CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6705 |
0.6676 |
-0.0029 |
-0.4% |
0.6820 |
| High |
0.6705 |
0.6706 |
0.0002 |
0.0% |
0.6836 |
| Low |
0.6705 |
0.6676 |
-0.0029 |
-0.4% |
0.6687 |
| Close |
0.6705 |
0.6706 |
0.0002 |
0.0% |
0.6688 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0150 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
6 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6786 |
0.6776 |
0.6723 |
|
| R3 |
0.6756 |
0.6746 |
0.6714 |
|
| R2 |
0.6726 |
0.6726 |
0.6712 |
|
| R1 |
0.6716 |
0.6716 |
0.6709 |
0.6721 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6699 |
| S1 |
0.6686 |
0.6686 |
0.6703 |
0.6691 |
| S2 |
0.6666 |
0.6666 |
0.6701 |
|
| S3 |
0.6636 |
0.6656 |
0.6698 |
|
| S4 |
0.6606 |
0.6626 |
0.6690 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7185 |
0.7086 |
0.6770 |
|
| R3 |
0.7036 |
0.6937 |
0.6729 |
|
| R2 |
0.6886 |
0.6886 |
0.6715 |
|
| R1 |
0.6787 |
0.6787 |
0.6702 |
0.6762 |
| PP |
0.6737 |
0.6737 |
0.6737 |
0.6724 |
| S1 |
0.6638 |
0.6638 |
0.6674 |
0.6613 |
| S2 |
0.6587 |
0.6587 |
0.6661 |
|
| S3 |
0.6438 |
0.6488 |
0.6647 |
|
| S4 |
0.6288 |
0.6339 |
0.6606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6790 |
0.6676 |
0.0114 |
1.7% |
0.0027 |
0.4% |
26% |
False |
True |
1 |
| 10 |
0.6836 |
0.6676 |
0.0160 |
2.4% |
0.0024 |
0.4% |
19% |
False |
True |
1 |
| 20 |
0.6836 |
0.6637 |
0.0199 |
3.0% |
0.0024 |
0.4% |
35% |
False |
False |
1 |
| 40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0025 |
0.4% |
33% |
False |
False |
2 |
| 60 |
0.6885 |
0.6637 |
0.0248 |
3.7% |
0.0023 |
0.3% |
28% |
False |
False |
2 |
| 80 |
0.7197 |
0.6637 |
0.0560 |
8.4% |
0.0021 |
0.3% |
12% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6834 |
|
2.618 |
0.6785 |
|
1.618 |
0.6755 |
|
1.000 |
0.6736 |
|
0.618 |
0.6725 |
|
HIGH |
0.6706 |
|
0.618 |
0.6695 |
|
0.500 |
0.6691 |
|
0.382 |
0.6687 |
|
LOW |
0.6676 |
|
0.618 |
0.6657 |
|
1.000 |
0.6646 |
|
1.618 |
0.6627 |
|
2.618 |
0.6597 |
|
4.250 |
0.6549 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6701 |
0.6711 |
| PP |
0.6696 |
0.6710 |
| S1 |
0.6691 |
0.6708 |
|