CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 02-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6692 |
0.6702 |
0.0010 |
0.1% |
0.6750 |
High |
0.6694 |
0.6754 |
0.0060 |
0.9% |
0.6750 |
Low |
0.6690 |
0.6702 |
0.0013 |
0.2% |
0.6637 |
Close |
0.6690 |
0.6708 |
0.0019 |
0.3% |
0.6674 |
Range |
0.0005 |
0.0052 |
0.0048 |
1,055.6% |
0.0113 |
ATR |
0.0042 |
0.0044 |
0.0002 |
3.8% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
6 |
|
Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6877 |
0.6845 |
0.6737 |
|
R3 |
0.6825 |
0.6793 |
0.6722 |
|
R2 |
0.6773 |
0.6773 |
0.6718 |
|
R1 |
0.6741 |
0.6741 |
0.6713 |
0.6757 |
PP |
0.6721 |
0.6721 |
0.6721 |
0.6730 |
S1 |
0.6689 |
0.6689 |
0.6703 |
0.6705 |
S2 |
0.6669 |
0.6669 |
0.6698 |
|
S3 |
0.6617 |
0.6637 |
0.6694 |
|
S4 |
0.6565 |
0.6585 |
0.6679 |
|
|
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 |
0.6754 |
0.6637 |
0.0117 |
1.7% |
0.0028 |
0.4% |
61% |
True |
False |
2 |
10 |
0.6801 |
0.6637 |
0.0164 |
2.4% |
0.0022 |
0.3% |
43% |
False |
False |
1 |
20 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0030 |
0.5% |
33% |
False |
False |
3 |
40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0021 |
0.3% |
33% |
False |
False |
1 |
60 |
0.7056 |
0.6637 |
0.0419 |
6.2% |
0.0020 |
0.3% |
17% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6975 |
2.618 |
0.6890 |
1.618 |
0.6838 |
1.000 |
0.6806 |
0.618 |
0.6786 |
HIGH |
0.6754 |
0.618 |
0.6734 |
0.500 |
0.6728 |
0.382 |
0.6722 |
LOW |
0.6702 |
0.618 |
0.6670 |
1.000 |
0.6650 |
1.618 |
0.6618 |
2.618 |
0.6566 |
4.250 |
0.6481 |
|
|
Fisher Pivots for day following 02-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6728 |
0.6704 |
PP |
0.6721 |
0.6700 |
S1 |
0.6715 |
0.6696 |
|