CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6730 |
0.6682 |
-0.0048 |
-0.7% |
0.6787 |
| High |
0.6736 |
0.6737 |
0.0001 |
0.0% |
0.6846 |
| Low |
0.6668 |
0.6680 |
0.0012 |
0.2% |
0.6668 |
| Close |
0.6671 |
0.6730 |
0.0059 |
0.9% |
0.6671 |
| Range |
0.0069 |
0.0058 |
-0.0011 |
-16.1% |
0.0179 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.8% |
0.0000 |
| Volume |
177 |
43 |
-134 |
-75.7% |
594 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6888 |
0.6867 |
0.6762 |
|
| R3 |
0.6831 |
0.6809 |
0.6746 |
|
| R2 |
0.6773 |
0.6773 |
0.6741 |
|
| R1 |
0.6752 |
0.6752 |
0.6735 |
0.6762 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6721 |
| S1 |
0.6694 |
0.6694 |
0.6725 |
0.6705 |
| S2 |
0.6658 |
0.6658 |
0.6719 |
|
| S3 |
0.6601 |
0.6637 |
0.6714 |
|
| S4 |
0.6543 |
0.6579 |
0.6698 |
|
|
| 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% |
0.0065 |
1.0% |
35% |
False |
False |
111 |
| 10 |
0.6846 |
0.6662 |
0.0185 |
2.7% |
0.0061 |
0.9% |
37% |
False |
False |
134 |
| 20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0054 |
0.8% |
51% |
False |
False |
93 |
| 40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0052 |
0.8% |
51% |
False |
False |
85 |
| 60 |
0.6965 |
0.6604 |
0.0361 |
5.4% |
0.0050 |
0.8% |
35% |
False |
False |
98 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0050 |
0.7% |
21% |
False |
False |
75 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0047 |
0.7% |
21% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6981 |
|
2.618 |
0.6888 |
|
1.618 |
0.6830 |
|
1.000 |
0.6795 |
|
0.618 |
0.6773 |
|
HIGH |
0.6737 |
|
0.618 |
0.6715 |
|
0.500 |
0.6708 |
|
0.382 |
0.6701 |
|
LOW |
0.6680 |
|
0.618 |
0.6644 |
|
1.000 |
0.6622 |
|
1.618 |
0.6586 |
|
2.618 |
0.6529 |
|
4.250 |
0.6435 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6723 |
0.6744 |
| PP |
0.6716 |
0.6739 |
| S1 |
0.6708 |
0.6735 |
|