CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 20-Apr-2023
Day Change Summary
Previous Current
19-Apr-2023 20-Apr-2023 Change Change % Previous Week
Open 0.6786 0.6801 0.0015 0.2% 0.6720
High 0.6786 0.6801 0.0015 0.2% 0.6849
Low 0.6775 0.6801 0.0026 0.4% 0.6700
Close 0.6775 0.6801 0.0026 0.4% 0.6766
Range 0.0011 0.0000 -0.0011 -100.0% 0.0149
ATR 0.0045 0.0043 -0.0001 -3.0% 0.0000
Volume 1 0 -1 -100.0% 28
Daily Pivots for day following 20-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6801 0.6801 0.6801
R3 0.6801 0.6801 0.6801
R2 0.6801 0.6801 0.6801
R1 0.6801 0.6801 0.6801 0.6801
PP 0.6801 0.6801 0.6801 0.6801
S1 0.6801 0.6801 0.6801 0.6801
S2 0.6801 0.6801 0.6801
S3 0.6801 0.6801 0.6801
S4 0.6801 0.6801 0.6801
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 0.6750 0.0099 1.5% 0.0023 0.3% 52% False False
10 0.6849 0.6700 0.0149 2.2% 0.0029 0.4% 68% False False 3
20 0.6849 0.6679 0.0171 2.5% 0.0027 0.4% 72% False False 2
40 0.6885 0.6648 0.0237 3.5% 0.0022 0.3% 65% False False 2
60 0.7197 0.6648 0.0549 8.1% 0.0020 0.3% 28% False False 2
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6801
2.618 0.6801
1.618 0.6801
1.000 0.6801
0.618 0.6801
HIGH 0.6801
0.618 0.6801
0.500 0.6801
0.382 0.6801
LOW 0.6801
0.618 0.6801
1.000 0.6801
1.618 0.6801
2.618 0.6801
4.250 0.6801
Fisher Pivots for day following 20-Apr-2023
Pivot 1 day 3 day
R1 0.6801 0.6797
PP 0.6801 0.6792
S1 0.6801 0.6788

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

View Archives - Comment on this page... - Back to Index of Symbols