CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 08-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6759 |
0.6820 |
0.0061 |
0.9% |
0.6692 |
High |
0.6805 |
0.6836 |
0.0032 |
0.5% |
0.6805 |
Low |
0.6759 |
0.6820 |
0.0061 |
0.9% |
0.6690 |
Close |
0.6805 |
0.6836 |
0.0032 |
0.5% |
0.6805 |
Range |
0.0046 |
0.0016 |
-0.0030 |
-64.8% |
0.0115 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
5 |
1 |
-4 |
-80.0% |
16 |
|
Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6879 |
0.6873 |
0.6845 |
|
R3 |
0.6863 |
0.6857 |
0.6840 |
|
R2 |
0.6847 |
0.6847 |
0.6839 |
|
R1 |
0.6841 |
0.6841 |
0.6837 |
0.6844 |
PP |
0.6831 |
0.6831 |
0.6831 |
0.6832 |
S1 |
0.6825 |
0.6825 |
0.6835 |
0.6828 |
S2 |
0.6815 |
0.6815 |
0.6833 |
|
S3 |
0.6799 |
0.6809 |
0.6832 |
|
S4 |
0.6783 |
0.6793 |
0.6827 |
|
|
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 |
0.6836 |
0.6702 |
0.0134 |
2.0% |
0.0036 |
0.5% |
100% |
True |
False |
3 |
10 |
0.6836 |
0.6637 |
0.0199 |
2.9% |
0.0030 |
0.4% |
100% |
True |
False |
2 |
20 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0030 |
0.4% |
94% |
False |
False |
2 |
40 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0022 |
0.3% |
94% |
False |
False |
1 |
60 |
0.7056 |
0.6637 |
0.0419 |
6.1% |
0.0022 |
0.3% |
47% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6904 |
2.618 |
0.6878 |
1.618 |
0.6862 |
1.000 |
0.6852 |
0.618 |
0.6846 |
HIGH |
0.6836 |
0.618 |
0.6830 |
0.500 |
0.6828 |
0.382 |
0.6826 |
LOW |
0.6820 |
0.618 |
0.6810 |
1.000 |
0.6804 |
1.618 |
0.6794 |
2.618 |
0.6778 |
4.250 |
0.6752 |
|
|
Fisher Pivots for day following 08-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6833 |
0.6814 |
PP |
0.6831 |
0.6792 |
S1 |
0.6828 |
0.6771 |
|