CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6660 |
0.6663 |
0.0004 |
0.1% |
0.6578 |
| High |
0.6660 |
0.6724 |
0.0064 |
1.0% |
0.6679 |
| Low |
0.6660 |
0.6663 |
0.0004 |
0.1% |
0.6538 |
| Close |
0.6660 |
0.6712 |
0.0052 |
0.8% |
0.6655 |
| Range |
0.0000 |
0.0061 |
0.0061 |
|
0.0141 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
3.7% |
0.0000 |
| Volume |
0 |
33 |
33 |
|
60 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6881 |
0.6857 |
0.6745 |
|
| R3 |
0.6820 |
0.6796 |
0.6728 |
|
| R2 |
0.6760 |
0.6760 |
0.6723 |
|
| R1 |
0.6736 |
0.6736 |
0.6717 |
0.6748 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6705 |
| S1 |
0.6675 |
0.6675 |
0.6706 |
0.6687 |
| S2 |
0.6639 |
0.6639 |
0.6700 |
|
| S3 |
0.6578 |
0.6615 |
0.6695 |
|
| S4 |
0.6518 |
0.6554 |
0.6678 |
|
|
| 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 |
0.6724 |
0.6538 |
0.0186 |
2.8% |
0.0026 |
0.4% |
94% |
True |
False |
17 |
| 10 |
0.6724 |
0.6538 |
0.0186 |
2.8% |
0.0027 |
0.4% |
94% |
True |
False |
11 |
| 20 |
0.6820 |
0.6538 |
0.0283 |
4.2% |
0.0022 |
0.3% |
62% |
False |
False |
6 |
| 40 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0026 |
0.4% |
56% |
False |
False |
4 |
| 60 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0022 |
0.3% |
56% |
False |
False |
3 |
| 80 |
0.7056 |
0.6538 |
0.0519 |
7.7% |
0.0022 |
0.3% |
34% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6981 |
|
2.618 |
0.6882 |
|
1.618 |
0.6821 |
|
1.000 |
0.6784 |
|
0.618 |
0.6761 |
|
HIGH |
0.6724 |
|
0.618 |
0.6700 |
|
0.500 |
0.6693 |
|
0.382 |
0.6686 |
|
LOW |
0.6663 |
|
0.618 |
0.6626 |
|
1.000 |
0.6603 |
|
1.618 |
0.6565 |
|
2.618 |
0.6505 |
|
4.250 |
0.6406 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6705 |
0.6703 |
| PP |
0.6699 |
0.6694 |
| S1 |
0.6693 |
0.6686 |
|