CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.6748 |
0.6785 |
0.0037 |
0.5% |
0.6660 |
High |
0.6782 |
0.6793 |
0.0011 |
0.2% |
0.6782 |
Low |
0.6728 |
0.6779 |
0.0052 |
0.8% |
0.6660 |
Close |
0.6773 |
0.6786 |
0.0013 |
0.2% |
0.6773 |
Range |
0.0055 |
0.0014 |
-0.0041 |
-74.3% |
0.0123 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
25 |
10 |
-15 |
-60.0% |
76 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6828 |
0.6821 |
0.6794 |
|
R3 |
0.6814 |
0.6807 |
0.6790 |
|
R2 |
0.6800 |
0.6800 |
0.6789 |
|
R1 |
0.6793 |
0.6793 |
0.6787 |
0.6797 |
PP |
0.6786 |
0.6786 |
0.6786 |
0.6788 |
S1 |
0.6779 |
0.6779 |
0.6785 |
0.6783 |
S2 |
0.6772 |
0.6772 |
0.6783 |
|
S3 |
0.6758 |
0.6765 |
0.6782 |
|
S4 |
0.6744 |
0.6751 |
0.6778 |
|
|
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 |
0.6793 |
0.6663 |
0.0130 |
1.9% |
0.0046 |
0.7% |
95% |
True |
False |
17 |
10 |
0.6793 |
0.6538 |
0.0256 |
3.8% |
0.0033 |
0.5% |
97% |
True |
False |
14 |
20 |
0.6793 |
0.6538 |
0.0256 |
3.8% |
0.0025 |
0.4% |
97% |
True |
False |
8 |
40 |
0.6836 |
0.6538 |
0.0299 |
4.4% |
0.0024 |
0.4% |
83% |
False |
False |
5 |
60 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0025 |
0.4% |
80% |
False |
False |
4 |
80 |
0.6949 |
0.6538 |
0.0411 |
6.1% |
0.0024 |
0.3% |
60% |
False |
False |
3 |
100 |
0.7197 |
0.6538 |
0.0660 |
9.7% |
0.0022 |
0.3% |
38% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6853 |
2.618 |
0.6830 |
1.618 |
0.6816 |
1.000 |
0.6807 |
0.618 |
0.6802 |
HIGH |
0.6793 |
0.618 |
0.6788 |
0.500 |
0.6786 |
0.382 |
0.6784 |
LOW |
0.6779 |
0.618 |
0.6770 |
1.000 |
0.6765 |
1.618 |
0.6756 |
2.618 |
0.6742 |
4.250 |
0.6720 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6786 |
0.6772 |
PP |
0.6786 |
0.6759 |
S1 |
0.6786 |
0.6745 |
|