CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6720 |
0.6743 |
0.0023 |
0.3% |
0.6750 |
| High |
0.6731 |
0.6743 |
0.0012 |
0.2% |
0.6784 |
| Low |
0.6705 |
0.6655 |
-0.0050 |
-0.7% |
0.6717 |
| Close |
0.6731 |
0.6656 |
-0.0075 |
-1.1% |
0.6724 |
| Range |
0.0026 |
0.0088 |
0.0062 |
236.5% |
0.0067 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
4.6% |
0.0000 |
| Volume |
8 |
220 |
212 |
2,650.0% |
77 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6947 |
0.6889 |
0.6704 |
|
| R3 |
0.6859 |
0.6801 |
0.6680 |
|
| R2 |
0.6772 |
0.6772 |
0.6672 |
|
| R1 |
0.6714 |
0.6714 |
0.6664 |
0.6699 |
| PP |
0.6684 |
0.6684 |
0.6684 |
0.6677 |
| S1 |
0.6626 |
0.6626 |
0.6647 |
0.6612 |
| S2 |
0.6597 |
0.6597 |
0.6639 |
|
| S3 |
0.6509 |
0.6539 |
0.6631 |
|
| S4 |
0.6422 |
0.6451 |
0.6607 |
|
|
| 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 |
0.6655 |
0.0129 |
1.9% |
0.0053 |
0.8% |
0% |
False |
True |
56 |
| 10 |
0.6836 |
0.6655 |
0.0181 |
2.7% |
0.0053 |
0.8% |
0% |
False |
True |
51 |
| 20 |
0.6836 |
0.6655 |
0.0181 |
2.7% |
0.0051 |
0.8% |
0% |
False |
True |
54 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.5% |
0.0050 |
0.8% |
22% |
False |
False |
107 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0052 |
0.8% |
9% |
False |
False |
73 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0047 |
0.7% |
9% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7114 |
|
2.618 |
0.6972 |
|
1.618 |
0.6884 |
|
1.000 |
0.6830 |
|
0.618 |
0.6797 |
|
HIGH |
0.6743 |
|
0.618 |
0.6709 |
|
0.500 |
0.6699 |
|
0.382 |
0.6688 |
|
LOW |
0.6655 |
|
0.618 |
0.6601 |
|
1.000 |
0.6568 |
|
1.618 |
0.6513 |
|
2.618 |
0.6426 |
|
4.250 |
0.6283 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6699 |
0.6719 |
| PP |
0.6684 |
0.6698 |
| S1 |
0.6670 |
0.6677 |
|