CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6717 |
0.6705 |
-0.0012 |
-0.2% |
0.6750 |
High |
0.6736 |
0.6744 |
0.0008 |
0.1% |
0.6750 |
Low |
0.6708 |
0.6705 |
-0.0003 |
0.0% |
0.6637 |
Close |
0.6736 |
0.6744 |
0.0008 |
0.1% |
0.6674 |
Range |
0.0028 |
0.0039 |
0.0011 |
39.3% |
0.0113 |
ATR |
0.0043 |
0.0042 |
0.0000 |
-0.6% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
6 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6848 |
0.6835 |
0.6765 |
|
R3 |
0.6809 |
0.6796 |
0.6755 |
|
R2 |
0.6770 |
0.6770 |
0.6751 |
|
R1 |
0.6757 |
0.6757 |
0.6748 |
0.6764 |
PP |
0.6731 |
0.6731 |
0.6731 |
0.6734 |
S1 |
0.6718 |
0.6718 |
0.6740 |
0.6725 |
S2 |
0.6692 |
0.6692 |
0.6737 |
|
S3 |
0.6653 |
0.6679 |
0.6733 |
|
S4 |
0.6614 |
0.6640 |
0.6723 |
|
|
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% |
0.0037 |
0.5% |
91% |
False |
False |
2 |
10 |
0.6769 |
0.6637 |
0.0132 |
2.0% |
0.0027 |
0.4% |
81% |
False |
False |
1 |
20 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0028 |
0.4% |
50% |
False |
False |
2 |
40 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0022 |
0.3% |
50% |
False |
False |
1 |
60 |
0.7056 |
0.6637 |
0.0419 |
6.2% |
0.0021 |
0.3% |
26% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6910 |
2.618 |
0.6846 |
1.618 |
0.6807 |
1.000 |
0.6783 |
0.618 |
0.6768 |
HIGH |
0.6744 |
0.618 |
0.6729 |
0.500 |
0.6725 |
0.382 |
0.6720 |
LOW |
0.6705 |
0.618 |
0.6681 |
1.000 |
0.6666 |
1.618 |
0.6642 |
2.618 |
0.6603 |
4.250 |
0.6539 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6738 |
0.6739 |
PP |
0.6731 |
0.6733 |
S1 |
0.6725 |
0.6728 |
|