CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6565 |
0.6578 |
0.0013 |
0.2% |
0.6699 |
| High |
0.6591 |
0.6590 |
-0.0001 |
0.0% |
0.6699 |
| Low |
0.6550 |
0.6560 |
0.0011 |
0.2% |
0.6550 |
| Close |
0.6569 |
0.6560 |
-0.0009 |
-0.1% |
0.6569 |
| Range |
0.0041 |
0.0030 |
-0.0012 |
-28.0% |
0.0149 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
17 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6658 |
0.6639 |
0.6576 |
|
| R3 |
0.6629 |
0.6609 |
0.6568 |
|
| R2 |
0.6599 |
0.6599 |
0.6565 |
|
| R1 |
0.6580 |
0.6580 |
0.6563 |
0.6575 |
| PP |
0.6570 |
0.6570 |
0.6570 |
0.6567 |
| S1 |
0.6550 |
0.6550 |
0.6557 |
0.6545 |
| S2 |
0.6540 |
0.6540 |
0.6555 |
|
| S3 |
0.6511 |
0.6521 |
0.6552 |
|
| S4 |
0.6481 |
0.6491 |
0.6544 |
|
|
| 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 |
0.6658 |
0.6550 |
0.0109 |
1.7% |
0.0028 |
0.4% |
10% |
False |
False |
4 |
| 10 |
0.6714 |
0.6550 |
0.0165 |
2.5% |
0.0020 |
0.3% |
6% |
False |
False |
2 |
| 20 |
0.6836 |
0.6550 |
0.0287 |
4.4% |
0.0024 |
0.4% |
4% |
False |
False |
2 |
| 40 |
0.6849 |
0.6550 |
0.0300 |
4.6% |
0.0026 |
0.4% |
4% |
False |
False |
2 |
| 60 |
0.6849 |
0.6550 |
0.0300 |
4.6% |
0.0022 |
0.3% |
4% |
False |
False |
2 |
| 80 |
0.7056 |
0.6550 |
0.0507 |
7.7% |
0.0021 |
0.3% |
2% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6715 |
|
2.618 |
0.6667 |
|
1.618 |
0.6637 |
|
1.000 |
0.6619 |
|
0.618 |
0.6608 |
|
HIGH |
0.6590 |
|
0.618 |
0.6578 |
|
0.500 |
0.6575 |
|
0.382 |
0.6571 |
|
LOW |
0.6560 |
|
0.618 |
0.6542 |
|
1.000 |
0.6531 |
|
1.618 |
0.6512 |
|
2.618 |
0.6483 |
|
4.250 |
0.6435 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6575 |
0.6570 |
| PP |
0.6570 |
0.6567 |
| S1 |
0.6565 |
0.6563 |
|