CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 26-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6553 |
0.6565 |
0.0013 |
0.2% |
0.6699 |
High |
0.6553 |
0.6591 |
0.0038 |
0.6% |
0.6699 |
Low |
0.6553 |
0.6550 |
-0.0003 |
0.0% |
0.6550 |
Close |
0.6553 |
0.6569 |
0.0017 |
0.3% |
0.6569 |
Range |
0.0000 |
0.0041 |
0.0041 |
|
0.0149 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.3% |
0.0000 |
Volume |
8 |
1 |
-7 |
-87.5% |
17 |
|
Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6693 |
0.6672 |
0.6592 |
|
R3 |
0.6652 |
0.6631 |
0.6580 |
|
R2 |
0.6611 |
0.6611 |
0.6577 |
|
R1 |
0.6590 |
0.6590 |
0.6573 |
0.6600 |
PP |
0.6570 |
0.6570 |
0.6570 |
0.6575 |
S1 |
0.6549 |
0.6549 |
0.6565 |
0.6559 |
S2 |
0.6529 |
0.6529 |
0.6561 |
|
S3 |
0.6488 |
0.6508 |
0.6558 |
|
S4 |
0.6447 |
0.6467 |
0.6546 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7053 |
0.6960 |
0.6651 |
|
R3 |
0.6904 |
0.6811 |
0.6610 |
|
R2 |
0.6755 |
0.6755 |
0.6596 |
|
R1 |
0.6662 |
0.6662 |
0.6583 |
0.6634 |
PP |
0.6606 |
0.6606 |
0.6606 |
0.6592 |
S1 |
0.6513 |
0.6513 |
0.6555 |
0.6485 |
S2 |
0.6457 |
0.6457 |
0.6542 |
|
S3 |
0.6308 |
0.6364 |
0.6528 |
|
S4 |
0.6159 |
0.6215 |
0.6487 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6699 |
0.6550 |
0.0149 |
2.3% |
0.0022 |
0.3% |
13% |
False |
True |
3 |
10 |
0.6747 |
0.6550 |
0.0197 |
3.0% |
0.0017 |
0.3% |
10% |
False |
True |
2 |
20 |
0.6836 |
0.6550 |
0.0287 |
4.4% |
0.0023 |
0.4% |
7% |
False |
True |
2 |
40 |
0.6849 |
0.6550 |
0.0300 |
4.6% |
0.0026 |
0.4% |
7% |
False |
True |
2 |
60 |
0.6849 |
0.6550 |
0.0300 |
4.6% |
0.0022 |
0.3% |
7% |
False |
True |
2 |
80 |
0.7151 |
0.6550 |
0.0601 |
9.1% |
0.0022 |
0.3% |
3% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6765 |
2.618 |
0.6698 |
1.618 |
0.6657 |
1.000 |
0.6632 |
0.618 |
0.6616 |
HIGH |
0.6591 |
0.618 |
0.6575 |
0.500 |
0.6570 |
0.382 |
0.6565 |
LOW |
0.6550 |
0.618 |
0.6524 |
1.000 |
0.6509 |
1.618 |
0.6483 |
2.618 |
0.6442 |
4.250 |
0.6375 |
|
|
Fisher Pivots for day following 26-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6570 |
0.6600 |
PP |
0.6570 |
0.6590 |
S1 |
0.6569 |
0.6579 |
|