CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6763 |
0.6771 |
0.0008 |
0.1% |
0.6623 |
| High |
0.6794 |
0.6825 |
0.0031 |
0.5% |
0.6770 |
| Low |
0.6750 |
0.6757 |
0.0007 |
0.1% |
0.6606 |
| Close |
0.6772 |
0.6781 |
0.0009 |
0.1% |
0.6759 |
| Range |
0.0044 |
0.0068 |
0.0024 |
54.5% |
0.0164 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
46,193 |
61,211 |
15,018 |
32.5% |
63,969 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6992 |
0.6954 |
0.6818 |
|
| R3 |
0.6924 |
0.6886 |
0.6799 |
|
| R2 |
0.6856 |
0.6856 |
0.6793 |
|
| R1 |
0.6818 |
0.6818 |
0.6787 |
0.6837 |
| PP |
0.6788 |
0.6788 |
0.6788 |
0.6797 |
| S1 |
0.6750 |
0.6750 |
0.6774 |
0.6769 |
| S2 |
0.6720 |
0.6720 |
0.6768 |
|
| S3 |
0.6652 |
0.6682 |
0.6762 |
|
| S4 |
0.6584 |
0.6614 |
0.6743 |
|
|
| 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 |
0.6825 |
0.6663 |
0.0162 |
2.4% |
0.0062 |
0.9% |
73% |
True |
False |
29,426 |
| 10 |
0.6825 |
0.6487 |
0.0338 |
5.0% |
0.0067 |
1.0% |
87% |
True |
False |
17,725 |
| 20 |
0.6825 |
0.6487 |
0.0338 |
5.0% |
0.0059 |
0.9% |
87% |
True |
False |
9,058 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0057 |
0.8% |
82% |
False |
False |
4,575 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.3% |
0.0054 |
0.8% |
82% |
False |
False |
3,076 |
| 80 |
0.6965 |
0.6487 |
0.0478 |
7.0% |
0.0053 |
0.8% |
61% |
False |
False |
2,338 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0052 |
0.8% |
41% |
False |
False |
1,871 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.6% |
0.0049 |
0.7% |
41% |
False |
False |
1,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7114 |
|
2.618 |
0.7003 |
|
1.618 |
0.6935 |
|
1.000 |
0.6893 |
|
0.618 |
0.6867 |
|
HIGH |
0.6825 |
|
0.618 |
0.6799 |
|
0.500 |
0.6791 |
|
0.382 |
0.6783 |
|
LOW |
0.6757 |
|
0.618 |
0.6715 |
|
1.000 |
0.6689 |
|
1.618 |
0.6647 |
|
2.618 |
0.6579 |
|
4.250 |
0.6468 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6791 |
0.6777 |
| PP |
0.6788 |
0.6773 |
| S1 |
0.6784 |
0.6769 |
|