CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6649 |
0.6662 |
0.0013 |
0.2% |
0.6720 |
| High |
0.6704 |
0.6750 |
0.0046 |
0.7% |
0.6743 |
| Low |
0.6649 |
0.6662 |
0.0013 |
0.2% |
0.6610 |
| Close |
0.6669 |
0.6696 |
0.0027 |
0.4% |
0.6654 |
| Range |
0.0055 |
0.0088 |
0.0033 |
60.0% |
0.0133 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.3% |
0.0000 |
| Volume |
49 |
250 |
201 |
410.2% |
417 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6966 |
0.6919 |
0.6744 |
|
| R3 |
0.6878 |
0.6831 |
0.6720 |
|
| R2 |
0.6790 |
0.6790 |
0.6712 |
|
| R1 |
0.6743 |
0.6743 |
0.6704 |
0.6767 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6714 |
| S1 |
0.6655 |
0.6655 |
0.6687 |
0.6679 |
| S2 |
0.6614 |
0.6614 |
0.6679 |
|
| S3 |
0.6526 |
0.6567 |
0.6671 |
|
| S4 |
0.6438 |
0.6479 |
0.6647 |
|
|
| 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 |
0.6750 |
0.6610 |
0.0140 |
2.1% |
0.0056 |
0.8% |
61% |
True |
False |
97 |
| 10 |
0.6784 |
0.6610 |
0.0174 |
2.6% |
0.0054 |
0.8% |
49% |
False |
False |
76 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.4% |
0.0050 |
0.8% |
38% |
False |
False |
56 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.5% |
0.0052 |
0.8% |
40% |
False |
False |
115 |
| 60 |
0.7054 |
0.6604 |
0.0450 |
6.7% |
0.0051 |
0.8% |
20% |
False |
False |
81 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0046 |
0.7% |
15% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7124 |
|
2.618 |
0.6980 |
|
1.618 |
0.6892 |
|
1.000 |
0.6838 |
|
0.618 |
0.6804 |
|
HIGH |
0.6750 |
|
0.618 |
0.6716 |
|
0.500 |
0.6706 |
|
0.382 |
0.6695 |
|
LOW |
0.6662 |
|
0.618 |
0.6607 |
|
1.000 |
0.6574 |
|
1.618 |
0.6519 |
|
2.618 |
0.6431 |
|
4.250 |
0.6288 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6706 |
0.6690 |
| PP |
0.6702 |
0.6685 |
| S1 |
0.6699 |
0.6680 |
|