CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6676 |
0.6667 |
-0.0009 |
-0.1% |
0.6820 |
| High |
0.6706 |
0.6667 |
-0.0039 |
-0.6% |
0.6836 |
| Low |
0.6676 |
0.6657 |
-0.0019 |
-0.3% |
0.6687 |
| Close |
0.6706 |
0.6660 |
-0.0047 |
-0.7% |
0.6688 |
| Range |
0.0030 |
0.0010 |
-0.0020 |
-66.7% |
0.0150 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
1.0% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
6 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6691 |
0.6685 |
0.6665 |
|
| R3 |
0.6681 |
0.6675 |
0.6662 |
|
| R2 |
0.6671 |
0.6671 |
0.6661 |
|
| R1 |
0.6665 |
0.6665 |
0.6660 |
0.6663 |
| PP |
0.6661 |
0.6661 |
0.6661 |
0.6660 |
| S1 |
0.6655 |
0.6655 |
0.6659 |
0.6653 |
| S2 |
0.6651 |
0.6651 |
0.6658 |
|
| S3 |
0.6641 |
0.6645 |
0.6657 |
|
| S4 |
0.6631 |
0.6635 |
0.6654 |
|
|
| 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 |
0.6750 |
0.6657 |
0.0093 |
1.4% |
0.0021 |
0.3% |
3% |
False |
True |
1 |
| 10 |
0.6836 |
0.6657 |
0.0179 |
2.7% |
0.0021 |
0.3% |
1% |
False |
True |
1 |
| 20 |
0.6836 |
0.6637 |
0.0199 |
3.0% |
0.0024 |
0.4% |
11% |
False |
False |
1 |
| 40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0025 |
0.4% |
11% |
False |
False |
2 |
| 60 |
0.6885 |
0.6637 |
0.0248 |
3.7% |
0.0023 |
0.3% |
9% |
False |
False |
2 |
| 80 |
0.7197 |
0.6637 |
0.0560 |
8.4% |
0.0021 |
0.3% |
4% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6710 |
|
2.618 |
0.6693 |
|
1.618 |
0.6683 |
|
1.000 |
0.6677 |
|
0.618 |
0.6673 |
|
HIGH |
0.6667 |
|
0.618 |
0.6663 |
|
0.500 |
0.6662 |
|
0.382 |
0.6661 |
|
LOW |
0.6657 |
|
0.618 |
0.6651 |
|
1.000 |
0.6647 |
|
1.618 |
0.6641 |
|
2.618 |
0.6631 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6662 |
0.6682 |
| PP |
0.6661 |
0.6674 |
| S1 |
0.6660 |
0.6667 |
|