CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6550 |
0.6600 |
0.0050 |
0.8% |
0.6699 |
High |
0.6550 |
0.6627 |
0.0077 |
1.2% |
0.6699 |
Low |
0.6538 |
0.6598 |
0.0061 |
0.9% |
0.6550 |
Close |
0.6538 |
0.6617 |
0.0080 |
1.2% |
0.6569 |
Range |
0.0013 |
0.0029 |
0.0016 |
128.0% |
0.0149 |
ATR |
0.0040 |
0.0044 |
0.0003 |
8.6% |
0.0000 |
Volume |
23 |
11 |
-12 |
-52.2% |
17 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6699 |
0.6687 |
0.6633 |
|
R3 |
0.6671 |
0.6658 |
0.6625 |
|
R2 |
0.6642 |
0.6642 |
0.6622 |
|
R1 |
0.6630 |
0.6630 |
0.6620 |
0.6636 |
PP |
0.6614 |
0.6614 |
0.6614 |
0.6617 |
S1 |
0.6601 |
0.6601 |
0.6614 |
0.6608 |
S2 |
0.6585 |
0.6585 |
0.6612 |
|
S3 |
0.6557 |
0.6573 |
0.6609 |
|
S4 |
0.6528 |
0.6544 |
0.6601 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7053 |
0.6960 |
0.6651 |
|
R3 |
0.6904 |
0.6811 |
0.6610 |
|
R2 |
0.6755 |
0.6755 |
0.6596 |
|
R1 |
0.6662 |
0.6662 |
0.6583 |
0.6634 |
PP |
0.6606 |
0.6606 |
0.6606 |
0.6592 |
S1 |
0.6513 |
0.6513 |
0.6555 |
0.6485 |
S2 |
0.6457 |
0.6457 |
0.6542 |
|
S3 |
0.6308 |
0.6364 |
0.6528 |
|
S4 |
0.6159 |
0.6215 |
0.6487 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6627 |
0.6538 |
0.0089 |
1.3% |
0.0022 |
0.3% |
89% |
True |
False |
9 |
10 |
0.6714 |
0.6538 |
0.0177 |
2.7% |
0.0021 |
0.3% |
45% |
False |
False |
6 |
20 |
0.6836 |
0.6538 |
0.0299 |
4.5% |
0.0022 |
0.3% |
27% |
False |
False |
3 |
40 |
0.6849 |
0.6538 |
0.0312 |
4.7% |
0.0025 |
0.4% |
26% |
False |
False |
3 |
60 |
0.6849 |
0.6538 |
0.0312 |
4.7% |
0.0021 |
0.3% |
26% |
False |
False |
2 |
80 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0021 |
0.3% |
15% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6748 |
2.618 |
0.6701 |
1.618 |
0.6673 |
1.000 |
0.6655 |
0.618 |
0.6644 |
HIGH |
0.6627 |
0.618 |
0.6616 |
0.500 |
0.6612 |
0.382 |
0.6609 |
LOW |
0.6598 |
0.618 |
0.6580 |
1.000 |
0.6570 |
1.618 |
0.6552 |
2.618 |
0.6523 |
4.250 |
0.6477 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6615 |
0.6605 |
PP |
0.6614 |
0.6594 |
S1 |
0.6612 |
0.6582 |
|