CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6662 |
0.6692 |
0.0031 |
0.5% |
0.6720 |
| High |
0.6750 |
0.6720 |
-0.0030 |
-0.4% |
0.6743 |
| Low |
0.6662 |
0.6690 |
0.0029 |
0.4% |
0.6610 |
| Close |
0.6696 |
0.6720 |
0.0024 |
0.4% |
0.6654 |
| Range |
0.0088 |
0.0030 |
-0.0058 |
-65.9% |
0.0133 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
250 |
15 |
-235 |
-94.0% |
417 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6790 |
0.6736 |
|
| R3 |
0.6770 |
0.6760 |
0.6728 |
|
| R2 |
0.6740 |
0.6740 |
0.6725 |
|
| R1 |
0.6730 |
0.6730 |
0.6722 |
0.6735 |
| PP |
0.6710 |
0.6710 |
0.6710 |
0.6712 |
| S1 |
0.6700 |
0.6700 |
0.6717 |
0.6705 |
| S2 |
0.6680 |
0.6680 |
0.6714 |
|
| S3 |
0.6650 |
0.6670 |
0.6711 |
|
| S4 |
0.6620 |
0.6640 |
0.6703 |
|
|
| 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% |
0.0054 |
0.8% |
78% |
False |
False |
80 |
| 10 |
0.6784 |
0.6610 |
0.0174 |
2.6% |
0.0053 |
0.8% |
63% |
False |
False |
78 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.4% |
0.0049 |
0.7% |
49% |
False |
False |
53 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.4% |
0.0052 |
0.8% |
50% |
False |
False |
108 |
| 60 |
0.7054 |
0.6604 |
0.0450 |
6.7% |
0.0051 |
0.8% |
26% |
False |
False |
81 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0047 |
0.7% |
19% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6848 |
|
2.618 |
0.6799 |
|
1.618 |
0.6769 |
|
1.000 |
0.6750 |
|
0.618 |
0.6739 |
|
HIGH |
0.6720 |
|
0.618 |
0.6709 |
|
0.500 |
0.6705 |
|
0.382 |
0.6701 |
|
LOW |
0.6690 |
|
0.618 |
0.6671 |
|
1.000 |
0.6660 |
|
1.618 |
0.6641 |
|
2.618 |
0.6611 |
|
4.250 |
0.6563 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6713 |
| PP |
0.6710 |
0.6706 |
| S1 |
0.6705 |
0.6699 |
|