CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6800 |
0.6814 |
0.0014 |
0.2% |
0.6649 |
High |
0.6846 |
0.6820 |
-0.0027 |
-0.4% |
0.6789 |
Low |
0.6779 |
0.6720 |
-0.0059 |
-0.9% |
0.6649 |
Close |
0.6803 |
0.6731 |
-0.0073 |
-1.1% |
0.6788 |
Range |
0.0067 |
0.0100 |
0.0033 |
48.5% |
0.0141 |
ATR |
0.0055 |
0.0058 |
0.0003 |
5.7% |
0.0000 |
Volume |
81 |
188 |
107 |
132.1% |
760 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7055 |
0.6992 |
0.6785 |
|
R3 |
0.6956 |
0.6893 |
0.6758 |
|
R2 |
0.6856 |
0.6856 |
0.6749 |
|
R1 |
0.6793 |
0.6793 |
0.6740 |
0.6775 |
PP |
0.6757 |
0.6757 |
0.6757 |
0.6748 |
S1 |
0.6694 |
0.6694 |
0.6721 |
0.6676 |
S2 |
0.6657 |
0.6657 |
0.6712 |
|
S3 |
0.6558 |
0.6594 |
0.6703 |
|
S4 |
0.6458 |
0.6495 |
0.6676 |
|
|
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 |
0.6720 |
0.0126 |
1.9% |
0.0063 |
0.9% |
8% |
False |
True |
95 |
10 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0061 |
0.9% |
51% |
False |
False |
125 |
20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0054 |
0.8% |
51% |
False |
False |
89 |
40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0051 |
0.8% |
51% |
False |
False |
94 |
60 |
0.6972 |
0.6604 |
0.0368 |
5.5% |
0.0051 |
0.8% |
34% |
False |
False |
94 |
80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0049 |
0.7% |
21% |
False |
False |
72 |
100 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0046 |
0.7% |
21% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7242 |
2.618 |
0.7080 |
1.618 |
0.6980 |
1.000 |
0.6919 |
0.618 |
0.6881 |
HIGH |
0.6820 |
0.618 |
0.6781 |
0.500 |
0.6770 |
0.382 |
0.6758 |
LOW |
0.6720 |
0.618 |
0.6659 |
1.000 |
0.6621 |
1.618 |
0.6559 |
2.618 |
0.6460 |
4.250 |
0.6297 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6770 |
0.6783 |
PP |
0.6757 |
0.6766 |
S1 |
0.6744 |
0.6748 |
|