CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6684 |
0.6684 |
0.0000 |
0.0% |
0.6682 |
| High |
0.6689 |
0.6689 |
0.0001 |
0.0% |
0.6737 |
| Low |
0.6656 |
0.6636 |
-0.0020 |
-0.3% |
0.6639 |
| Close |
0.6681 |
0.6640 |
-0.0041 |
-0.6% |
0.6680 |
| Range |
0.0033 |
0.0053 |
0.0021 |
63.1% |
0.0099 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
80 |
227 |
147 |
183.8% |
1,260 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6814 |
0.6780 |
0.6669 |
|
| R3 |
0.6761 |
0.6727 |
0.6654 |
|
| R2 |
0.6708 |
0.6708 |
0.6649 |
|
| R1 |
0.6674 |
0.6674 |
0.6644 |
0.6664 |
| PP |
0.6655 |
0.6655 |
0.6655 |
0.6650 |
| S1 |
0.6621 |
0.6621 |
0.6635 |
0.6611 |
| S2 |
0.6602 |
0.6602 |
0.6630 |
|
| S3 |
0.6549 |
0.6568 |
0.6625 |
|
| S4 |
0.6496 |
0.6515 |
0.6610 |
|
|
| 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 |
0.6703 |
0.6636 |
0.0067 |
1.0% |
0.0047 |
0.7% |
5% |
False |
True |
288 |
| 10 |
0.6846 |
0.6636 |
0.0210 |
3.2% |
0.0058 |
0.9% |
2% |
False |
True |
201 |
| 20 |
0.6846 |
0.6610 |
0.0236 |
3.6% |
0.0054 |
0.8% |
13% |
False |
False |
155 |
| 40 |
0.6846 |
0.6610 |
0.0236 |
3.6% |
0.0053 |
0.8% |
13% |
False |
False |
104 |
| 60 |
0.6846 |
0.6604 |
0.0242 |
3.6% |
0.0052 |
0.8% |
15% |
False |
False |
123 |
| 80 |
0.7205 |
0.6604 |
0.0601 |
9.1% |
0.0053 |
0.8% |
6% |
False |
False |
94 |
| 100 |
0.7205 |
0.6604 |
0.0601 |
9.1% |
0.0049 |
0.7% |
6% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6914 |
|
2.618 |
0.6828 |
|
1.618 |
0.6775 |
|
1.000 |
0.6742 |
|
0.618 |
0.6722 |
|
HIGH |
0.6689 |
|
0.618 |
0.6669 |
|
0.500 |
0.6663 |
|
0.382 |
0.6656 |
|
LOW |
0.6636 |
|
0.618 |
0.6603 |
|
1.000 |
0.6583 |
|
1.618 |
0.6550 |
|
2.618 |
0.6497 |
|
4.250 |
0.6411 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6663 |
0.6670 |
| PP |
0.6655 |
0.6660 |
| S1 |
0.6647 |
0.6650 |
|