CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6683 |
0.6693 |
0.0010 |
0.1% |
0.6787 |
| High |
0.6702 |
0.6693 |
-0.0010 |
-0.1% |
0.6846 |
| Low |
0.6665 |
0.6639 |
-0.0027 |
-0.4% |
0.6668 |
| Close |
0.6689 |
0.6643 |
-0.0047 |
-0.7% |
0.6671 |
| Range |
0.0037 |
0.0054 |
0.0017 |
45.9% |
0.0179 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
591 |
480 |
-111 |
-18.8% |
594 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6820 |
0.6785 |
0.6672 |
|
| R3 |
0.6766 |
0.6731 |
0.6657 |
|
| R2 |
0.6712 |
0.6712 |
0.6652 |
|
| R1 |
0.6677 |
0.6677 |
0.6647 |
0.6668 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6653 |
| S1 |
0.6623 |
0.6623 |
0.6638 |
0.6614 |
| S2 |
0.6604 |
0.6604 |
0.6633 |
|
| S3 |
0.6550 |
0.6569 |
0.6628 |
|
| S4 |
0.6496 |
0.6515 |
0.6613 |
|
|
| 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 |
0.6737 |
0.6639 |
0.0099 |
1.5% |
0.0054 |
0.8% |
4% |
False |
True |
274 |
| 10 |
0.6846 |
0.6639 |
0.0208 |
3.1% |
0.0059 |
0.9% |
2% |
False |
True |
185 |
| 20 |
0.6846 |
0.6610 |
0.0236 |
3.6% |
0.0056 |
0.8% |
14% |
False |
False |
150 |
| 40 |
0.6846 |
0.6610 |
0.0236 |
3.6% |
0.0052 |
0.8% |
14% |
False |
False |
98 |
| 60 |
0.6869 |
0.6604 |
0.0265 |
4.0% |
0.0051 |
0.8% |
15% |
False |
False |
117 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0051 |
0.8% |
6% |
False |
False |
89 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0048 |
0.7% |
6% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6922 |
|
2.618 |
0.6834 |
|
1.618 |
0.6780 |
|
1.000 |
0.6747 |
|
0.618 |
0.6726 |
|
HIGH |
0.6693 |
|
0.618 |
0.6672 |
|
0.500 |
0.6666 |
|
0.382 |
0.6659 |
|
LOW |
0.6639 |
|
0.618 |
0.6605 |
|
1.000 |
0.6585 |
|
1.618 |
0.6551 |
|
2.618 |
0.6497 |
|
4.250 |
0.6409 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6666 |
0.6687 |
| PP |
0.6658 |
0.6672 |
| S1 |
0.6650 |
0.6657 |
|