CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 09-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6787 |
0.6814 |
0.0027 |
0.4% |
0.6649 |
High |
0.6835 |
0.6814 |
-0.0022 |
-0.3% |
0.6789 |
Low |
0.6783 |
0.6780 |
-0.0003 |
0.0% |
0.6649 |
Close |
0.6820 |
0.6797 |
-0.0023 |
-0.3% |
0.6788 |
Range |
0.0053 |
0.0034 |
-0.0019 |
-36.2% |
0.0141 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
79 |
69 |
-10 |
-12.7% |
760 |
|
Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6897 |
0.6881 |
0.6815 |
|
R3 |
0.6864 |
0.6847 |
0.6806 |
|
R2 |
0.6830 |
0.6830 |
0.6803 |
|
R1 |
0.6814 |
0.6814 |
0.6800 |
0.6805 |
PP |
0.6797 |
0.6797 |
0.6797 |
0.6793 |
S1 |
0.6780 |
0.6780 |
0.6794 |
0.6772 |
S2 |
0.6763 |
0.6763 |
0.6791 |
|
S3 |
0.6730 |
0.6747 |
0.6788 |
|
S4 |
0.6696 |
0.6713 |
0.6779 |
|
|
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 |
0.6683 |
0.0152 |
2.2% |
0.0046 |
0.7% |
75% |
False |
False |
121 |
10 |
0.6835 |
0.6610 |
0.0225 |
3.3% |
0.0051 |
0.8% |
83% |
False |
False |
109 |
20 |
0.6836 |
0.6610 |
0.0226 |
3.3% |
0.0052 |
0.8% |
83% |
False |
False |
80 |
40 |
0.6836 |
0.6610 |
0.0226 |
3.3% |
0.0050 |
0.7% |
83% |
False |
False |
108 |
60 |
0.7039 |
0.6604 |
0.0435 |
6.4% |
0.0050 |
0.7% |
44% |
False |
False |
90 |
80 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0047 |
0.7% |
32% |
False |
False |
69 |
100 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0045 |
0.7% |
32% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6956 |
2.618 |
0.6901 |
1.618 |
0.6868 |
1.000 |
0.6847 |
0.618 |
0.6834 |
HIGH |
0.6814 |
0.618 |
0.6801 |
0.500 |
0.6797 |
0.382 |
0.6793 |
LOW |
0.6780 |
0.618 |
0.6759 |
1.000 |
0.6747 |
1.618 |
0.6726 |
2.618 |
0.6692 |
4.250 |
0.6638 |
|
|
Fisher Pivots for day following 09-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6797 |
0.6791 |
PP |
0.6797 |
0.6786 |
S1 |
0.6797 |
0.6780 |
|