CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6670 |
0.6707 |
0.0037 |
0.5% |
0.6756 |
| High |
0.6670 |
0.6724 |
0.0054 |
0.8% |
0.6756 |
| Low |
0.6670 |
0.6707 |
0.0037 |
0.5% |
0.6670 |
| Close |
0.6670 |
0.6707 |
0.0037 |
0.5% |
0.6707 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0086 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
3.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6763 |
0.6752 |
0.6716 |
|
| R3 |
0.6746 |
0.6735 |
0.6711 |
|
| R2 |
0.6729 |
0.6729 |
0.6710 |
|
| R1 |
0.6718 |
0.6718 |
0.6708 |
0.6715 |
| PP |
0.6712 |
0.6712 |
0.6712 |
0.6711 |
| S1 |
0.6701 |
0.6701 |
0.6705 |
0.6698 |
| S2 |
0.6695 |
0.6695 |
0.6703 |
|
| S3 |
0.6678 |
0.6684 |
0.6702 |
|
| S4 |
0.6661 |
0.6667 |
0.6697 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6969 |
0.6924 |
0.6754 |
|
| R3 |
0.6883 |
0.6838 |
0.6730 |
|
| R2 |
0.6797 |
0.6797 |
0.6722 |
|
| R1 |
0.6752 |
0.6752 |
0.6714 |
0.6731 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6701 |
| S1 |
0.6666 |
0.6666 |
0.6699 |
0.6645 |
| S2 |
0.6625 |
0.6625 |
0.6691 |
|
| S3 |
0.6539 |
0.6580 |
0.6683 |
|
| S4 |
0.6453 |
0.6494 |
0.6659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6796 |
|
2.618 |
0.6768 |
|
1.618 |
0.6751 |
|
1.000 |
0.6741 |
|
0.618 |
0.6734 |
|
HIGH |
0.6724 |
|
0.618 |
0.6717 |
|
0.500 |
0.6715 |
|
0.382 |
0.6713 |
|
LOW |
0.6707 |
|
0.618 |
0.6696 |
|
1.000 |
0.6690 |
|
1.618 |
0.6679 |
|
2.618 |
0.6662 |
|
4.250 |
0.6634 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6703 |
| PP |
0.6712 |
0.6700 |
| S1 |
0.6709 |
0.6697 |
|