CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6692 |
0.6683 |
-0.0009 |
-0.1% |
0.6720 |
| High |
0.6720 |
0.6734 |
0.0014 |
0.2% |
0.6743 |
| Low |
0.6690 |
0.6683 |
-0.0007 |
-0.1% |
0.6610 |
| Close |
0.6720 |
0.6728 |
0.0008 |
0.1% |
0.6654 |
| Range |
0.0030 |
0.0051 |
0.0021 |
70.0% |
0.0133 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
15 |
384 |
369 |
2,460.0% |
417 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6868 |
0.6849 |
0.6756 |
|
| R3 |
0.6817 |
0.6798 |
0.6742 |
|
| R2 |
0.6766 |
0.6766 |
0.6737 |
|
| R1 |
0.6747 |
0.6747 |
0.6732 |
0.6756 |
| PP |
0.6715 |
0.6715 |
0.6715 |
0.6720 |
| S1 |
0.6696 |
0.6696 |
0.6723 |
0.6705 |
| S2 |
0.6664 |
0.6664 |
0.6718 |
|
| S3 |
0.6613 |
0.6645 |
0.6713 |
|
| S4 |
0.6562 |
0.6594 |
0.6699 |
|
|
| 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% |
0.0059 |
0.9% |
84% |
False |
False |
155 |
| 10 |
0.6784 |
0.6610 |
0.0174 |
2.6% |
0.0054 |
0.8% |
68% |
False |
False |
115 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.4% |
0.0048 |
0.7% |
52% |
False |
False |
71 |
| 40 |
0.6836 |
0.6604 |
0.0232 |
3.4% |
0.0052 |
0.8% |
53% |
False |
False |
113 |
| 60 |
0.7054 |
0.6604 |
0.0450 |
6.7% |
0.0051 |
0.8% |
27% |
False |
False |
87 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0047 |
0.7% |
21% |
False |
False |
67 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0044 |
0.7% |
21% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6951 |
|
2.618 |
0.6868 |
|
1.618 |
0.6817 |
|
1.000 |
0.6785 |
|
0.618 |
0.6766 |
|
HIGH |
0.6734 |
|
0.618 |
0.6715 |
|
0.500 |
0.6709 |
|
0.382 |
0.6702 |
|
LOW |
0.6683 |
|
0.618 |
0.6651 |
|
1.000 |
0.6632 |
|
1.618 |
0.6600 |
|
2.618 |
0.6549 |
|
4.250 |
0.6466 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6721 |
0.6720 |
| PP |
0.6715 |
0.6713 |
| S1 |
0.6709 |
0.6706 |
|