CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6814 |
0.6730 |
-0.0085 |
-1.2% |
0.6787 |
| High |
0.6820 |
0.6736 |
-0.0084 |
-1.2% |
0.6846 |
| Low |
0.6720 |
0.6668 |
-0.0053 |
-0.8% |
0.6668 |
| Close |
0.6731 |
0.6671 |
-0.0060 |
-0.9% |
0.6671 |
| Range |
0.0100 |
0.0069 |
-0.0031 |
-31.2% |
0.0179 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.2% |
0.0000 |
| Volume |
188 |
177 |
-11 |
-5.9% |
594 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6897 |
0.6853 |
0.6709 |
|
| R3 |
0.6829 |
0.6784 |
0.6690 |
|
| R2 |
0.6760 |
0.6760 |
0.6684 |
|
| R1 |
0.6716 |
0.6716 |
0.6677 |
0.6704 |
| PP |
0.6692 |
0.6692 |
0.6692 |
0.6686 |
| S1 |
0.6647 |
0.6647 |
0.6665 |
0.6635 |
| S2 |
0.6623 |
0.6623 |
0.6658 |
|
| S3 |
0.6555 |
0.6579 |
0.6652 |
|
| S4 |
0.6486 |
0.6510 |
0.6633 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7264 |
0.7146 |
0.6769 |
|
| R3 |
0.7085 |
0.6967 |
0.6720 |
|
| R2 |
0.6907 |
0.6907 |
0.6704 |
|
| R1 |
0.6789 |
0.6789 |
0.6687 |
0.6759 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6713 |
| S1 |
0.6610 |
0.6610 |
0.6655 |
0.6580 |
| S2 |
0.6550 |
0.6550 |
0.6638 |
|
| S3 |
0.6371 |
0.6432 |
0.6622 |
|
| S4 |
0.6193 |
0.6253 |
0.6573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6846 |
0.6668 |
0.0179 |
2.7% |
0.0064 |
1.0% |
2% |
False |
True |
118 |
| 10 |
0.6846 |
0.6649 |
0.0198 |
3.0% |
0.0061 |
0.9% |
11% |
False |
False |
135 |
| 20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0052 |
0.8% |
26% |
False |
False |
92 |
| 40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0052 |
0.8% |
26% |
False |
False |
90 |
| 60 |
0.6965 |
0.6604 |
0.0361 |
5.4% |
0.0051 |
0.8% |
19% |
False |
False |
97 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0050 |
0.8% |
11% |
False |
False |
74 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0046 |
0.7% |
11% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7027 |
|
2.618 |
0.6915 |
|
1.618 |
0.6847 |
|
1.000 |
0.6805 |
|
0.618 |
0.6778 |
|
HIGH |
0.6736 |
|
0.618 |
0.6710 |
|
0.500 |
0.6702 |
|
0.382 |
0.6694 |
|
LOW |
0.6668 |
|
0.618 |
0.6625 |
|
1.000 |
0.6599 |
|
1.618 |
0.6557 |
|
2.618 |
0.6488 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6702 |
0.6757 |
| PP |
0.6692 |
0.6728 |
| S1 |
0.6681 |
0.6700 |
|