CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6698 |
0.6748 |
0.0051 |
0.8% |
0.6660 |
| High |
0.6748 |
0.6782 |
0.0034 |
0.5% |
0.6782 |
| Low |
0.6698 |
0.6728 |
0.0030 |
0.4% |
0.6660 |
| Close |
0.6748 |
0.6773 |
0.0026 |
0.4% |
0.6773 |
| Range |
0.0051 |
0.0055 |
0.0004 |
7.9% |
0.0123 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9 |
25 |
16 |
177.8% |
76 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6903 |
0.6803 |
|
| R3 |
0.6870 |
0.6849 |
0.6788 |
|
| R2 |
0.6815 |
0.6815 |
0.6783 |
|
| R1 |
0.6794 |
0.6794 |
0.6778 |
0.6805 |
| PP |
0.6761 |
0.6761 |
0.6761 |
0.6766 |
| S1 |
0.6740 |
0.6740 |
0.6768 |
0.6750 |
| S2 |
0.6706 |
0.6706 |
0.6763 |
|
| S3 |
0.6652 |
0.6685 |
0.6758 |
|
| S4 |
0.6597 |
0.6631 |
0.6743 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7106 |
0.7062 |
0.6840 |
|
| R3 |
0.6983 |
0.6939 |
0.6807 |
|
| R2 |
0.6861 |
0.6861 |
0.6795 |
|
| R1 |
0.6817 |
0.6817 |
0.6784 |
0.6839 |
| PP |
0.6738 |
0.6738 |
0.6738 |
0.6749 |
| S1 |
0.6694 |
0.6694 |
0.6762 |
0.6716 |
| S2 |
0.6616 |
0.6616 |
0.6751 |
|
| S3 |
0.6493 |
0.6572 |
0.6739 |
|
| S4 |
0.6371 |
0.6449 |
0.6706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6782 |
0.6660 |
0.0123 |
1.8% |
0.0043 |
0.6% |
93% |
True |
False |
15 |
| 10 |
0.6782 |
0.6538 |
0.0245 |
3.6% |
0.0036 |
0.5% |
96% |
True |
False |
13 |
| 20 |
0.6782 |
0.6538 |
0.0245 |
3.6% |
0.0027 |
0.4% |
96% |
True |
False |
8 |
| 40 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0026 |
0.4% |
76% |
False |
False |
4 |
| 60 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0025 |
0.4% |
76% |
False |
False |
4 |
| 80 |
0.6978 |
0.6538 |
0.0440 |
6.5% |
0.0024 |
0.3% |
54% |
False |
False |
3 |
| 100 |
0.7197 |
0.6538 |
0.0660 |
9.7% |
0.0022 |
0.3% |
36% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7014 |
|
2.618 |
0.6925 |
|
1.618 |
0.6870 |
|
1.000 |
0.6837 |
|
0.618 |
0.6816 |
|
HIGH |
0.6782 |
|
0.618 |
0.6761 |
|
0.500 |
0.6755 |
|
0.382 |
0.6748 |
|
LOW |
0.6728 |
|
0.618 |
0.6694 |
|
1.000 |
0.6673 |
|
1.618 |
0.6639 |
|
2.618 |
0.6585 |
|
4.250 |
0.6496 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6767 |
0.6761 |
| PP |
0.6761 |
0.6748 |
| S1 |
0.6755 |
0.6736 |
|