CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6781 |
0.6720 |
-0.0061 |
-0.9% |
0.6750 |
| High |
0.6784 |
0.6731 |
-0.0053 |
-0.8% |
0.6784 |
| Low |
0.6717 |
0.6705 |
-0.0012 |
-0.2% |
0.6717 |
| Close |
0.6724 |
0.6731 |
0.0007 |
0.1% |
0.6724 |
| Range |
0.0067 |
0.0026 |
-0.0041 |
-61.2% |
0.0067 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
40 |
8 |
-32 |
-80.0% |
77 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6791 |
0.6745 |
|
| R3 |
0.6774 |
0.6765 |
0.6738 |
|
| R2 |
0.6748 |
0.6748 |
0.6735 |
|
| R1 |
0.6739 |
0.6739 |
0.6733 |
0.6744 |
| PP |
0.6722 |
0.6722 |
0.6722 |
0.6724 |
| S1 |
0.6713 |
0.6713 |
0.6728 |
0.6718 |
| S2 |
0.6696 |
0.6696 |
0.6726 |
|
| S3 |
0.6670 |
0.6687 |
0.6723 |
|
| S4 |
0.6644 |
0.6661 |
0.6716 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6942 |
0.6900 |
0.6761 |
|
| R3 |
0.6875 |
0.6833 |
0.6742 |
|
| R2 |
0.6808 |
0.6808 |
0.6736 |
|
| R1 |
0.6766 |
0.6766 |
0.6730 |
0.6754 |
| PP |
0.6741 |
0.6741 |
0.6741 |
0.6735 |
| S1 |
0.6699 |
0.6699 |
0.6718 |
0.6687 |
| S2 |
0.6674 |
0.6674 |
0.6712 |
|
| S3 |
0.6607 |
0.6632 |
0.6706 |
|
| S4 |
0.6540 |
0.6565 |
0.6687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6784 |
0.6705 |
0.0079 |
1.2% |
0.0038 |
0.6% |
33% |
False |
True |
12 |
| 10 |
0.6836 |
0.6690 |
0.0146 |
2.2% |
0.0045 |
0.7% |
28% |
False |
False |
29 |
| 20 |
0.6836 |
0.6668 |
0.0168 |
2.5% |
0.0049 |
0.7% |
37% |
False |
False |
43 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.4% |
0.0048 |
0.7% |
55% |
False |
False |
101 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0051 |
0.8% |
21% |
False |
False |
70 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0047 |
0.7% |
21% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6841 |
|
2.618 |
0.6799 |
|
1.618 |
0.6773 |
|
1.000 |
0.6757 |
|
0.618 |
0.6747 |
|
HIGH |
0.6731 |
|
0.618 |
0.6721 |
|
0.500 |
0.6718 |
|
0.382 |
0.6714 |
|
LOW |
0.6705 |
|
0.618 |
0.6688 |
|
1.000 |
0.6679 |
|
1.618 |
0.6662 |
|
2.618 |
0.6636 |
|
4.250 |
0.6594 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6726 |
0.6744 |
| PP |
0.6722 |
0.6740 |
| S1 |
0.6718 |
0.6735 |
|