CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 25-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6640 |
0.6573 |
-0.0067 |
-1.0% |
0.6682 |
High |
0.6642 |
0.6574 |
-0.0068 |
-1.0% |
0.6737 |
Low |
0.6559 |
0.6527 |
-0.0032 |
-0.5% |
0.6639 |
Close |
0.6564 |
0.6533 |
-0.0032 |
-0.5% |
0.6680 |
Range |
0.0083 |
0.0047 |
-0.0036 |
-43.0% |
0.0099 |
ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1,036 |
523 |
-513 |
-49.5% |
1,260 |
|
Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6686 |
0.6656 |
0.6558 |
|
R3 |
0.6639 |
0.6609 |
0.6545 |
|
R2 |
0.6592 |
0.6592 |
0.6541 |
|
R1 |
0.6562 |
0.6562 |
0.6537 |
0.6553 |
PP |
0.6545 |
0.6545 |
0.6545 |
0.6540 |
S1 |
0.6515 |
0.6515 |
0.6528 |
0.6506 |
S2 |
0.6498 |
0.6498 |
0.6524 |
|
S3 |
0.6451 |
0.6468 |
0.6520 |
|
S4 |
0.6404 |
0.6421 |
0.6507 |
|
|
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 |
0.6527 |
0.0176 |
2.7% |
0.0054 |
0.8% |
3% |
False |
True |
385 |
10 |
0.6737 |
0.6527 |
0.0210 |
3.2% |
0.0054 |
0.8% |
3% |
False |
True |
330 |
20 |
0.6846 |
0.6527 |
0.0319 |
4.9% |
0.0058 |
0.9% |
2% |
False |
True |
228 |
40 |
0.6846 |
0.6527 |
0.0319 |
4.9% |
0.0055 |
0.8% |
2% |
False |
True |
143 |
60 |
0.6846 |
0.6527 |
0.0319 |
4.9% |
0.0053 |
0.8% |
2% |
False |
True |
148 |
80 |
0.7133 |
0.6527 |
0.0606 |
9.3% |
0.0053 |
0.8% |
1% |
False |
True |
113 |
100 |
0.7205 |
0.6527 |
0.0678 |
10.4% |
0.0048 |
0.7% |
1% |
False |
True |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6774 |
2.618 |
0.6697 |
1.618 |
0.6650 |
1.000 |
0.6621 |
0.618 |
0.6603 |
HIGH |
0.6574 |
0.618 |
0.6556 |
0.500 |
0.6551 |
0.382 |
0.6545 |
LOW |
0.6527 |
0.618 |
0.6498 |
1.000 |
0.6480 |
1.618 |
0.6451 |
2.618 |
0.6404 |
4.250 |
0.6327 |
|
|
Fisher Pivots for day following 25-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6551 |
0.6608 |
PP |
0.6545 |
0.6583 |
S1 |
0.6539 |
0.6558 |
|