CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 06-Apr-2023
Day Change Summary
Previous Current
05-Apr-2023 06-Apr-2023 Change Change % Previous Week
Open 0.6807 0.6760 -0.0047 -0.7% 0.6830
High 0.6807 0.6760 -0.0047 -0.7% 0.6847
Low 0.6748 0.6716 -0.0032 -0.5% 0.6716
Close 0.6780 0.6737 -0.0043 -0.6% 0.6737
Range 0.0059 0.0044 -0.0015 -25.4% 0.0131
ATR 0.0048 0.0049 0.0001 2.3% 0.0000
Volume 8 6 -2 -25.0% 18
Daily Pivots for day following 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6870 0.6847 0.6761
R3 0.6826 0.6803 0.6749
R2 0.6782 0.6782 0.6745
R1 0.6759 0.6759 0.6741 0.6748
PP 0.6738 0.6738 0.6738 0.6732
S1 0.6715 0.6715 0.6732 0.6704
S2 0.6694 0.6694 0.6728
S3 0.6650 0.6671 0.6724
S4 0.6606 0.6627 0.6712
Weekly Pivots for week ending 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7158 0.7078 0.6808
R3 0.7027 0.6947 0.6772
R2 0.6897 0.6897 0.6760
R1 0.6817 0.6817 0.6748 0.6792
PP 0.6766 0.6766 0.6766 0.6754
S1 0.6686 0.6686 0.6725 0.6661
S2 0.6636 0.6636 0.6713
S3 0.6505 0.6556 0.6701
S4 0.6375 0.6425 0.6665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6847 0.6716 0.0131 1.9% 0.0035 0.5% 16% False True 3
10 0.6847 0.6679 0.0168 2.5% 0.0024 0.4% 35% False False 2
20 0.6847 0.6648 0.0199 2.9% 0.0016 0.2% 45% False False 1
40 0.7056 0.6648 0.0408 6.1% 0.0018 0.3% 22% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6947
2.618 0.6875
1.618 0.6831
1.000 0.6804
0.618 0.6787
HIGH 0.6760
0.618 0.6743
0.500 0.6738
0.382 0.6733
LOW 0.6716
0.618 0.6689
1.000 0.6672
1.618 0.6645
2.618 0.6601
4.250 0.6529
Fisher Pivots for day following 06-Apr-2023
Pivot 1 day 3 day
R1 0.6738 0.6762
PP 0.6738 0.6753
S1 0.6737 0.6745

These figures are updated between 7pm and 10pm EST after a trading day.

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