CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6671 |
0.6645 |
-0.0026 |
-0.4% |
0.6750 |
| High |
0.6672 |
0.6673 |
0.0001 |
0.0% |
0.6784 |
| Low |
0.6632 |
0.6645 |
0.0014 |
0.2% |
0.6717 |
| Close |
0.6632 |
0.6669 |
0.0037 |
0.6% |
0.6724 |
| Range |
0.0041 |
0.0028 |
-0.0013 |
-30.9% |
0.0067 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
99 |
10 |
-89 |
-89.9% |
77 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6746 |
0.6735 |
0.6684 |
|
| R3 |
0.6718 |
0.6707 |
0.6676 |
|
| R2 |
0.6690 |
0.6690 |
0.6674 |
|
| R1 |
0.6679 |
0.6679 |
0.6671 |
0.6685 |
| PP |
0.6662 |
0.6662 |
0.6662 |
0.6665 |
| S1 |
0.6651 |
0.6651 |
0.6666 |
0.6657 |
| S2 |
0.6634 |
0.6634 |
0.6663 |
|
| S3 |
0.6606 |
0.6623 |
0.6661 |
|
| S4 |
0.6578 |
0.6595 |
0.6653 |
|
|
| 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% |
0.0050 |
0.7% |
24% |
False |
False |
75 |
| 10 |
0.6834 |
0.6632 |
0.0202 |
3.0% |
0.0047 |
0.7% |
18% |
False |
False |
52 |
| 20 |
0.6836 |
0.6632 |
0.0204 |
3.1% |
0.0053 |
0.8% |
18% |
False |
False |
58 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.5% |
0.0051 |
0.8% |
28% |
False |
False |
108 |
| 60 |
0.7133 |
0.6604 |
0.0529 |
7.9% |
0.0052 |
0.8% |
12% |
False |
False |
75 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0046 |
0.7% |
11% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6792 |
|
2.618 |
0.6746 |
|
1.618 |
0.6718 |
|
1.000 |
0.6701 |
|
0.618 |
0.6690 |
|
HIGH |
0.6673 |
|
0.618 |
0.6662 |
|
0.500 |
0.6659 |
|
0.382 |
0.6656 |
|
LOW |
0.6645 |
|
0.618 |
0.6628 |
|
1.000 |
0.6617 |
|
1.618 |
0.6600 |
|
2.618 |
0.6572 |
|
4.250 |
0.6526 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6665 |
0.6687 |
| PP |
0.6662 |
0.6681 |
| S1 |
0.6659 |
0.6675 |
|