CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6630 |
0.6644 |
0.0014 |
0.2% |
0.6709 |
| High |
0.6682 |
0.6730 |
0.0048 |
0.7% |
0.6722 |
| Low |
0.6622 |
0.6634 |
0.0013 |
0.2% |
0.6582 |
| Close |
0.6644 |
0.6675 |
0.0031 |
0.5% |
0.6629 |
| Range |
0.0061 |
0.0096 |
0.0036 |
58.7% |
0.0140 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0000 |
| Volume |
57,532 |
103,808 |
46,276 |
80.4% |
354,889 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6968 |
0.6917 |
0.6727 |
|
| R3 |
0.6872 |
0.6821 |
0.6701 |
|
| R2 |
0.6776 |
0.6776 |
0.6692 |
|
| R1 |
0.6725 |
0.6725 |
0.6683 |
0.6750 |
| PP |
0.6680 |
0.6680 |
0.6680 |
0.6692 |
| S1 |
0.6629 |
0.6629 |
0.6666 |
0.6654 |
| S2 |
0.6584 |
0.6584 |
0.6657 |
|
| S3 |
0.6488 |
0.6533 |
0.6648 |
|
| S4 |
0.6392 |
0.6437 |
0.6622 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.6986 |
0.6706 |
|
| R3 |
0.6924 |
0.6846 |
0.6667 |
|
| R2 |
0.6784 |
0.6784 |
0.6654 |
|
| R1 |
0.6706 |
0.6706 |
0.6641 |
0.6675 |
| PP |
0.6644 |
0.6644 |
0.6644 |
0.6629 |
| S1 |
0.6566 |
0.6566 |
0.6616 |
0.6535 |
| S2 |
0.6504 |
0.6504 |
0.6603 |
|
| S3 |
0.6364 |
0.6426 |
0.6590 |
|
| S4 |
0.6224 |
0.6286 |
0.6552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6730 |
0.6582 |
0.0148 |
2.2% |
0.0064 |
1.0% |
63% |
True |
False |
79,135 |
| 10 |
0.6788 |
0.6582 |
0.0206 |
3.1% |
0.0064 |
1.0% |
45% |
False |
False |
72,633 |
| 20 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0069 |
1.0% |
38% |
False |
False |
71,329 |
| 40 |
0.6824 |
0.6582 |
0.0242 |
3.6% |
0.0075 |
1.1% |
38% |
False |
False |
85,394 |
| 60 |
0.7050 |
0.6582 |
0.0468 |
7.0% |
0.0074 |
1.1% |
20% |
False |
False |
57,553 |
| 80 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0074 |
1.1% |
15% |
False |
False |
43,183 |
| 100 |
0.7193 |
0.6582 |
0.0611 |
9.2% |
0.0073 |
1.1% |
15% |
False |
False |
34,551 |
| 120 |
0.7193 |
0.6455 |
0.0738 |
11.1% |
0.0070 |
1.0% |
30% |
False |
False |
28,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7138 |
|
2.618 |
0.6981 |
|
1.618 |
0.6885 |
|
1.000 |
0.6826 |
|
0.618 |
0.6789 |
|
HIGH |
0.6730 |
|
0.618 |
0.6693 |
|
0.500 |
0.6682 |
|
0.382 |
0.6671 |
|
LOW |
0.6634 |
|
0.618 |
0.6575 |
|
1.000 |
0.6538 |
|
1.618 |
0.6479 |
|
2.618 |
0.6383 |
|
4.250 |
0.6226 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6682 |
0.6668 |
| PP |
0.6680 |
0.6662 |
| S1 |
0.6677 |
0.6656 |
|