CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 05-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6705 |
0.6759 |
0.0054 |
0.8% |
0.6692 |
High |
0.6744 |
0.6805 |
0.0061 |
0.9% |
0.6805 |
Low |
0.6705 |
0.6759 |
0.0054 |
0.8% |
0.6690 |
Close |
0.6744 |
0.6805 |
0.0061 |
0.9% |
0.6805 |
Range |
0.0039 |
0.0046 |
0.0007 |
16.7% |
0.0115 |
ATR |
0.0042 |
0.0044 |
0.0001 |
3.0% |
0.0000 |
Volume |
1 |
5 |
4 |
400.0% |
16 |
|
Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6926 |
0.6911 |
0.6830 |
|
R3 |
0.6880 |
0.6865 |
0.6817 |
|
R2 |
0.6835 |
0.6835 |
0.6813 |
|
R1 |
0.6820 |
0.6820 |
0.6809 |
0.6827 |
PP |
0.6789 |
0.6789 |
0.6789 |
0.6793 |
S1 |
0.6774 |
0.6774 |
0.6800 |
0.6782 |
S2 |
0.6744 |
0.6744 |
0.6796 |
|
S3 |
0.6698 |
0.6729 |
0.6792 |
|
S4 |
0.6653 |
0.6683 |
0.6779 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7111 |
0.7073 |
0.6868 |
|
R3 |
0.6996 |
0.6958 |
0.6836 |
|
R2 |
0.6881 |
0.6881 |
0.6826 |
|
R1 |
0.6843 |
0.6843 |
0.6815 |
0.6862 |
PP |
0.6766 |
0.6766 |
0.6766 |
0.6776 |
S1 |
0.6728 |
0.6728 |
0.6794 |
0.6747 |
S2 |
0.6651 |
0.6651 |
0.6783 |
|
S3 |
0.6536 |
0.6613 |
0.6773 |
|
S4 |
0.6421 |
0.6498 |
0.6741 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6805 |
0.6690 |
0.0115 |
1.7% |
0.0034 |
0.5% |
100% |
True |
False |
3 |
10 |
0.6805 |
0.6637 |
0.0168 |
2.5% |
0.0029 |
0.4% |
100% |
True |
False |
2 |
20 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0030 |
0.4% |
79% |
False |
False |
2 |
40 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0022 |
0.3% |
79% |
False |
False |
1 |
60 |
0.7056 |
0.6637 |
0.0419 |
6.2% |
0.0022 |
0.3% |
40% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6998 |
2.618 |
0.6924 |
1.618 |
0.6878 |
1.000 |
0.6850 |
0.618 |
0.6833 |
HIGH |
0.6805 |
0.618 |
0.6787 |
0.500 |
0.6782 |
0.382 |
0.6776 |
LOW |
0.6759 |
0.618 |
0.6731 |
1.000 |
0.6714 |
1.618 |
0.6685 |
2.618 |
0.6640 |
4.250 |
0.6566 |
|
|
Fisher Pivots for day following 05-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6797 |
0.6788 |
PP |
0.6789 |
0.6771 |
S1 |
0.6782 |
0.6755 |
|