CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6702 |
0.6717 |
0.0015 |
0.2% |
0.6750 |
| High |
0.6754 |
0.6736 |
-0.0018 |
-0.3% |
0.6750 |
| Low |
0.6702 |
0.6708 |
0.0006 |
0.1% |
0.6637 |
| Close |
0.6708 |
0.6736 |
0.0028 |
0.4% |
0.6674 |
| Range |
0.0052 |
0.0028 |
-0.0024 |
-46.2% |
0.0113 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
6 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6811 |
0.6801 |
0.6751 |
|
| R3 |
0.6783 |
0.6773 |
0.6744 |
|
| R2 |
0.6755 |
0.6755 |
0.6741 |
|
| R1 |
0.6745 |
0.6745 |
0.6739 |
0.6750 |
| PP |
0.6727 |
0.6727 |
0.6727 |
0.6729 |
| S1 |
0.6717 |
0.6717 |
0.6733 |
0.6722 |
| S2 |
0.6699 |
0.6699 |
0.6731 |
|
| S3 |
0.6671 |
0.6689 |
0.6728 |
|
| S4 |
0.6643 |
0.6661 |
0.6721 |
|
|
| 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% |
0.0034 |
0.5% |
85% |
False |
False |
2 |
| 10 |
0.6801 |
0.6637 |
0.0164 |
2.4% |
0.0024 |
0.3% |
60% |
False |
False |
1 |
| 20 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0029 |
0.4% |
47% |
False |
False |
2 |
| 40 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0021 |
0.3% |
47% |
False |
False |
1 |
| 60 |
0.7056 |
0.6637 |
0.0419 |
6.2% |
0.0021 |
0.3% |
24% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6855 |
|
2.618 |
0.6809 |
|
1.618 |
0.6781 |
|
1.000 |
0.6764 |
|
0.618 |
0.6753 |
|
HIGH |
0.6736 |
|
0.618 |
0.6725 |
|
0.500 |
0.6722 |
|
0.382 |
0.6719 |
|
LOW |
0.6708 |
|
0.618 |
0.6691 |
|
1.000 |
0.6680 |
|
1.618 |
0.6663 |
|
2.618 |
0.6635 |
|
4.250 |
0.6589 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6731 |
0.6731 |
| PP |
0.6727 |
0.6727 |
| S1 |
0.6722 |
0.6722 |
|