CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6776 |
0.6750 |
-0.0026 |
-0.4% |
0.6698 |
High |
0.6780 |
0.6775 |
-0.0005 |
-0.1% |
0.6836 |
Low |
0.6769 |
0.6735 |
-0.0034 |
-0.5% |
0.6668 |
Close |
0.6769 |
0.6756 |
-0.0013 |
-0.2% |
0.6747 |
Range |
0.0011 |
0.0040 |
0.0029 |
263.6% |
0.0168 |
ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
214 |
|
Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6875 |
0.6855 |
0.6778 |
|
R3 |
0.6835 |
0.6815 |
0.6767 |
|
R2 |
0.6795 |
0.6795 |
0.6763 |
|
R1 |
0.6775 |
0.6775 |
0.6759 |
0.6785 |
PP |
0.6755 |
0.6755 |
0.6755 |
0.6760 |
S1 |
0.6735 |
0.6735 |
0.6752 |
0.6745 |
S2 |
0.6715 |
0.6715 |
0.6748 |
|
S3 |
0.6675 |
0.6695 |
0.6745 |
|
S4 |
0.6635 |
0.6655 |
0.6734 |
|
|
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 |
0.6731 |
0.0105 |
1.6% |
0.0053 |
0.8% |
24% |
False |
False |
42 |
10 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0044 |
0.6% |
52% |
False |
False |
29 |
20 |
0.6836 |
0.6665 |
0.0171 |
2.5% |
0.0048 |
0.7% |
53% |
False |
False |
61 |
40 |
0.6869 |
0.6604 |
0.0265 |
3.9% |
0.0047 |
0.7% |
57% |
False |
False |
100 |
60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0050 |
0.7% |
25% |
False |
False |
69 |
80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0045 |
0.7% |
25% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6945 |
2.618 |
0.6880 |
1.618 |
0.6840 |
1.000 |
0.6815 |
0.618 |
0.6800 |
HIGH |
0.6775 |
0.618 |
0.6760 |
0.500 |
0.6755 |
0.382 |
0.6750 |
LOW |
0.6735 |
0.618 |
0.6710 |
1.000 |
0.6695 |
1.618 |
0.6670 |
2.618 |
0.6630 |
4.250 |
0.6565 |
|
|
Fisher Pivots for day following 19-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6755 |
0.6755 |
PP |
0.6755 |
0.6755 |
S1 |
0.6755 |
0.6755 |
|