CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6811 |
0.6898 |
0.0087 |
1.3% |
0.6763 |
| High |
0.6909 |
0.6915 |
0.0007 |
0.1% |
0.6915 |
| Low |
0.6779 |
0.6872 |
0.0093 |
1.4% |
0.6750 |
| Close |
0.6907 |
0.6895 |
-0.0012 |
-0.2% |
0.6895 |
| Range |
0.0130 |
0.0044 |
-0.0086 |
-66.4% |
0.0165 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
126,882 |
108,789 |
-18,093 |
-14.3% |
477,184 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7024 |
0.7003 |
0.6919 |
|
| R3 |
0.6981 |
0.6960 |
0.6907 |
|
| R2 |
0.6937 |
0.6937 |
0.6903 |
|
| R1 |
0.6916 |
0.6916 |
0.6899 |
0.6905 |
| PP |
0.6894 |
0.6894 |
0.6894 |
0.6888 |
| S1 |
0.6873 |
0.6873 |
0.6891 |
0.6862 |
| S2 |
0.6850 |
0.6850 |
0.6887 |
|
| S3 |
0.6807 |
0.6829 |
0.6883 |
|
| S4 |
0.6763 |
0.6786 |
0.6871 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7287 |
0.6986 |
|
| R3 |
0.7183 |
0.7122 |
0.6940 |
|
| R2 |
0.7018 |
0.7018 |
0.6925 |
|
| R1 |
0.6957 |
0.6957 |
0.6910 |
0.6988 |
| PP |
0.6853 |
0.6853 |
0.6853 |
0.6869 |
| S1 |
0.6792 |
0.6792 |
0.6880 |
0.6823 |
| S2 |
0.6688 |
0.6688 |
0.6865 |
|
| S3 |
0.6523 |
0.6627 |
0.6850 |
|
| S4 |
0.6358 |
0.6462 |
0.6804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6915 |
0.6750 |
0.0165 |
2.4% |
0.0073 |
1.1% |
88% |
True |
False |
95,436 |
| 10 |
0.6915 |
0.6606 |
0.0309 |
4.5% |
0.0069 |
1.0% |
94% |
True |
False |
54,115 |
| 20 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0065 |
0.9% |
95% |
True |
False |
27,489 |
| 40 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0061 |
0.9% |
95% |
True |
False |
13,819 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0056 |
0.8% |
95% |
True |
False |
9,228 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.2% |
0.0055 |
0.8% |
95% |
True |
False |
6,960 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
10.4% |
0.0054 |
0.8% |
57% |
False |
False |
5,569 |
| 120 |
0.7205 |
0.6487 |
0.0718 |
10.4% |
0.0051 |
0.7% |
57% |
False |
False |
4,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7100 |
|
2.618 |
0.7029 |
|
1.618 |
0.6985 |
|
1.000 |
0.6959 |
|
0.618 |
0.6942 |
|
HIGH |
0.6915 |
|
0.618 |
0.6898 |
|
0.500 |
0.6893 |
|
0.382 |
0.6888 |
|
LOW |
0.6872 |
|
0.618 |
0.6845 |
|
1.000 |
0.6828 |
|
1.618 |
0.6801 |
|
2.618 |
0.6758 |
|
4.250 |
0.6687 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6894 |
0.6878 |
| PP |
0.6894 |
0.6860 |
| S1 |
0.6893 |
0.6843 |
|