CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6735 |
0.6763 |
0.0029 |
0.4% |
0.6623 |
| High |
0.6770 |
0.6794 |
0.0024 |
0.4% |
0.6770 |
| Low |
0.6713 |
0.6750 |
0.0037 |
0.6% |
0.6606 |
| Close |
0.6759 |
0.6772 |
0.0013 |
0.2% |
0.6759 |
| Range |
0.0057 |
0.0044 |
-0.0013 |
-22.8% |
0.0164 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
27,147 |
46,193 |
19,046 |
70.2% |
63,969 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6904 |
0.6882 |
0.6796 |
|
| R3 |
0.6860 |
0.6838 |
0.6784 |
|
| R2 |
0.6816 |
0.6816 |
0.6780 |
|
| R1 |
0.6794 |
0.6794 |
0.6776 |
0.6805 |
| PP |
0.6772 |
0.6772 |
0.6772 |
0.6777 |
| S1 |
0.6750 |
0.6750 |
0.6767 |
0.6761 |
| S2 |
0.6728 |
0.6728 |
0.6763 |
|
| S3 |
0.6684 |
0.6706 |
0.6759 |
|
| S4 |
0.6640 |
0.6662 |
0.6747 |
|
|
| 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 |
0.6794 |
0.6636 |
0.0158 |
2.3% |
0.0062 |
0.9% |
86% |
True |
False |
21,807 |
| 10 |
0.6794 |
0.6487 |
0.0307 |
4.5% |
0.0065 |
1.0% |
93% |
True |
False |
11,639 |
| 20 |
0.6794 |
0.6487 |
0.0307 |
4.5% |
0.0059 |
0.9% |
93% |
True |
False |
5,999 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0056 |
0.8% |
79% |
False |
False |
3,046 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0054 |
0.8% |
79% |
False |
False |
2,060 |
| 80 |
0.6965 |
0.6487 |
0.0478 |
7.1% |
0.0053 |
0.8% |
60% |
False |
False |
1,573 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0052 |
0.8% |
40% |
False |
False |
1,259 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0048 |
0.7% |
40% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6981 |
|
2.618 |
0.6909 |
|
1.618 |
0.6865 |
|
1.000 |
0.6838 |
|
0.618 |
0.6821 |
|
HIGH |
0.6794 |
|
0.618 |
0.6777 |
|
0.500 |
0.6772 |
|
0.382 |
0.6767 |
|
LOW |
0.6750 |
|
0.618 |
0.6723 |
|
1.000 |
0.6706 |
|
1.618 |
0.6679 |
|
2.618 |
0.6635 |
|
4.250 |
0.6563 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6772 |
0.6759 |
| PP |
0.6772 |
0.6746 |
| S1 |
0.6772 |
0.6734 |
|