CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6818 |
0.6907 |
0.0089 |
1.3% |
0.6785 |
| High |
0.6918 |
0.6921 |
0.0004 |
0.1% |
0.6921 |
| Low |
0.6818 |
0.6885 |
0.0067 |
1.0% |
0.6779 |
| Close |
0.6918 |
0.6907 |
-0.0011 |
-0.2% |
0.6907 |
| Range |
0.0100 |
0.0036 |
-0.0064 |
-63.8% |
0.0142 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
16 |
228 |
212 |
1,325.0% |
274 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7012 |
0.6996 |
0.6927 |
|
| R3 |
0.6976 |
0.6960 |
0.6917 |
|
| R2 |
0.6940 |
0.6940 |
0.6914 |
|
| R1 |
0.6924 |
0.6924 |
0.6910 |
0.6925 |
| PP |
0.6904 |
0.6904 |
0.6904 |
0.6905 |
| S1 |
0.6888 |
0.6888 |
0.6904 |
0.6889 |
| S2 |
0.6868 |
0.6868 |
0.6900 |
|
| S3 |
0.6832 |
0.6852 |
0.6897 |
|
| S4 |
0.6796 |
0.6816 |
0.6887 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7295 |
0.7243 |
0.6985 |
|
| R3 |
0.7153 |
0.7101 |
0.6946 |
|
| R2 |
0.7011 |
0.7011 |
0.6933 |
|
| R1 |
0.6959 |
0.6959 |
0.6920 |
0.6985 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6882 |
| S1 |
0.6817 |
0.6817 |
0.6894 |
0.6843 |
| S2 |
0.6727 |
0.6727 |
0.6881 |
|
| S3 |
0.6585 |
0.6675 |
0.6868 |
|
| S4 |
0.6443 |
0.6533 |
0.6829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6921 |
0.6779 |
0.0142 |
2.1% |
0.0044 |
0.6% |
90% |
True |
False |
54 |
| 10 |
0.6921 |
0.6660 |
0.0262 |
3.8% |
0.0044 |
0.6% |
95% |
True |
False |
35 |
| 20 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0033 |
0.5% |
96% |
True |
False |
21 |
| 40 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0029 |
0.4% |
96% |
True |
False |
11 |
| 60 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0028 |
0.4% |
96% |
True |
False |
8 |
| 80 |
0.6921 |
0.6538 |
0.0384 |
5.6% |
0.0025 |
0.4% |
96% |
True |
False |
7 |
| 100 |
0.7197 |
0.6538 |
0.0660 |
9.5% |
0.0023 |
0.3% |
56% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7074 |
|
2.618 |
0.7015 |
|
1.618 |
0.6979 |
|
1.000 |
0.6957 |
|
0.618 |
0.6943 |
|
HIGH |
0.6921 |
|
0.618 |
0.6907 |
|
0.500 |
0.6903 |
|
0.382 |
0.6899 |
|
LOW |
0.6885 |
|
0.618 |
0.6863 |
|
1.000 |
0.6849 |
|
1.618 |
0.6827 |
|
2.618 |
0.6791 |
|
4.250 |
0.6732 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6906 |
0.6892 |
| PP |
0.6904 |
0.6877 |
| S1 |
0.6903 |
0.6861 |
|