CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6667 |
0.6697 |
0.0030 |
0.4% |
0.6747 |
| High |
0.6667 |
0.6714 |
0.0047 |
0.7% |
0.6747 |
| Low |
0.6657 |
0.6697 |
0.0040 |
0.6% |
0.6657 |
| Close |
0.6660 |
0.6697 |
0.0037 |
0.6% |
0.6697 |
| Range |
0.0010 |
0.0018 |
0.0008 |
75.0% |
0.0090 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.9% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
7 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6755 |
0.6743 |
0.6706 |
|
| R3 |
0.6737 |
0.6726 |
0.6701 |
|
| R2 |
0.6720 |
0.6720 |
0.6700 |
|
| R1 |
0.6708 |
0.6708 |
0.6698 |
0.6705 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6701 |
| S1 |
0.6691 |
0.6691 |
0.6695 |
0.6688 |
| S2 |
0.6685 |
0.6685 |
0.6693 |
|
| S3 |
0.6667 |
0.6673 |
0.6692 |
|
| S4 |
0.6650 |
0.6656 |
0.6687 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6969 |
0.6922 |
0.6746 |
|
| R3 |
0.6879 |
0.6833 |
0.6721 |
|
| R2 |
0.6790 |
0.6790 |
0.6713 |
|
| R1 |
0.6743 |
0.6743 |
0.6705 |
0.6722 |
| PP |
0.6700 |
0.6700 |
0.6700 |
0.6689 |
| S1 |
0.6654 |
0.6654 |
0.6688 |
0.6632 |
| S2 |
0.6611 |
0.6611 |
0.6680 |
|
| S3 |
0.6521 |
0.6564 |
0.6672 |
|
| S4 |
0.6432 |
0.6475 |
0.6647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6747 |
0.6657 |
0.0090 |
1.3% |
0.0012 |
0.2% |
44% |
False |
False |
1 |
| 10 |
0.6836 |
0.6657 |
0.0179 |
2.7% |
0.0018 |
0.3% |
22% |
False |
False |
1 |
| 20 |
0.6836 |
0.6637 |
0.0199 |
3.0% |
0.0023 |
0.3% |
30% |
False |
False |
1 |
| 40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0024 |
0.4% |
28% |
False |
False |
2 |
| 60 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0021 |
0.3% |
28% |
False |
False |
2 |
| 80 |
0.7197 |
0.6637 |
0.0560 |
8.4% |
0.0021 |
0.3% |
11% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6788 |
|
2.618 |
0.6760 |
|
1.618 |
0.6742 |
|
1.000 |
0.6732 |
|
0.618 |
0.6725 |
|
HIGH |
0.6714 |
|
0.618 |
0.6707 |
|
0.500 |
0.6705 |
|
0.382 |
0.6703 |
|
LOW |
0.6697 |
|
0.618 |
0.6686 |
|
1.000 |
0.6679 |
|
1.618 |
0.6668 |
|
2.618 |
0.6651 |
|
4.250 |
0.6622 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6705 |
0.6693 |
| PP |
0.6702 |
0.6689 |
| S1 |
0.6699 |
0.6686 |
|