CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 10-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6814 |
0.6800 |
-0.0014 |
-0.2% |
0.6649 |
High |
0.6814 |
0.6846 |
0.0033 |
0.5% |
0.6789 |
Low |
0.6780 |
0.6779 |
-0.0001 |
0.0% |
0.6649 |
Close |
0.6797 |
0.6803 |
0.0006 |
0.1% |
0.6788 |
Range |
0.0034 |
0.0067 |
0.0034 |
100.0% |
0.0141 |
ATR |
0.0054 |
0.0055 |
0.0001 |
1.7% |
0.0000 |
Volume |
69 |
81 |
12 |
17.4% |
760 |
|
Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7010 |
0.6974 |
0.6840 |
|
R3 |
0.6943 |
0.6907 |
0.6821 |
|
R2 |
0.6876 |
0.6876 |
0.6815 |
|
R1 |
0.6840 |
0.6840 |
0.6809 |
0.6858 |
PP |
0.6809 |
0.6809 |
0.6809 |
0.6819 |
S1 |
0.6773 |
0.6773 |
0.6797 |
0.6791 |
S2 |
0.6742 |
0.6742 |
0.6791 |
|
S3 |
0.6675 |
0.6706 |
0.6785 |
|
S4 |
0.6608 |
0.6639 |
0.6766 |
|
|
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 |
0.6846 |
0.6683 |
0.0163 |
2.4% |
0.0054 |
0.8% |
74% |
True |
False |
135 |
10 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0054 |
0.8% |
82% |
True |
False |
107 |
20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0053 |
0.8% |
82% |
True |
False |
83 |
40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0049 |
0.7% |
82% |
True |
False |
97 |
60 |
0.7025 |
0.6604 |
0.0421 |
6.2% |
0.0051 |
0.7% |
47% |
False |
False |
91 |
80 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0048 |
0.7% |
33% |
False |
False |
70 |
100 |
0.7205 |
0.6604 |
0.0601 |
8.8% |
0.0045 |
0.7% |
33% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7131 |
2.618 |
0.7021 |
1.618 |
0.6954 |
1.000 |
0.6913 |
0.618 |
0.6887 |
HIGH |
0.6846 |
0.618 |
0.6820 |
0.500 |
0.6813 |
0.382 |
0.6805 |
LOW |
0.6779 |
0.618 |
0.6738 |
1.000 |
0.6712 |
1.618 |
0.6671 |
2.618 |
0.6604 |
4.250 |
0.6494 |
|
|
Fisher Pivots for day following 10-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6813 |
0.6813 |
PP |
0.6809 |
0.6809 |
S1 |
0.6806 |
0.6806 |
|