CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6820 |
0.6790 |
-0.0030 |
-0.4% |
0.6692 |
| High |
0.6820 |
0.6790 |
-0.0030 |
-0.4% |
0.6805 |
| Low |
0.6820 |
0.6747 |
-0.0074 |
-1.1% |
0.6690 |
| Close |
0.6820 |
0.6747 |
-0.0074 |
-1.1% |
0.6805 |
| Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0115 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
6.4% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
16 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6892 |
0.6863 |
0.6770 |
|
| R3 |
0.6848 |
0.6819 |
0.6758 |
|
| R2 |
0.6805 |
0.6805 |
0.6754 |
|
| R1 |
0.6776 |
0.6776 |
0.6750 |
0.6768 |
| PP |
0.6761 |
0.6761 |
0.6761 |
0.6757 |
| S1 |
0.6732 |
0.6732 |
0.6743 |
0.6725 |
| S2 |
0.6718 |
0.6718 |
0.6739 |
|
| S3 |
0.6674 |
0.6689 |
0.6735 |
|
| S4 |
0.6631 |
0.6645 |
0.6723 |
|
|
| 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 |
0.6747 |
0.0090 |
1.3% |
0.0021 |
0.3% |
0% |
False |
True |
1 |
| 10 |
0.6836 |
0.6637 |
0.0199 |
2.9% |
0.0029 |
0.4% |
55% |
False |
False |
2 |
| 20 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0025 |
0.4% |
52% |
False |
False |
1 |
| 40 |
0.6849 |
0.6637 |
0.0212 |
3.1% |
0.0023 |
0.3% |
52% |
False |
False |
1 |
| 60 |
0.6978 |
0.6637 |
0.0341 |
5.0% |
0.0022 |
0.3% |
32% |
False |
False |
2 |
| 80 |
0.7197 |
0.6637 |
0.0560 |
8.3% |
0.0021 |
0.3% |
20% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6975 |
|
2.618 |
0.6904 |
|
1.618 |
0.6860 |
|
1.000 |
0.6834 |
|
0.618 |
0.6817 |
|
HIGH |
0.6790 |
|
0.618 |
0.6773 |
|
0.500 |
0.6768 |
|
0.382 |
0.6763 |
|
LOW |
0.6747 |
|
0.618 |
0.6720 |
|
1.000 |
0.6703 |
|
1.618 |
0.6676 |
|
2.618 |
0.6633 |
|
4.250 |
0.6562 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6768 |
0.6783 |
| PP |
0.6761 |
0.6771 |
| S1 |
0.6754 |
0.6759 |
|