CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6723 |
0.6698 |
-0.0025 |
-0.4% |
0.6578 |
| High |
0.6740 |
0.6748 |
0.0008 |
0.1% |
0.6679 |
| Low |
0.6690 |
0.6698 |
0.0008 |
0.1% |
0.6538 |
| Close |
0.6690 |
0.6748 |
0.0058 |
0.9% |
0.6655 |
| Range |
0.0050 |
0.0051 |
0.0001 |
1.0% |
0.0141 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
60 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6883 |
0.6866 |
0.6775 |
|
| R3 |
0.6832 |
0.6815 |
0.6761 |
|
| R2 |
0.6782 |
0.6782 |
0.6757 |
|
| R1 |
0.6765 |
0.6765 |
0.6752 |
0.6773 |
| PP |
0.6731 |
0.6731 |
0.6731 |
0.6735 |
| S1 |
0.6714 |
0.6714 |
0.6743 |
0.6723 |
| S2 |
0.6681 |
0.6681 |
0.6738 |
|
| S3 |
0.6630 |
0.6664 |
0.6734 |
|
| S4 |
0.6580 |
0.6613 |
0.6720 |
|
|
| 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 |
0.6748 |
0.6648 |
0.0100 |
1.5% |
0.0038 |
0.6% |
100% |
True |
False |
14 |
| 10 |
0.6748 |
0.6538 |
0.0211 |
3.1% |
0.0030 |
0.4% |
100% |
True |
False |
12 |
| 20 |
0.6790 |
0.6538 |
0.0253 |
3.7% |
0.0027 |
0.4% |
83% |
False |
False |
7 |
| 40 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0027 |
0.4% |
67% |
False |
False |
4 |
| 60 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0024 |
0.4% |
67% |
False |
False |
3 |
| 80 |
0.6978 |
0.6538 |
0.0440 |
6.5% |
0.0023 |
0.3% |
48% |
False |
False |
3 |
| 100 |
0.7197 |
0.6538 |
0.0660 |
9.8% |
0.0022 |
0.3% |
32% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6963 |
|
2.618 |
0.6880 |
|
1.618 |
0.6830 |
|
1.000 |
0.6799 |
|
0.618 |
0.6779 |
|
HIGH |
0.6748 |
|
0.618 |
0.6729 |
|
0.500 |
0.6723 |
|
0.382 |
0.6717 |
|
LOW |
0.6698 |
|
0.618 |
0.6666 |
|
1.000 |
0.6647 |
|
1.618 |
0.6616 |
|
2.618 |
0.6565 |
|
4.250 |
0.6483 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6739 |
0.6734 |
| PP |
0.6731 |
0.6720 |
| S1 |
0.6723 |
0.6706 |
|