CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 28-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.6667 |
0.6641 |
-0.0026 |
-0.4% |
0.6750 |
High |
0.6690 |
0.6698 |
0.0009 |
0.1% |
0.6750 |
Low |
0.6667 |
0.6637 |
-0.0030 |
-0.4% |
0.6637 |
Close |
0.6690 |
0.6674 |
-0.0016 |
-0.2% |
0.6674 |
Range |
0.0023 |
0.0061 |
0.0039 |
171.1% |
0.0113 |
ATR |
0.0043 |
0.0044 |
0.0001 |
3.1% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
6 |
|
Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6853 |
0.6824 |
0.6708 |
|
R3 |
0.6792 |
0.6763 |
0.6691 |
|
R2 |
0.6731 |
0.6731 |
0.6685 |
|
R1 |
0.6702 |
0.6702 |
0.6680 |
0.6717 |
PP |
0.6670 |
0.6670 |
0.6670 |
0.6677 |
S1 |
0.6641 |
0.6641 |
0.6668 |
0.6656 |
S2 |
0.6609 |
0.6609 |
0.6663 |
|
S3 |
0.6548 |
0.6580 |
0.6657 |
|
S4 |
0.6487 |
0.6519 |
0.6640 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7026 |
0.6963 |
0.6736 |
|
R3 |
0.6913 |
0.6850 |
0.6705 |
|
R2 |
0.6800 |
0.6800 |
0.6695 |
|
R1 |
0.6737 |
0.6737 |
0.6684 |
0.6712 |
PP |
0.6687 |
0.6687 |
0.6687 |
0.6675 |
S1 |
0.6624 |
0.6624 |
0.6664 |
0.6599 |
S2 |
0.6574 |
0.6574 |
0.6653 |
|
S3 |
0.6461 |
0.6511 |
0.6643 |
|
S4 |
0.6348 |
0.6398 |
0.6612 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6750 |
0.6637 |
0.0113 |
1.7% |
0.0024 |
0.4% |
33% |
False |
True |
1 |
10 |
0.6801 |
0.6637 |
0.0164 |
2.5% |
0.0018 |
0.3% |
23% |
False |
True |
1 |
20 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0029 |
0.4% |
17% |
False |
True |
2 |
40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0021 |
0.3% |
17% |
False |
True |
1 |
60 |
0.7151 |
0.6637 |
0.0514 |
7.7% |
0.0022 |
0.3% |
7% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6957 |
2.618 |
0.6858 |
1.618 |
0.6797 |
1.000 |
0.6759 |
0.618 |
0.6736 |
HIGH |
0.6698 |
0.618 |
0.6675 |
0.500 |
0.6668 |
0.382 |
0.6660 |
LOW |
0.6637 |
0.618 |
0.6599 |
1.000 |
0.6576 |
1.618 |
0.6538 |
2.618 |
0.6477 |
4.250 |
0.6378 |
|
|
Fisher Pivots for day following 28-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6672 |
0.6672 |
PP |
0.6670 |
0.6670 |
S1 |
0.6668 |
0.6668 |
|