CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6663 |
0.6723 |
0.0060 |
0.9% |
0.6578 |
| High |
0.6724 |
0.6740 |
0.0017 |
0.2% |
0.6679 |
| Low |
0.6663 |
0.6690 |
0.0027 |
0.4% |
0.6538 |
| Close |
0.6712 |
0.6690 |
-0.0022 |
-0.3% |
0.6655 |
| Range |
0.0061 |
0.0050 |
-0.0011 |
-17.4% |
0.0141 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
1.0% |
0.0000 |
| Volume |
33 |
9 |
-24 |
-72.7% |
60 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6857 |
0.6823 |
0.6718 |
|
| R3 |
0.6807 |
0.6773 |
0.6704 |
|
| R2 |
0.6757 |
0.6757 |
0.6699 |
|
| R1 |
0.6723 |
0.6723 |
0.6695 |
0.6715 |
| PP |
0.6707 |
0.6707 |
0.6707 |
0.6703 |
| S1 |
0.6673 |
0.6673 |
0.6685 |
0.6665 |
| S2 |
0.6657 |
0.6657 |
0.6681 |
|
| S3 |
0.6607 |
0.6623 |
0.6676 |
|
| S4 |
0.6557 |
0.6573 |
0.6663 |
|
|
| 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 |
0.6740 |
0.6598 |
0.0142 |
2.1% |
0.0034 |
0.5% |
65% |
True |
False |
14 |
| 10 |
0.6740 |
0.6538 |
0.0203 |
3.0% |
0.0032 |
0.5% |
75% |
True |
False |
11 |
| 20 |
0.6820 |
0.6538 |
0.0283 |
4.2% |
0.0024 |
0.4% |
54% |
False |
False |
6 |
| 40 |
0.6849 |
0.6538 |
0.0312 |
4.7% |
0.0027 |
0.4% |
49% |
False |
False |
4 |
| 60 |
0.6849 |
0.6538 |
0.0312 |
4.7% |
0.0023 |
0.3% |
49% |
False |
False |
3 |
| 80 |
0.7056 |
0.6538 |
0.0519 |
7.8% |
0.0022 |
0.3% |
29% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6953 |
|
2.618 |
0.6871 |
|
1.618 |
0.6821 |
|
1.000 |
0.6790 |
|
0.618 |
0.6771 |
|
HIGH |
0.6740 |
|
0.618 |
0.6721 |
|
0.500 |
0.6715 |
|
0.382 |
0.6709 |
|
LOW |
0.6690 |
|
0.618 |
0.6659 |
|
1.000 |
0.6640 |
|
1.618 |
0.6609 |
|
2.618 |
0.6559 |
|
4.250 |
0.6478 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6700 |
| PP |
0.6707 |
0.6697 |
| S1 |
0.6698 |
0.6693 |
|