CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6682 |
0.6732 |
0.0050 |
0.7% |
0.6787 |
| High |
0.6737 |
0.6736 |
-0.0002 |
0.0% |
0.6846 |
| Low |
0.6680 |
0.6684 |
0.0004 |
0.1% |
0.6668 |
| Close |
0.6730 |
0.6688 |
-0.0042 |
-0.6% |
0.6671 |
| Range |
0.0058 |
0.0052 |
-0.0006 |
-9.6% |
0.0179 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
43 |
83 |
40 |
93.0% |
594 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6858 |
0.6825 |
0.6717 |
|
| R3 |
0.6806 |
0.6773 |
0.6702 |
|
| R2 |
0.6754 |
0.6754 |
0.6698 |
|
| R1 |
0.6721 |
0.6721 |
0.6693 |
0.6712 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6698 |
| S1 |
0.6669 |
0.6669 |
0.6683 |
0.6660 |
| S2 |
0.6650 |
0.6650 |
0.6678 |
|
| S3 |
0.6598 |
0.6617 |
0.6674 |
|
| S4 |
0.6546 |
0.6565 |
0.6659 |
|
|
| 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% |
0.0069 |
1.0% |
11% |
False |
False |
114 |
| 10 |
0.6846 |
0.6668 |
0.0179 |
2.7% |
0.0058 |
0.9% |
11% |
False |
False |
118 |
| 20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0056 |
0.8% |
33% |
False |
False |
97 |
| 40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0053 |
0.8% |
33% |
False |
False |
83 |
| 60 |
0.6889 |
0.6604 |
0.0285 |
4.3% |
0.0050 |
0.8% |
30% |
False |
False |
99 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0051 |
0.8% |
14% |
False |
False |
76 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0047 |
0.7% |
14% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6957 |
|
2.618 |
0.6872 |
|
1.618 |
0.6820 |
|
1.000 |
0.6788 |
|
0.618 |
0.6768 |
|
HIGH |
0.6736 |
|
0.618 |
0.6716 |
|
0.500 |
0.6710 |
|
0.382 |
0.6703 |
|
LOW |
0.6684 |
|
0.618 |
0.6651 |
|
1.000 |
0.6632 |
|
1.618 |
0.6599 |
|
2.618 |
0.6547 |
|
4.250 |
0.6463 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6710 |
0.6702 |
| PP |
0.6702 |
0.6698 |
| S1 |
0.6695 |
0.6693 |
|