CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6810 |
0.6825 |
0.0015 |
0.2% |
0.6660 |
| High |
0.6814 |
0.6848 |
0.0034 |
0.5% |
0.6782 |
| Low |
0.6790 |
0.6802 |
0.0012 |
0.2% |
0.6660 |
| Close |
0.6795 |
0.6835 |
0.0040 |
0.6% |
0.6773 |
| Range |
0.0024 |
0.0046 |
0.0022 |
91.7% |
0.0123 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.7% |
0.0000 |
| Volume |
7 |
13 |
6 |
85.7% |
76 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6966 |
0.6946 |
0.6860 |
|
| R3 |
0.6920 |
0.6900 |
0.6847 |
|
| R2 |
0.6874 |
0.6874 |
0.6843 |
|
| R1 |
0.6854 |
0.6854 |
0.6839 |
0.6864 |
| PP |
0.6828 |
0.6828 |
0.6828 |
0.6833 |
| S1 |
0.6808 |
0.6808 |
0.6830 |
0.6818 |
| S2 |
0.6782 |
0.6782 |
0.6826 |
|
| S3 |
0.6736 |
0.6762 |
0.6822 |
|
| S4 |
0.6690 |
0.6716 |
0.6809 |
|
|
| 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 |
0.6848 |
0.6698 |
0.0150 |
2.2% |
0.0038 |
0.6% |
91% |
True |
False |
12 |
| 10 |
0.6848 |
0.6598 |
0.0250 |
3.7% |
0.0036 |
0.5% |
95% |
True |
False |
13 |
| 20 |
0.6848 |
0.6538 |
0.0310 |
4.5% |
0.0028 |
0.4% |
96% |
True |
False |
9 |
| 40 |
0.6848 |
0.6538 |
0.0310 |
4.5% |
0.0026 |
0.4% |
96% |
True |
False |
5 |
| 60 |
0.6849 |
0.6538 |
0.0312 |
4.6% |
0.0026 |
0.4% |
95% |
False |
False |
4 |
| 80 |
0.6885 |
0.6538 |
0.0348 |
5.1% |
0.0024 |
0.3% |
85% |
False |
False |
4 |
| 100 |
0.7197 |
0.6538 |
0.0660 |
9.6% |
0.0022 |
0.3% |
45% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7043 |
|
2.618 |
0.6968 |
|
1.618 |
0.6922 |
|
1.000 |
0.6894 |
|
0.618 |
0.6876 |
|
HIGH |
0.6848 |
|
0.618 |
0.6830 |
|
0.500 |
0.6825 |
|
0.382 |
0.6819 |
|
LOW |
0.6802 |
|
0.618 |
0.6773 |
|
1.000 |
0.6756 |
|
1.618 |
0.6727 |
|
2.618 |
0.6681 |
|
4.250 |
0.6606 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6831 |
0.6827 |
| PP |
0.6828 |
0.6820 |
| S1 |
0.6825 |
0.6813 |
|