
| R1 |
0.6756 |
0.6756 |
0.6740 |
0.6767 |
| PP |
0.6715 |
0.6715 |
0.6715 |
0.6720 |
| S1 |
0.6693 |
0.6693 |
0.6728 |
0.6704 |
| S2 |
0.6651 |
0.6651 |
0.6722 |
|
| S3 |
0.6588 |
0.6629 |
0.6717 |
|
| S4 |
0.6524 |
0.6566 |
0.6699 |
|
|
| 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 |
0.6596 |
0.0143 |
2.1% |
0.0066 |
1.0% |
97% |
False |
False |
7,818 |
| 10 |
0.6739 |
0.6487 |
0.0252 |
3.7% |
0.0065 |
1.0% |
98% |
False |
False |
4,405 |
| 20 |
0.6820 |
0.6487 |
0.0333 |
4.9% |
0.0062 |
0.9% |
74% |
False |
False |
2,350 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0058 |
0.9% |
69% |
False |
False |
1,217 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0053 |
0.8% |
69% |
False |
False |
848 |
| 80 |
0.7025 |
0.6487 |
0.0538 |
8.0% |
0.0054 |
0.8% |
46% |
False |
False |
656 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0051 |
0.8% |
34% |
False |
False |
526 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.7% |
0.0048 |
0.7% |
34% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7007 |
|
2.618 |
0.6903 |
|
1.618 |
0.6840 |
|
1.000 |
0.6801 |
|
0.618 |
0.6776 |
|
HIGH |
0.6737 |
|
0.618 |
0.6713 |
|
0.500 |
0.6705 |
|
0.382 |
0.6698 |
|
LOW |
0.6674 |
|
0.618 |
0.6634 |
|
1.000 |
0.6610 |
|
1.618 |
0.6571 |
|
2.618 |
0.6507 |
|
4.250 |
0.6404 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6724 |
0.6719 |
| PP |
0.6715 |
0.6703 |
| S1 |
0.6705 |
0.6688 |
|