CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6530 |
0.6552 |
0.0022 |
0.3% |
0.6684 |
High |
0.6572 |
0.6584 |
0.0012 |
0.2% |
0.6689 |
Low |
0.6520 |
0.6533 |
0.0013 |
0.2% |
0.6520 |
Close |
0.6549 |
0.6539 |
-0.0010 |
-0.2% |
0.6549 |
Range |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0169 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
Volume |
473 |
351 |
-122 |
-25.8% |
2,339 |
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6703 |
0.6672 |
0.6567 |
|
R3 |
0.6653 |
0.6621 |
0.6553 |
|
R2 |
0.6602 |
0.6602 |
0.6548 |
|
R1 |
0.6571 |
0.6571 |
0.6544 |
0.6561 |
PP |
0.6552 |
0.6552 |
0.6552 |
0.6547 |
S1 |
0.6520 |
0.6520 |
0.6534 |
0.6511 |
S2 |
0.6501 |
0.6501 |
0.6530 |
|
S3 |
0.6451 |
0.6470 |
0.6525 |
|
S4 |
0.6400 |
0.6419 |
0.6511 |
|
|
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% |
0.0057 |
0.9% |
11% |
False |
False |
522 |
10 |
0.6736 |
0.6520 |
0.0216 |
3.3% |
0.0052 |
0.8% |
9% |
False |
False |
390 |
20 |
0.6846 |
0.6520 |
0.0326 |
5.0% |
0.0056 |
0.9% |
6% |
False |
False |
262 |
40 |
0.6846 |
0.6520 |
0.0326 |
5.0% |
0.0053 |
0.8% |
6% |
False |
False |
159 |
60 |
0.6846 |
0.6520 |
0.0326 |
5.0% |
0.0055 |
0.8% |
6% |
False |
False |
161 |
80 |
0.7054 |
0.6520 |
0.0534 |
8.2% |
0.0052 |
0.8% |
4% |
False |
False |
123 |
100 |
0.7205 |
0.6520 |
0.0685 |
10.5% |
0.0049 |
0.8% |
3% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6798 |
2.618 |
0.6716 |
1.618 |
0.6665 |
1.000 |
0.6634 |
0.618 |
0.6615 |
HIGH |
0.6584 |
0.618 |
0.6564 |
0.500 |
0.6558 |
0.382 |
0.6552 |
LOW |
0.6533 |
0.618 |
0.6502 |
1.000 |
0.6483 |
1.618 |
0.6451 |
2.618 |
0.6401 |
4.250 |
0.6318 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6558 |
0.6552 |
PP |
0.6552 |
0.6548 |
S1 |
0.6545 |
0.6543 |
|