CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 26-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6743 |
0.6671 |
-0.0072 |
-1.1% |
0.6750 |
High |
0.6743 |
0.6672 |
-0.0071 |
-1.0% |
0.6784 |
Low |
0.6655 |
0.6632 |
-0.0024 |
-0.4% |
0.6717 |
Close |
0.6656 |
0.6632 |
-0.0024 |
-0.4% |
0.6724 |
Range |
0.0088 |
0.0041 |
-0.0047 |
-53.7% |
0.0067 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
220 |
99 |
-121 |
-55.0% |
77 |
|
Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6767 |
0.6740 |
0.6654 |
|
R3 |
0.6726 |
0.6699 |
0.6643 |
|
R2 |
0.6686 |
0.6686 |
0.6639 |
|
R1 |
0.6659 |
0.6659 |
0.6635 |
0.6652 |
PP |
0.6645 |
0.6645 |
0.6645 |
0.6642 |
S1 |
0.6618 |
0.6618 |
0.6628 |
0.6611 |
S2 |
0.6605 |
0.6605 |
0.6624 |
|
S3 |
0.6564 |
0.6578 |
0.6620 |
|
S4 |
0.6524 |
0.6537 |
0.6609 |
|
|
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 |
0.6632 |
0.0152 |
2.3% |
0.0053 |
0.8% |
0% |
False |
True |
75 |
10 |
0.6836 |
0.6632 |
0.0204 |
3.1% |
0.0053 |
0.8% |
0% |
False |
True |
58 |
20 |
0.6836 |
0.6632 |
0.0204 |
3.1% |
0.0053 |
0.8% |
0% |
False |
True |
58 |
40 |
0.6836 |
0.6604 |
0.0232 |
3.5% |
0.0051 |
0.8% |
12% |
False |
False |
109 |
60 |
0.7205 |
0.6604 |
0.0601 |
9.1% |
0.0053 |
0.8% |
5% |
False |
False |
75 |
80 |
0.7205 |
0.6604 |
0.0601 |
9.1% |
0.0047 |
0.7% |
5% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6844 |
2.618 |
0.6778 |
1.618 |
0.6738 |
1.000 |
0.6713 |
0.618 |
0.6697 |
HIGH |
0.6672 |
0.618 |
0.6657 |
0.500 |
0.6652 |
0.382 |
0.6647 |
LOW |
0.6632 |
0.618 |
0.6606 |
1.000 |
0.6591 |
1.618 |
0.6566 |
2.618 |
0.6525 |
4.250 |
0.6459 |
|
|
Fisher Pivots for day following 26-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6652 |
0.6687 |
PP |
0.6645 |
0.6669 |
S1 |
0.6638 |
0.6650 |
|