CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6785 |
0.6810 |
0.0025 |
0.4% |
0.6660 |
| High |
0.6793 |
0.6814 |
0.0021 |
0.3% |
0.6782 |
| Low |
0.6779 |
0.6790 |
0.0011 |
0.2% |
0.6660 |
| Close |
0.6786 |
0.6795 |
0.0009 |
0.1% |
0.6773 |
| Range |
0.0014 |
0.0024 |
0.0010 |
71.4% |
0.0123 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
76 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6872 |
0.6857 |
0.6808 |
|
| R3 |
0.6848 |
0.6833 |
0.6801 |
|
| R2 |
0.6824 |
0.6824 |
0.6799 |
|
| R1 |
0.6809 |
0.6809 |
0.6797 |
0.6804 |
| PP |
0.6800 |
0.6800 |
0.6800 |
0.6797 |
| S1 |
0.6785 |
0.6785 |
0.6792 |
0.6780 |
| S2 |
0.6776 |
0.6776 |
0.6790 |
|
| S3 |
0.6752 |
0.6761 |
0.6788 |
|
| S4 |
0.6728 |
0.6737 |
0.6781 |
|
|
| 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 |
0.6814 |
0.6690 |
0.0124 |
1.8% |
0.0039 |
0.6% |
84% |
True |
False |
12 |
| 10 |
0.6814 |
0.6538 |
0.0277 |
4.1% |
0.0033 |
0.5% |
93% |
True |
False |
14 |
| 20 |
0.6814 |
0.6538 |
0.0277 |
4.1% |
0.0026 |
0.4% |
93% |
True |
False |
8 |
| 40 |
0.6836 |
0.6538 |
0.0299 |
4.4% |
0.0024 |
0.4% |
86% |
False |
False |
5 |
| 60 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0025 |
0.4% |
83% |
False |
False |
4 |
| 80 |
0.6918 |
0.6538 |
0.0380 |
5.6% |
0.0023 |
0.3% |
68% |
False |
False |
3 |
| 100 |
0.7197 |
0.6538 |
0.0660 |
9.7% |
0.0022 |
0.3% |
39% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6916 |
|
2.618 |
0.6877 |
|
1.618 |
0.6853 |
|
1.000 |
0.6838 |
|
0.618 |
0.6829 |
|
HIGH |
0.6814 |
|
0.618 |
0.6805 |
|
0.500 |
0.6802 |
|
0.382 |
0.6799 |
|
LOW |
0.6790 |
|
0.618 |
0.6775 |
|
1.000 |
0.6766 |
|
1.618 |
0.6751 |
|
2.618 |
0.6727 |
|
4.250 |
0.6688 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6802 |
0.6787 |
| PP |
0.6800 |
0.6779 |
| S1 |
0.6797 |
0.6771 |
|