CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6648 |
0.6660 |
0.0012 |
0.2% |
0.6578 |
High |
0.6679 |
0.6660 |
-0.0019 |
-0.3% |
0.6679 |
Low |
0.6648 |
0.6660 |
0.0012 |
0.2% |
0.6538 |
Close |
0.6655 |
0.6660 |
0.0005 |
0.1% |
0.6655 |
Range |
0.0031 |
0.0000 |
-0.0031 |
-100.0% |
0.0141 |
ATR |
0.0045 |
0.0042 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
21 |
0 |
-21 |
-100.0% |
60 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6660 |
0.6660 |
0.6660 |
|
R3 |
0.6660 |
0.6660 |
0.6660 |
|
R2 |
0.6660 |
0.6660 |
0.6660 |
|
R1 |
0.6660 |
0.6660 |
0.6660 |
0.6660 |
PP |
0.6660 |
0.6660 |
0.6660 |
0.6660 |
S1 |
0.6660 |
0.6660 |
0.6660 |
0.6660 |
S2 |
0.6660 |
0.6660 |
0.6660 |
|
S3 |
0.6660 |
0.6660 |
0.6660 |
|
S4 |
0.6660 |
0.6660 |
0.6660 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7047 |
0.6992 |
0.6733 |
|
R3 |
0.6906 |
0.6851 |
0.6694 |
|
R2 |
0.6765 |
0.6765 |
0.6681 |
|
R1 |
0.6710 |
0.6710 |
0.6668 |
0.6737 |
PP |
0.6624 |
0.6624 |
0.6624 |
0.6637 |
S1 |
0.6569 |
0.6569 |
0.6642 |
0.6596 |
S2 |
0.6483 |
0.6483 |
0.6629 |
|
S3 |
0.6342 |
0.6428 |
0.6616 |
|
S4 |
0.6201 |
0.6287 |
0.6577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6679 |
0.6538 |
0.0141 |
2.1% |
0.0020 |
0.3% |
87% |
False |
False |
12 |
10 |
0.6699 |
0.6538 |
0.0161 |
2.4% |
0.0021 |
0.3% |
76% |
False |
False |
7 |
20 |
0.6836 |
0.6538 |
0.0299 |
4.5% |
0.0020 |
0.3% |
41% |
False |
False |
4 |
40 |
0.6849 |
0.6538 |
0.0312 |
4.7% |
0.0025 |
0.4% |
39% |
False |
False |
3 |
60 |
0.6849 |
0.6538 |
0.0312 |
4.7% |
0.0021 |
0.3% |
39% |
False |
False |
2 |
80 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0021 |
0.3% |
24% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6660 |
2.618 |
0.6660 |
1.618 |
0.6660 |
1.000 |
0.6660 |
0.618 |
0.6660 |
HIGH |
0.6660 |
0.618 |
0.6660 |
0.500 |
0.6660 |
0.382 |
0.6660 |
LOW |
0.6660 |
0.618 |
0.6660 |
1.000 |
0.6660 |
1.618 |
0.6660 |
2.618 |
0.6660 |
4.250 |
0.6660 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6660 |
0.6652 |
PP |
0.6660 |
0.6645 |
S1 |
0.6660 |
0.6638 |
|