CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6784 |
0.6811 |
0.0027 |
0.4% |
0.6623 |
| High |
0.6852 |
0.6909 |
0.0057 |
0.8% |
0.6770 |
| Low |
0.6771 |
0.6779 |
0.0008 |
0.1% |
0.6606 |
| Close |
0.6821 |
0.6907 |
0.0086 |
1.3% |
0.6759 |
| Range |
0.0081 |
0.0130 |
0.0049 |
59.9% |
0.0164 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
7.7% |
0.0000 |
| Volume |
134,109 |
126,882 |
-7,227 |
-5.4% |
63,969 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7253 |
0.7209 |
0.6978 |
|
| R3 |
0.7124 |
0.7080 |
0.6942 |
|
| R2 |
0.6994 |
0.6994 |
0.6930 |
|
| R1 |
0.6950 |
0.6950 |
0.6918 |
0.6972 |
| PP |
0.6865 |
0.6865 |
0.6865 |
0.6876 |
| S1 |
0.6821 |
0.6821 |
0.6895 |
0.6843 |
| S2 |
0.6735 |
0.6735 |
0.6883 |
|
| S3 |
0.6606 |
0.6691 |
0.6871 |
|
| S4 |
0.6476 |
0.6562 |
0.6835 |
|
|
| 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 |
0.6909 |
0.6713 |
0.0196 |
2.8% |
0.0076 |
1.1% |
99% |
True |
False |
79,108 |
| 10 |
0.6909 |
0.6596 |
0.0313 |
4.5% |
0.0071 |
1.0% |
99% |
True |
False |
43,463 |
| 20 |
0.6909 |
0.6487 |
0.0422 |
6.1% |
0.0066 |
0.9% |
100% |
True |
False |
22,073 |
| 40 |
0.6909 |
0.6487 |
0.0422 |
6.1% |
0.0061 |
0.9% |
100% |
True |
False |
11,100 |
| 60 |
0.6909 |
0.6487 |
0.0422 |
6.1% |
0.0056 |
0.8% |
100% |
True |
False |
7,420 |
| 80 |
0.6909 |
0.6487 |
0.0422 |
6.1% |
0.0054 |
0.8% |
100% |
True |
False |
5,600 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.4% |
0.0054 |
0.8% |
58% |
False |
False |
4,481 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.4% |
0.0050 |
0.7% |
58% |
False |
False |
3,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7248 |
|
1.618 |
0.7118 |
|
1.000 |
0.7038 |
|
0.618 |
0.6989 |
|
HIGH |
0.6909 |
|
0.618 |
0.6859 |
|
0.500 |
0.6844 |
|
0.382 |
0.6828 |
|
LOW |
0.6779 |
|
0.618 |
0.6699 |
|
1.000 |
0.6650 |
|
1.618 |
0.6569 |
|
2.618 |
0.6440 |
|
4.250 |
0.6229 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6886 |
0.6882 |
| PP |
0.6865 |
0.6857 |
| S1 |
0.6844 |
0.6833 |
|