CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6666 |
0.6649 |
-0.0018 |
-0.3% |
0.6720 |
| High |
0.6679 |
0.6704 |
0.0025 |
0.4% |
0.6743 |
| Low |
0.6610 |
0.6649 |
0.0039 |
0.6% |
0.6610 |
| Close |
0.6654 |
0.6669 |
0.0015 |
0.2% |
0.6654 |
| Range |
0.0069 |
0.0055 |
-0.0014 |
-20.3% |
0.0133 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
80 |
49 |
-31 |
-38.8% |
417 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6839 |
0.6809 |
0.6699 |
|
| R3 |
0.6784 |
0.6754 |
0.6684 |
|
| R2 |
0.6729 |
0.6729 |
0.6679 |
|
| R1 |
0.6699 |
0.6699 |
0.6674 |
0.6714 |
| PP |
0.6674 |
0.6674 |
0.6674 |
0.6681 |
| S1 |
0.6644 |
0.6644 |
0.6663 |
0.6659 |
| S2 |
0.6619 |
0.6619 |
0.6658 |
|
| S3 |
0.6564 |
0.6589 |
0.6653 |
|
| S4 |
0.6509 |
0.6534 |
0.6638 |
|
|
| 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% |
0.0056 |
0.8% |
44% |
False |
False |
91 |
| 10 |
0.6784 |
0.6610 |
0.0174 |
2.6% |
0.0047 |
0.7% |
34% |
False |
False |
52 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.4% |
0.0049 |
0.7% |
26% |
False |
False |
57 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.5% |
0.0054 |
0.8% |
28% |
False |
False |
110 |
| 60 |
0.7054 |
0.6604 |
0.0450 |
6.7% |
0.0051 |
0.8% |
14% |
False |
False |
77 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0047 |
0.7% |
11% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6937 |
|
2.618 |
0.6847 |
|
1.618 |
0.6792 |
|
1.000 |
0.6759 |
|
0.618 |
0.6737 |
|
HIGH |
0.6704 |
|
0.618 |
0.6682 |
|
0.500 |
0.6676 |
|
0.382 |
0.6670 |
|
LOW |
0.6649 |
|
0.618 |
0.6615 |
|
1.000 |
0.6594 |
|
1.618 |
0.6560 |
|
2.618 |
0.6505 |
|
4.250 |
0.6415 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6676 |
0.6665 |
| PP |
0.6674 |
0.6661 |
| S1 |
0.6671 |
0.6657 |
|