CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6756 |
0.6699 |
-0.0058 |
-0.9% |
0.6846 |
| High |
0.6756 |
0.6759 |
0.0003 |
0.0% |
0.6846 |
| Low |
0.6756 |
0.6698 |
-0.0058 |
-0.9% |
0.6698 |
| Close |
0.6756 |
0.6699 |
-0.0058 |
-0.9% |
0.6699 |
| Range |
0.0000 |
0.0061 |
0.0061 |
|
0.0148 |
| ATR |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6902 |
0.6861 |
0.6732 |
|
| R3 |
0.6841 |
0.6800 |
0.6715 |
|
| R2 |
0.6780 |
0.6780 |
0.6710 |
|
| R1 |
0.6739 |
0.6739 |
0.6704 |
0.6729 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6714 |
| S1 |
0.6678 |
0.6678 |
0.6693 |
0.6668 |
| S2 |
0.6658 |
0.6658 |
0.6687 |
|
| S3 |
0.6597 |
0.6617 |
0.6682 |
|
| S4 |
0.6536 |
0.6556 |
0.6665 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7190 |
0.7092 |
0.6780 |
|
| R3 |
0.7042 |
0.6944 |
0.6739 |
|
| R2 |
0.6895 |
0.6895 |
0.6726 |
|
| R1 |
0.6797 |
0.6797 |
0.6712 |
0.6772 |
| PP |
0.6747 |
0.6747 |
0.6747 |
0.6735 |
| S1 |
0.6649 |
0.6649 |
0.6685 |
0.6625 |
| S2 |
0.6600 |
0.6600 |
0.6671 |
|
| S3 |
0.6452 |
0.6502 |
0.6658 |
|
| S4 |
0.6305 |
0.6354 |
0.6617 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7018 |
|
2.618 |
0.6919 |
|
1.618 |
0.6858 |
|
1.000 |
0.6820 |
|
0.618 |
0.6797 |
|
HIGH |
0.6759 |
|
0.618 |
0.6736 |
|
0.500 |
0.6729 |
|
0.382 |
0.6721 |
|
LOW |
0.6698 |
|
0.618 |
0.6660 |
|
1.000 |
0.6637 |
|
1.618 |
0.6599 |
|
2.618 |
0.6538 |
|
4.250 |
0.6439 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6729 |
0.6764 |
| PP |
0.6719 |
0.6742 |
| S1 |
0.6709 |
0.6720 |
|