CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 17-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6829 |
0.6750 |
-0.0079 |
-1.2% |
0.6698 |
High |
0.6834 |
0.6755 |
-0.0079 |
-1.1% |
0.6836 |
Low |
0.6736 |
0.6731 |
-0.0006 |
-0.1% |
0.6668 |
Close |
0.6747 |
0.6743 |
-0.0004 |
-0.1% |
0.6747 |
Range |
0.0098 |
0.0025 |
-0.0073 |
-74.9% |
0.0168 |
ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.3% |
0.0000 |
Volume |
109 |
22 |
-87 |
-79.8% |
214 |
|
Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6816 |
0.6804 |
0.6756 |
|
R3 |
0.6792 |
0.6780 |
0.6750 |
|
R2 |
0.6767 |
0.6767 |
0.6747 |
|
R1 |
0.6755 |
0.6755 |
0.6745 |
0.6749 |
PP |
0.6743 |
0.6743 |
0.6743 |
0.6740 |
S1 |
0.6731 |
0.6731 |
0.6741 |
0.6725 |
S2 |
0.6718 |
0.6718 |
0.6739 |
|
S3 |
0.6694 |
0.6706 |
0.6736 |
|
S4 |
0.6669 |
0.6682 |
0.6730 |
|
|
Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7253 |
0.7167 |
0.6839 |
|
R3 |
0.7085 |
0.7000 |
0.6793 |
|
R2 |
0.6918 |
0.6918 |
0.6777 |
|
R1 |
0.6832 |
0.6832 |
0.6762 |
0.6875 |
PP |
0.6750 |
0.6750 |
0.6750 |
0.6771 |
S1 |
0.6665 |
0.6665 |
0.6731 |
0.6707 |
S2 |
0.6583 |
0.6583 |
0.6716 |
|
S3 |
0.6415 |
0.6497 |
0.6700 |
|
S4 |
0.6248 |
0.6330 |
0.6654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6836 |
0.6690 |
0.0146 |
2.2% |
0.0052 |
0.8% |
36% |
False |
False |
46 |
10 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0051 |
0.8% |
45% |
False |
False |
62 |
20 |
0.6836 |
0.6665 |
0.0171 |
2.5% |
0.0050 |
0.7% |
46% |
False |
False |
77 |
40 |
0.6965 |
0.6604 |
0.0361 |
5.4% |
0.0049 |
0.7% |
39% |
False |
False |
100 |
60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0049 |
0.7% |
23% |
False |
False |
69 |
80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0045 |
0.7% |
23% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6859 |
2.618 |
0.6819 |
1.618 |
0.6795 |
1.000 |
0.6780 |
0.618 |
0.6770 |
HIGH |
0.6755 |
0.618 |
0.6746 |
0.500 |
0.6743 |
0.382 |
0.6740 |
LOW |
0.6731 |
0.618 |
0.6715 |
1.000 |
0.6706 |
1.618 |
0.6691 |
2.618 |
0.6666 |
4.250 |
0.6626 |
|
|
Fisher Pivots for day following 17-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6743 |
0.6783 |
PP |
0.6743 |
0.6770 |
S1 |
0.6743 |
0.6756 |
|