CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 24-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6684 |
0.6640 |
-0.0045 |
-0.7% |
0.6682 |
High |
0.6689 |
0.6642 |
-0.0048 |
-0.7% |
0.6737 |
Low |
0.6636 |
0.6559 |
-0.0077 |
-1.2% |
0.6639 |
Close |
0.6640 |
0.6564 |
-0.0076 |
-1.1% |
0.6680 |
Range |
0.0053 |
0.0083 |
0.0030 |
55.7% |
0.0099 |
ATR |
0.0055 |
0.0057 |
0.0002 |
3.5% |
0.0000 |
Volume |
227 |
1,036 |
809 |
356.4% |
1,260 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6836 |
0.6782 |
0.6609 |
|
R3 |
0.6753 |
0.6700 |
0.6587 |
|
R2 |
0.6671 |
0.6671 |
0.6579 |
|
R1 |
0.6617 |
0.6617 |
0.6572 |
0.6603 |
PP |
0.6588 |
0.6588 |
0.6588 |
0.6581 |
S1 |
0.6535 |
0.6535 |
0.6556 |
0.6520 |
S2 |
0.6506 |
0.6506 |
0.6549 |
|
S3 |
0.6423 |
0.6452 |
0.6541 |
|
S4 |
0.6341 |
0.6370 |
0.6519 |
|
|
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 |
0.6559 |
0.0144 |
2.2% |
0.0056 |
0.9% |
3% |
False |
True |
377 |
10 |
0.6820 |
0.6559 |
0.0261 |
4.0% |
0.0059 |
0.9% |
2% |
False |
True |
296 |
20 |
0.6846 |
0.6559 |
0.0287 |
4.4% |
0.0057 |
0.9% |
2% |
False |
True |
202 |
40 |
0.6846 |
0.6559 |
0.0287 |
4.4% |
0.0055 |
0.8% |
2% |
False |
True |
130 |
60 |
0.6846 |
0.6559 |
0.0287 |
4.4% |
0.0053 |
0.8% |
2% |
False |
True |
140 |
80 |
0.7205 |
0.6559 |
0.0646 |
9.8% |
0.0054 |
0.8% |
1% |
False |
True |
107 |
100 |
0.7205 |
0.6559 |
0.0646 |
9.8% |
0.0049 |
0.7% |
1% |
False |
True |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6992 |
2.618 |
0.6857 |
1.618 |
0.6775 |
1.000 |
0.6724 |
0.618 |
0.6692 |
HIGH |
0.6642 |
0.618 |
0.6610 |
0.500 |
0.6600 |
0.382 |
0.6591 |
LOW |
0.6559 |
0.618 |
0.6508 |
1.000 |
0.6477 |
1.618 |
0.6426 |
2.618 |
0.6343 |
4.250 |
0.6208 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6600 |
0.6624 |
PP |
0.6588 |
0.6604 |
S1 |
0.6576 |
0.6584 |
|