CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 26-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6573 |
0.6530 |
-0.0043 |
-0.7% |
0.6684 |
High |
0.6574 |
0.6572 |
-0.0002 |
0.0% |
0.6689 |
Low |
0.6527 |
0.6520 |
-0.0007 |
-0.1% |
0.6520 |
Close |
0.6533 |
0.6549 |
0.0017 |
0.3% |
0.6549 |
Range |
0.0047 |
0.0052 |
0.0005 |
10.6% |
0.0169 |
ATR |
0.0057 |
0.0056 |
0.0000 |
-0.6% |
0.0000 |
Volume |
523 |
473 |
-50 |
-9.6% |
2,339 |
|
Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6703 |
0.6678 |
0.6578 |
|
R3 |
0.6651 |
0.6626 |
0.6563 |
|
R2 |
0.6599 |
0.6599 |
0.6559 |
|
R1 |
0.6574 |
0.6574 |
0.6554 |
0.6587 |
PP |
0.6547 |
0.6547 |
0.6547 |
0.6553 |
S1 |
0.6522 |
0.6522 |
0.6544 |
0.6535 |
S2 |
0.6495 |
0.6495 |
0.6539 |
|
S3 |
0.6443 |
0.6470 |
0.6535 |
|
S4 |
0.6391 |
0.6418 |
0.6520 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7093 |
0.6990 |
0.6642 |
|
R3 |
0.6924 |
0.6821 |
0.6595 |
|
R2 |
0.6755 |
0.6755 |
0.6580 |
|
R1 |
0.6652 |
0.6652 |
0.6564 |
0.6619 |
PP |
0.6586 |
0.6586 |
0.6586 |
0.6570 |
S1 |
0.6483 |
0.6483 |
0.6534 |
0.6450 |
S2 |
0.6417 |
0.6417 |
0.6518 |
|
S3 |
0.6248 |
0.6314 |
0.6503 |
|
S4 |
0.6079 |
0.6145 |
0.6456 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6689 |
0.6520 |
0.0169 |
2.6% |
0.0053 |
0.8% |
17% |
False |
True |
467 |
10 |
0.6737 |
0.6520 |
0.0217 |
3.3% |
0.0052 |
0.8% |
13% |
False |
True |
359 |
20 |
0.6846 |
0.6520 |
0.0326 |
5.0% |
0.0057 |
0.9% |
9% |
False |
True |
247 |
40 |
0.6846 |
0.6520 |
0.0326 |
5.0% |
0.0055 |
0.8% |
9% |
False |
True |
154 |
60 |
0.6846 |
0.6520 |
0.0326 |
5.0% |
0.0054 |
0.8% |
9% |
False |
True |
156 |
80 |
0.7133 |
0.6520 |
0.0613 |
9.4% |
0.0054 |
0.8% |
5% |
False |
True |
119 |
100 |
0.7205 |
0.6520 |
0.0685 |
10.5% |
0.0049 |
0.7% |
4% |
False |
True |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6793 |
2.618 |
0.6708 |
1.618 |
0.6656 |
1.000 |
0.6624 |
0.618 |
0.6604 |
HIGH |
0.6572 |
0.618 |
0.6552 |
0.500 |
0.6546 |
0.382 |
0.6540 |
LOW |
0.6520 |
0.618 |
0.6488 |
1.000 |
0.6468 |
1.618 |
0.6436 |
2.618 |
0.6384 |
4.250 |
0.6299 |
|
|
Fisher Pivots for day following 26-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6548 |
0.6581 |
PP |
0.6547 |
0.6570 |
S1 |
0.6546 |
0.6560 |
|