CME Australian Dollar Future December 2023
| 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 |
0.6790 |
0.6688 |
-0.0102 |
-1.5% |
0.6820 |
| High |
0.6790 |
0.6750 |
-0.0040 |
-0.6% |
0.6836 |
| Low |
0.6747 |
0.6687 |
-0.0060 |
-0.9% |
0.6687 |
| Close |
0.6747 |
0.6688 |
-0.0059 |
-0.9% |
0.6688 |
| Range |
0.0044 |
0.0064 |
0.0020 |
46.0% |
0.0150 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
3.8% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
6 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6899 |
0.6857 |
0.6723 |
|
| R3 |
0.6835 |
0.6793 |
0.6705 |
|
| R2 |
0.6772 |
0.6772 |
0.6700 |
|
| R1 |
0.6730 |
0.6730 |
0.6694 |
0.6720 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6703 |
| S1 |
0.6666 |
0.6666 |
0.6682 |
0.6656 |
| S2 |
0.6645 |
0.6645 |
0.6676 |
|
| S3 |
0.6581 |
0.6603 |
0.6671 |
|
| S4 |
0.6518 |
0.6539 |
0.6653 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7185 |
0.7086 |
0.6770 |
|
| R3 |
0.7036 |
0.6937 |
0.6729 |
|
| R2 |
0.6886 |
0.6886 |
0.6715 |
|
| R1 |
0.6787 |
0.6787 |
0.6702 |
0.6762 |
| PP |
0.6737 |
0.6737 |
0.6737 |
0.6724 |
| S1 |
0.6638 |
0.6638 |
0.6674 |
0.6613 |
| S2 |
0.6587 |
0.6587 |
0.6661 |
|
| S3 |
0.6438 |
0.6488 |
0.6647 |
|
| S4 |
0.6288 |
0.6339 |
0.6606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6836 |
0.6687 |
0.0150 |
2.2% |
0.0025 |
0.4% |
1% |
False |
True |
1 |
| 10 |
0.6836 |
0.6687 |
0.0150 |
2.2% |
0.0029 |
0.4% |
1% |
False |
True |
2 |
| 20 |
0.6836 |
0.6637 |
0.0199 |
3.0% |
0.0023 |
0.3% |
26% |
False |
False |
1 |
| 40 |
0.6849 |
0.6637 |
0.0212 |
3.2% |
0.0025 |
0.4% |
24% |
False |
False |
2 |
| 60 |
0.6949 |
0.6637 |
0.0312 |
4.7% |
0.0023 |
0.3% |
16% |
False |
False |
2 |
| 80 |
0.7197 |
0.6637 |
0.0560 |
8.4% |
0.0021 |
0.3% |
9% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7020 |
|
2.618 |
0.6916 |
|
1.618 |
0.6853 |
|
1.000 |
0.6814 |
|
0.618 |
0.6789 |
|
HIGH |
0.6750 |
|
0.618 |
0.6726 |
|
0.500 |
0.6718 |
|
0.382 |
0.6711 |
|
LOW |
0.6687 |
|
0.618 |
0.6647 |
|
1.000 |
0.6623 |
|
1.618 |
0.6584 |
|
2.618 |
0.6520 |
|
4.250 |
0.6417 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6718 |
0.6753 |
| PP |
0.6708 |
0.6732 |
| S1 |
0.6698 |
0.6710 |
|