CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6645 |
0.6666 |
0.0021 |
0.3% |
0.6720 |
| High |
0.6673 |
0.6679 |
0.0006 |
0.1% |
0.6743 |
| Low |
0.6645 |
0.6610 |
-0.0035 |
-0.5% |
0.6610 |
| Close |
0.6669 |
0.6654 |
-0.0015 |
-0.2% |
0.6654 |
| Range |
0.0028 |
0.0069 |
0.0041 |
146.4% |
0.0133 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.0% |
0.0000 |
| Volume |
10 |
80 |
70 |
700.0% |
417 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6855 |
0.6823 |
0.6691 |
|
| R3 |
0.6786 |
0.6754 |
0.6672 |
|
| R2 |
0.6717 |
0.6717 |
0.6666 |
|
| R1 |
0.6685 |
0.6685 |
0.6660 |
0.6666 |
| PP |
0.6648 |
0.6648 |
0.6648 |
0.6638 |
| S1 |
0.6616 |
0.6616 |
0.6647 |
0.6597 |
| S2 |
0.6579 |
0.6579 |
0.6641 |
|
| S3 |
0.6510 |
0.6547 |
0.6635 |
|
| S4 |
0.6441 |
0.6478 |
0.6616 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7066 |
0.6992 |
0.6726 |
|
| R3 |
0.6934 |
0.6860 |
0.6690 |
|
| R2 |
0.6801 |
0.6801 |
0.6678 |
|
| R1 |
0.6727 |
0.6727 |
0.6666 |
0.6698 |
| PP |
0.6669 |
0.6669 |
0.6669 |
0.6654 |
| S1 |
0.6595 |
0.6595 |
0.6641 |
0.6566 |
| S2 |
0.6536 |
0.6536 |
0.6629 |
|
| S3 |
0.6404 |
0.6462 |
0.6617 |
|
| S4 |
0.6271 |
0.6330 |
0.6581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6743 |
0.6610 |
0.0133 |
2.0% |
0.0050 |
0.8% |
33% |
False |
True |
83 |
| 10 |
0.6784 |
0.6610 |
0.0174 |
2.6% |
0.0044 |
0.7% |
25% |
False |
True |
49 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.4% |
0.0053 |
0.8% |
19% |
False |
True |
61 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.5% |
0.0053 |
0.8% |
21% |
False |
False |
110 |
| 60 |
0.7133 |
0.6604 |
0.0529 |
8.0% |
0.0053 |
0.8% |
9% |
False |
False |
76 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0047 |
0.7% |
8% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6972 |
|
2.618 |
0.6860 |
|
1.618 |
0.6791 |
|
1.000 |
0.6748 |
|
0.618 |
0.6722 |
|
HIGH |
0.6679 |
|
0.618 |
0.6653 |
|
0.500 |
0.6645 |
|
0.382 |
0.6636 |
|
LOW |
0.6610 |
|
0.618 |
0.6567 |
|
1.000 |
0.6541 |
|
1.618 |
0.6498 |
|
2.618 |
0.6429 |
|
4.250 |
0.6317 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6651 |
0.6651 |
| PP |
0.6648 |
0.6648 |
| S1 |
0.6645 |
0.6645 |
|