CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 31-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.6578 |
0.6550 |
-0.0028 |
-0.4% |
0.6699 |
High |
0.6590 |
0.6550 |
-0.0040 |
-0.6% |
0.6699 |
Low |
0.6560 |
0.6538 |
-0.0023 |
-0.3% |
0.6550 |
Close |
0.6560 |
0.6538 |
-0.0023 |
-0.3% |
0.6569 |
Range |
0.0030 |
0.0013 |
-0.0017 |
-57.6% |
0.0149 |
ATR |
0.0042 |
0.0040 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
5 |
23 |
18 |
360.0% |
17 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6579 |
0.6571 |
0.6544 |
|
R3 |
0.6567 |
0.6558 |
0.6541 |
|
R2 |
0.6554 |
0.6554 |
0.6540 |
|
R1 |
0.6546 |
0.6546 |
0.6539 |
0.6544 |
PP |
0.6542 |
0.6542 |
0.6542 |
0.6541 |
S1 |
0.6533 |
0.6533 |
0.6536 |
0.6531 |
S2 |
0.6529 |
0.6529 |
0.6535 |
|
S3 |
0.6517 |
0.6521 |
0.6534 |
|
S4 |
0.6504 |
0.6508 |
0.6531 |
|
|
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 |
0.6650 |
0.6538 |
0.0113 |
1.7% |
0.0031 |
0.5% |
0% |
False |
True |
9 |
10 |
0.6714 |
0.6538 |
0.0177 |
2.7% |
0.0021 |
0.3% |
0% |
False |
True |
5 |
20 |
0.6836 |
0.6538 |
0.0299 |
4.6% |
0.0022 |
0.3% |
0% |
False |
True |
3 |
40 |
0.6849 |
0.6538 |
0.0312 |
4.8% |
0.0026 |
0.4% |
0% |
False |
True |
3 |
60 |
0.6849 |
0.6538 |
0.0312 |
4.8% |
0.0021 |
0.3% |
0% |
False |
True |
2 |
80 |
0.7056 |
0.6538 |
0.0519 |
7.9% |
0.0021 |
0.3% |
0% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6603 |
2.618 |
0.6583 |
1.618 |
0.6570 |
1.000 |
0.6563 |
0.618 |
0.6558 |
HIGH |
0.6550 |
0.618 |
0.6545 |
0.500 |
0.6544 |
0.382 |
0.6542 |
LOW |
0.6538 |
0.618 |
0.6530 |
1.000 |
0.6525 |
1.618 |
0.6517 |
2.618 |
0.6505 |
4.250 |
0.6484 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6544 |
0.6564 |
PP |
0.6542 |
0.6555 |
S1 |
0.6540 |
0.6546 |
|