CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 0.6750 0.6789 0.0039 0.6% 0.6720
High 0.6764 0.6789 0.0025 0.4% 0.6849
Low 0.6750 0.6789 0.0039 0.6% 0.6700
Close 0.6764 0.6789 0.0025 0.4% 0.6766
Range 0.0014 0.0000 -0.0014 -100.0% 0.0149
ATR 0.0049 0.0047 -0.0002 -3.6% 0.0000
Volume 2 0 -2 -100.0% 28
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6789 0.6789 0.6789
R3 0.6789 0.6789 0.6789
R2 0.6789 0.6789 0.6789
R1 0.6789 0.6789 0.6789 0.6789
PP 0.6789 0.6789 0.6789 0.6789
S1 0.6789 0.6789 0.6789 0.6789
S2 0.6789 0.6789 0.6789
S3 0.6789 0.6789 0.6789
S4 0.6789 0.6789 0.6789
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7219 0.7141 0.6848
R3 0.7070 0.6992 0.6807
R2 0.6921 0.6921 0.6793
R1 0.6843 0.6843 0.6780 0.6882
PP 0.6772 0.6772 0.6772 0.6791
S1 0.6694 0.6694 0.6752 0.6733
S2 0.6623 0.6623 0.6739
S3 0.6474 0.6545 0.6725
S4 0.6325 0.6396 0.6684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6849 0.6742 0.0107 1.6% 0.0047 0.7% 43% False False 5
10 0.6849 0.6700 0.0149 2.2% 0.0039 0.6% 59% False False 4
20 0.6849 0.6679 0.0171 2.5% 0.0026 0.4% 65% False False 2
40 0.6885 0.6648 0.0237 3.5% 0.0022 0.3% 59% False False 2
60 0.7197 0.6648 0.0549 8.1% 0.0020 0.3% 26% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.6789
2.618 0.6789
1.618 0.6789
1.000 0.6789
0.618 0.6789
HIGH 0.6789
0.618 0.6789
0.500 0.6789
0.382 0.6789
LOW 0.6789
0.618 0.6789
1.000 0.6789
1.618 0.6789
2.618 0.6789
4.250 0.6789
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 0.6789 0.6800
PP 0.6789 0.6796
S1 0.6789 0.6792

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

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