CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6674 |
0.6735 |
0.0061 |
0.9% |
0.6623 |
| High |
0.6737 |
0.6770 |
0.0033 |
0.5% |
0.6770 |
| Low |
0.6674 |
0.6713 |
0.0040 |
0.6% |
0.6606 |
| Close |
0.6734 |
0.6759 |
0.0025 |
0.4% |
0.6759 |
| Range |
0.0064 |
0.0057 |
-0.0007 |
-10.2% |
0.0164 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
6,664 |
27,147 |
20,483 |
307.4% |
63,969 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6918 |
0.6895 |
0.6790 |
|
| R3 |
0.6861 |
0.6838 |
0.6774 |
|
| R2 |
0.6804 |
0.6804 |
0.6769 |
|
| R1 |
0.6781 |
0.6781 |
0.6764 |
0.6793 |
| PP |
0.6747 |
0.6747 |
0.6747 |
0.6753 |
| S1 |
0.6724 |
0.6724 |
0.6753 |
0.6736 |
| S2 |
0.6690 |
0.6690 |
0.6748 |
|
| S3 |
0.6633 |
0.6667 |
0.6743 |
|
| S4 |
0.6576 |
0.6610 |
0.6727 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7204 |
0.7145 |
0.6849 |
|
| R3 |
0.7040 |
0.6981 |
0.6804 |
|
| R2 |
0.6876 |
0.6876 |
0.6789 |
|
| R1 |
0.6817 |
0.6817 |
0.6774 |
0.6846 |
| PP |
0.6712 |
0.6712 |
0.6712 |
0.6726 |
| S1 |
0.6653 |
0.6653 |
0.6743 |
0.6682 |
| S2 |
0.6548 |
0.6548 |
0.6728 |
|
| S3 |
0.6384 |
0.6489 |
0.6713 |
|
| S4 |
0.6220 |
0.6325 |
0.6668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6770 |
0.6606 |
0.0164 |
2.4% |
0.0064 |
0.9% |
93% |
True |
False |
12,793 |
| 10 |
0.6770 |
0.6487 |
0.0283 |
4.2% |
0.0066 |
1.0% |
96% |
True |
False |
7,067 |
| 20 |
0.6770 |
0.6487 |
0.0283 |
4.2% |
0.0060 |
0.9% |
96% |
True |
False |
3,698 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0057 |
0.8% |
76% |
False |
False |
1,893 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0054 |
0.8% |
76% |
False |
False |
1,295 |
| 80 |
0.6972 |
0.6487 |
0.0485 |
7.2% |
0.0053 |
0.8% |
56% |
False |
False |
995 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0052 |
0.8% |
38% |
False |
False |
797 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0048 |
0.7% |
38% |
False |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7012 |
|
2.618 |
0.6919 |
|
1.618 |
0.6862 |
|
1.000 |
0.6827 |
|
0.618 |
0.6805 |
|
HIGH |
0.6770 |
|
0.618 |
0.6748 |
|
0.500 |
0.6742 |
|
0.382 |
0.6735 |
|
LOW |
0.6713 |
|
0.618 |
0.6678 |
|
1.000 |
0.6656 |
|
1.618 |
0.6621 |
|
2.618 |
0.6564 |
|
4.250 |
0.6471 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6753 |
0.6745 |
| PP |
0.6747 |
0.6731 |
| S1 |
0.6742 |
0.6717 |
|