CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6658 |
0.6650 |
-0.0008 |
-0.1% |
0.6747 |
| High |
0.6658 |
0.6650 |
-0.0008 |
-0.1% |
0.6747 |
| Low |
0.6658 |
0.6580 |
-0.0078 |
-1.2% |
0.6657 |
| Close |
0.6658 |
0.6584 |
-0.0074 |
-1.1% |
0.6697 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0090 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
6.4% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
7 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6815 |
0.6769 |
0.6623 |
|
| R3 |
0.6745 |
0.6699 |
0.6603 |
|
| R2 |
0.6675 |
0.6675 |
0.6597 |
|
| R1 |
0.6629 |
0.6629 |
0.6590 |
0.6617 |
| PP |
0.6605 |
0.6605 |
0.6605 |
0.6599 |
| S1 |
0.6559 |
0.6559 |
0.6578 |
0.6547 |
| S2 |
0.6535 |
0.6535 |
0.6571 |
|
| S3 |
0.6465 |
0.6489 |
0.6565 |
|
| S4 |
0.6395 |
0.6419 |
0.6546 |
|
|
| 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 |
0.6580 |
0.0134 |
2.0% |
0.0020 |
0.3% |
3% |
False |
True |
2 |
| 10 |
0.6790 |
0.6580 |
0.0210 |
3.2% |
0.0023 |
0.4% |
2% |
False |
True |
2 |
| 20 |
0.6836 |
0.6580 |
0.0256 |
3.9% |
0.0025 |
0.4% |
2% |
False |
True |
2 |
| 40 |
0.6849 |
0.6580 |
0.0269 |
4.1% |
0.0026 |
0.4% |
1% |
False |
True |
2 |
| 60 |
0.6849 |
0.6580 |
0.0269 |
4.1% |
0.0022 |
0.3% |
1% |
False |
True |
2 |
| 80 |
0.7196 |
0.6580 |
0.0616 |
9.3% |
0.0021 |
0.3% |
1% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6948 |
|
2.618 |
0.6833 |
|
1.618 |
0.6763 |
|
1.000 |
0.6720 |
|
0.618 |
0.6693 |
|
HIGH |
0.6650 |
|
0.618 |
0.6623 |
|
0.500 |
0.6615 |
|
0.382 |
0.6607 |
|
LOW |
0.6580 |
|
0.618 |
0.6537 |
|
1.000 |
0.6510 |
|
1.618 |
0.6467 |
|
2.618 |
0.6397 |
|
4.250 |
0.6283 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6615 |
0.6639 |
| PP |
0.6605 |
0.6621 |
| S1 |
0.6594 |
0.6602 |
|