CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6683 |
0.6733 |
0.0050 |
0.7% |
0.6649 |
| High |
0.6734 |
0.6789 |
0.0055 |
0.8% |
0.6789 |
| Low |
0.6683 |
0.6725 |
0.0042 |
0.6% |
0.6649 |
| Close |
0.6728 |
0.6788 |
0.0061 |
0.9% |
0.6788 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0141 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
384 |
62 |
-322 |
-83.9% |
760 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6959 |
0.6938 |
0.6823 |
|
| R3 |
0.6895 |
0.6874 |
0.6806 |
|
| R2 |
0.6831 |
0.6831 |
0.6800 |
|
| R1 |
0.6810 |
0.6810 |
0.6794 |
0.6821 |
| PP |
0.6767 |
0.6767 |
0.6767 |
0.6773 |
| S1 |
0.6746 |
0.6746 |
0.6782 |
0.6757 |
| S2 |
0.6703 |
0.6703 |
0.6776 |
|
| S3 |
0.6639 |
0.6682 |
0.6770 |
|
| S4 |
0.6575 |
0.6618 |
0.6753 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7163 |
0.7116 |
0.6865 |
|
| R3 |
0.7023 |
0.6976 |
0.6827 |
|
| R2 |
0.6882 |
0.6882 |
0.6814 |
|
| R1 |
0.6835 |
0.6835 |
0.6801 |
0.6859 |
| PP |
0.6742 |
0.6742 |
0.6742 |
0.6754 |
| S1 |
0.6695 |
0.6695 |
0.6775 |
0.6718 |
| S2 |
0.6601 |
0.6601 |
0.6762 |
|
| S3 |
0.6461 |
0.6554 |
0.6749 |
|
| S4 |
0.6320 |
0.6414 |
0.6711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6789 |
0.6649 |
0.0141 |
2.1% |
0.0058 |
0.8% |
99% |
True |
False |
152 |
| 10 |
0.6789 |
0.6610 |
0.0179 |
2.6% |
0.0054 |
0.8% |
99% |
True |
False |
117 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.3% |
0.0050 |
0.7% |
79% |
False |
False |
73 |
| 40 |
0.6836 |
0.6610 |
0.0226 |
3.3% |
0.0051 |
0.8% |
79% |
False |
False |
112 |
| 60 |
0.7039 |
0.6604 |
0.0435 |
6.4% |
0.0051 |
0.7% |
42% |
False |
False |
88 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0048 |
0.7% |
31% |
False |
False |
67 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0044 |
0.7% |
31% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7061 |
|
2.618 |
0.6957 |
|
1.618 |
0.6893 |
|
1.000 |
0.6853 |
|
0.618 |
0.6829 |
|
HIGH |
0.6789 |
|
0.618 |
0.6765 |
|
0.500 |
0.6757 |
|
0.382 |
0.6749 |
|
LOW |
0.6725 |
|
0.618 |
0.6685 |
|
1.000 |
0.6661 |
|
1.618 |
0.6621 |
|
2.618 |
0.6557 |
|
4.250 |
0.6453 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6778 |
0.6771 |
| PP |
0.6767 |
0.6753 |
| S1 |
0.6757 |
0.6736 |
|