CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6733 |
0.6787 |
0.0054 |
0.8% |
0.6649 |
| High |
0.6789 |
0.6835 |
0.0046 |
0.7% |
0.6789 |
| Low |
0.6725 |
0.6783 |
0.0058 |
0.9% |
0.6649 |
| Close |
0.6788 |
0.6820 |
0.0032 |
0.5% |
0.6788 |
| Range |
0.0064 |
0.0053 |
-0.0012 |
-18.0% |
0.0141 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
62 |
79 |
17 |
27.4% |
760 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6970 |
0.6947 |
0.6848 |
|
| R3 |
0.6917 |
0.6895 |
0.6834 |
|
| R2 |
0.6865 |
0.6865 |
0.6829 |
|
| R1 |
0.6842 |
0.6842 |
0.6824 |
0.6854 |
| PP |
0.6812 |
0.6812 |
0.6812 |
0.6818 |
| S1 |
0.6790 |
0.6790 |
0.6815 |
0.6801 |
| S2 |
0.6760 |
0.6760 |
0.6810 |
|
| S3 |
0.6707 |
0.6737 |
0.6805 |
|
| S4 |
0.6655 |
0.6685 |
0.6791 |
|
|
| 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 |
0.6835 |
0.6662 |
0.0174 |
2.5% |
0.0057 |
0.8% |
91% |
True |
False |
158 |
| 10 |
0.6835 |
0.6610 |
0.0225 |
3.3% |
0.0057 |
0.8% |
93% |
True |
False |
124 |
| 20 |
0.6836 |
0.6610 |
0.0226 |
3.3% |
0.0051 |
0.7% |
93% |
False |
False |
77 |
| 40 |
0.6836 |
0.6610 |
0.0226 |
3.3% |
0.0050 |
0.7% |
93% |
False |
False |
108 |
| 60 |
0.7039 |
0.6604 |
0.0435 |
6.4% |
0.0051 |
0.7% |
50% |
False |
False |
89 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0048 |
0.7% |
36% |
False |
False |
68 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0045 |
0.7% |
36% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7058 |
|
2.618 |
0.6972 |
|
1.618 |
0.6920 |
|
1.000 |
0.6888 |
|
0.618 |
0.6867 |
|
HIGH |
0.6835 |
|
0.618 |
0.6815 |
|
0.500 |
0.6809 |
|
0.382 |
0.6803 |
|
LOW |
0.6783 |
|
0.618 |
0.6750 |
|
1.000 |
0.6730 |
|
1.618 |
0.6698 |
|
2.618 |
0.6645 |
|
4.250 |
0.6559 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6816 |
0.6799 |
| PP |
0.6812 |
0.6779 |
| S1 |
0.6809 |
0.6759 |
|