CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 0.6720 0.6742 0.0022 0.3% 0.6830
High 0.6720 0.6770 0.0050 0.7% 0.6847
Low 0.6709 0.6742 0.0033 0.5% 0.6716
Close 0.6714 0.6759 0.0045 0.7% 0.6725
Range 0.0011 0.0028 0.0017 154.5% 0.0131
ATR 0.0043 0.0044 0.0001 2.1% 0.0000
Volume 2 12 10 500.0% 18
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6841 0.6828 0.6774
R3 0.6813 0.6800 0.6766
R2 0.6785 0.6785 0.6764
R1 0.6772 0.6772 0.6761 0.6778
PP 0.6757 0.6757 0.6757 0.6760
S1 0.6744 0.6744 0.6756 0.6750
S2 0.6729 0.6729 0.6753
S3 0.6701 0.6716 0.6751
S4 0.6673 0.6688 0.6743
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7154 0.7070 0.6796
R3 0.7023 0.6939 0.6760
R2 0.6893 0.6893 0.6748
R1 0.6809 0.6809 0.6736 0.6786
PP 0.6762 0.6762 0.6762 0.6751
S1 0.6678 0.6678 0.6713 0.6655
S2 0.6632 0.6632 0.6701
S3 0.6501 0.6548 0.6689
S4 0.6371 0.6417 0.6653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6770 0.6700 0.0070 1.0% 0.0024 0.3% 84% True False 4
10 0.6847 0.6700 0.0147 2.2% 0.0025 0.4% 40% False False 3
20 0.6847 0.6679 0.0168 2.5% 0.0016 0.2% 48% False False 1
40 0.6978 0.6648 0.0330 4.9% 0.0019 0.3% 34% False False 2
60 0.7197 0.6648 0.0549 8.1% 0.0018 0.3% 20% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6889
2.618 0.6843
1.618 0.6815
1.000 0.6798
0.618 0.6787
HIGH 0.6770
0.618 0.6759
0.500 0.6756
0.382 0.6753
LOW 0.6742
0.618 0.6725
1.000 0.6714
1.618 0.6697
2.618 0.6669
4.250 0.6623
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 0.6758 0.6751
PP 0.6757 0.6743
S1 0.6756 0.6735

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

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