CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 22-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6697 |
0.6699 |
0.0002 |
0.0% |
0.6747 |
High |
0.6714 |
0.6699 |
-0.0016 |
-0.2% |
0.6747 |
Low |
0.6697 |
0.6699 |
0.0002 |
0.0% |
0.6657 |
Close |
0.6697 |
0.6699 |
0.0002 |
0.0% |
0.6697 |
Range |
0.0018 |
0.0000 |
-0.0018 |
-100.0% |
0.0090 |
ATR |
0.0044 |
0.0041 |
-0.0003 |
-6.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6699 |
0.6699 |
0.6699 |
|
R3 |
0.6699 |
0.6699 |
0.6699 |
|
R2 |
0.6699 |
0.6699 |
0.6699 |
|
R1 |
0.6699 |
0.6699 |
0.6699 |
0.6699 |
PP |
0.6699 |
0.6699 |
0.6699 |
0.6699 |
S1 |
0.6699 |
0.6699 |
0.6699 |
0.6699 |
S2 |
0.6699 |
0.6699 |
0.6699 |
|
S3 |
0.6699 |
0.6699 |
0.6699 |
|
S4 |
0.6699 |
0.6699 |
0.6699 |
|
|
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 |
0.6714 |
0.6657 |
0.0057 |
0.9% |
0.0012 |
0.2% |
73% |
False |
False |
1 |
10 |
0.6820 |
0.6657 |
0.0163 |
2.4% |
0.0016 |
0.2% |
25% |
False |
False |
1 |
20 |
0.6836 |
0.6637 |
0.0199 |
3.0% |
0.0023 |
0.3% |
31% |
False |
False |
1 |
40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0024 |
0.4% |
29% |
False |
False |
2 |
60 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0021 |
0.3% |
29% |
False |
False |
2 |
80 |
0.7196 |
0.6637 |
0.0559 |
8.3% |
0.0021 |
0.3% |
11% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6699 |
2.618 |
0.6699 |
1.618 |
0.6699 |
1.000 |
0.6699 |
0.618 |
0.6699 |
HIGH |
0.6699 |
0.618 |
0.6699 |
0.500 |
0.6699 |
0.382 |
0.6699 |
LOW |
0.6699 |
0.618 |
0.6699 |
1.000 |
0.6699 |
1.618 |
0.6699 |
2.618 |
0.6699 |
4.250 |
0.6699 |
|
|
Fisher Pivots for day following 22-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6699 |
0.6694 |
PP |
0.6699 |
0.6690 |
S1 |
0.6699 |
0.6686 |
|