CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6732 |
0.6683 |
-0.0049 |
-0.7% |
0.6787 |
| High |
0.6736 |
0.6702 |
-0.0034 |
-0.5% |
0.6846 |
| Low |
0.6684 |
0.6665 |
-0.0019 |
-0.3% |
0.6668 |
| Close |
0.6688 |
0.6689 |
0.0001 |
0.0% |
0.6671 |
| Range |
0.0052 |
0.0037 |
-0.0015 |
-28.8% |
0.0179 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
83 |
591 |
508 |
612.0% |
594 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6796 |
0.6780 |
0.6709 |
|
| R3 |
0.6759 |
0.6743 |
0.6699 |
|
| R2 |
0.6722 |
0.6722 |
0.6696 |
|
| R1 |
0.6706 |
0.6706 |
0.6692 |
0.6714 |
| PP |
0.6685 |
0.6685 |
0.6685 |
0.6690 |
| S1 |
0.6669 |
0.6669 |
0.6686 |
0.6677 |
| S2 |
0.6648 |
0.6648 |
0.6682 |
|
| S3 |
0.6611 |
0.6632 |
0.6679 |
|
| S4 |
0.6574 |
0.6595 |
0.6669 |
|
|
| 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 |
0.6820 |
0.6665 |
0.0155 |
2.3% |
0.0063 |
0.9% |
16% |
False |
True |
216 |
| 10 |
0.6846 |
0.6665 |
0.0181 |
2.7% |
0.0058 |
0.9% |
13% |
False |
True |
175 |
| 20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0056 |
0.8% |
33% |
False |
False |
126 |
| 40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0052 |
0.8% |
33% |
False |
False |
94 |
| 60 |
0.6869 |
0.6604 |
0.0265 |
4.0% |
0.0050 |
0.8% |
32% |
False |
False |
109 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0051 |
0.8% |
14% |
False |
False |
83 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0047 |
0.7% |
14% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6859 |
|
2.618 |
0.6799 |
|
1.618 |
0.6762 |
|
1.000 |
0.6739 |
|
0.618 |
0.6725 |
|
HIGH |
0.6702 |
|
0.618 |
0.6688 |
|
0.500 |
0.6684 |
|
0.382 |
0.6679 |
|
LOW |
0.6665 |
|
0.618 |
0.6642 |
|
1.000 |
0.6628 |
|
1.618 |
0.6605 |
|
2.618 |
0.6568 |
|
4.250 |
0.6508 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6687 |
0.6701 |
| PP |
0.6685 |
0.6697 |
| S1 |
0.6684 |
0.6693 |
|