CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6552 |
0.6545 |
-0.0008 |
-0.1% |
0.6684 |
| High |
0.6584 |
0.6567 |
-0.0017 |
-0.3% |
0.6689 |
| Low |
0.6533 |
0.6487 |
-0.0046 |
-0.7% |
0.6520 |
| Close |
0.6539 |
0.6519 |
-0.0021 |
-0.3% |
0.6549 |
| Range |
0.0051 |
0.0080 |
0.0029 |
57.4% |
0.0169 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.0% |
0.0000 |
| Volume |
351 |
2,524 |
2,173 |
619.1% |
2,339 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6763 |
0.6720 |
0.6562 |
|
| R3 |
0.6683 |
0.6641 |
0.6540 |
|
| R2 |
0.6604 |
0.6604 |
0.6533 |
|
| R1 |
0.6561 |
0.6561 |
0.6526 |
0.6543 |
| PP |
0.6524 |
0.6524 |
0.6524 |
0.6515 |
| S1 |
0.6482 |
0.6482 |
0.6511 |
0.6463 |
| S2 |
0.6445 |
0.6445 |
0.6504 |
|
| S3 |
0.6365 |
0.6402 |
0.6497 |
|
| S4 |
0.6286 |
0.6323 |
0.6475 |
|
|
| 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 |
0.6642 |
0.6487 |
0.0155 |
2.4% |
0.0062 |
1.0% |
20% |
False |
True |
981 |
| 10 |
0.6703 |
0.6487 |
0.0216 |
3.3% |
0.0055 |
0.8% |
15% |
False |
True |
634 |
| 20 |
0.6846 |
0.6487 |
0.0359 |
5.5% |
0.0056 |
0.9% |
9% |
False |
True |
376 |
| 40 |
0.6846 |
0.6487 |
0.0359 |
5.5% |
0.0053 |
0.8% |
9% |
False |
True |
216 |
| 60 |
0.6846 |
0.6487 |
0.0359 |
5.5% |
0.0053 |
0.8% |
9% |
False |
True |
202 |
| 80 |
0.7054 |
0.6487 |
0.0567 |
8.7% |
0.0052 |
0.8% |
6% |
False |
True |
155 |
| 100 |
0.7205 |
0.6487 |
0.0718 |
11.0% |
0.0048 |
0.7% |
4% |
False |
True |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6904 |
|
2.618 |
0.6775 |
|
1.618 |
0.6695 |
|
1.000 |
0.6646 |
|
0.618 |
0.6616 |
|
HIGH |
0.6567 |
|
0.618 |
0.6536 |
|
0.500 |
0.6527 |
|
0.382 |
0.6517 |
|
LOW |
0.6487 |
|
0.618 |
0.6438 |
|
1.000 |
0.6408 |
|
1.618 |
0.6358 |
|
2.618 |
0.6279 |
|
4.250 |
0.6149 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6527 |
0.6535 |
| PP |
0.6524 |
0.6530 |
| S1 |
0.6521 |
0.6524 |
|