CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6693 |
0.6659 |
-0.0034 |
-0.5% |
0.6682 |
High |
0.6693 |
0.6703 |
0.0011 |
0.2% |
0.6737 |
Low |
0.6639 |
0.6646 |
0.0008 |
0.1% |
0.6639 |
Close |
0.6643 |
0.6680 |
0.0038 |
0.6% |
0.6680 |
Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0099 |
ATR |
0.0057 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
Volume |
480 |
63 |
-417 |
-86.9% |
1,260 |
|
Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6847 |
0.6821 |
0.6711 |
|
R3 |
0.6790 |
0.6764 |
0.6696 |
|
R2 |
0.6733 |
0.6733 |
0.6690 |
|
R1 |
0.6707 |
0.6707 |
0.6685 |
0.6720 |
PP |
0.6676 |
0.6676 |
0.6676 |
0.6683 |
S1 |
0.6650 |
0.6650 |
0.6675 |
0.6663 |
S2 |
0.6619 |
0.6619 |
0.6670 |
|
S3 |
0.6562 |
0.6593 |
0.6664 |
|
S4 |
0.6505 |
0.6536 |
0.6649 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6981 |
0.6929 |
0.6734 |
|
R3 |
0.6882 |
0.6830 |
0.6707 |
|
R2 |
0.6784 |
0.6784 |
0.6698 |
|
R1 |
0.6732 |
0.6732 |
0.6689 |
0.6709 |
PP |
0.6685 |
0.6685 |
0.6685 |
0.6674 |
S1 |
0.6633 |
0.6633 |
0.6671 |
0.6610 |
S2 |
0.6587 |
0.6587 |
0.6662 |
|
S3 |
0.6488 |
0.6535 |
0.6653 |
|
S4 |
0.6390 |
0.6436 |
0.6626 |
|
|
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% |
0.0052 |
0.8% |
42% |
False |
False |
252 |
10 |
0.6846 |
0.6639 |
0.0208 |
3.1% |
0.0058 |
0.9% |
20% |
False |
False |
185 |
20 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0056 |
0.8% |
30% |
False |
False |
151 |
40 |
0.6846 |
0.6610 |
0.0236 |
3.5% |
0.0052 |
0.8% |
30% |
False |
False |
99 |
60 |
0.6846 |
0.6604 |
0.0242 |
3.6% |
0.0050 |
0.8% |
31% |
False |
False |
118 |
80 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0052 |
0.8% |
13% |
False |
False |
90 |
100 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0048 |
0.7% |
13% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6945 |
2.618 |
0.6852 |
1.618 |
0.6795 |
1.000 |
0.6760 |
0.618 |
0.6738 |
HIGH |
0.6703 |
0.618 |
0.6681 |
0.500 |
0.6675 |
0.382 |
0.6668 |
LOW |
0.6646 |
0.618 |
0.6611 |
1.000 |
0.6589 |
1.618 |
0.6554 |
2.618 |
0.6497 |
4.250 |
0.6404 |
|
|
Fisher Pivots for day following 19-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6678 |
0.6677 |
PP |
0.6676 |
0.6674 |
S1 |
0.6675 |
0.6671 |
|