CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 0.6692 0.6702 0.0010 0.1% 0.6750
High 0.6694 0.6754 0.0060 0.9% 0.6750
Low 0.6690 0.6702 0.0013 0.2% 0.6637
Close 0.6690 0.6708 0.0019 0.3% 0.6674
Range 0.0005 0.0052 0.0048 1,055.6% 0.0113
ATR 0.0042 0.0044 0.0002 3.8% 0.0000
Volume 2 6 4 200.0% 6
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 0.6877 0.6845 0.6737
R3 0.6825 0.6793 0.6722
R2 0.6773 0.6773 0.6718
R1 0.6741 0.6741 0.6713 0.6757
PP 0.6721 0.6721 0.6721 0.6730
S1 0.6689 0.6689 0.6703 0.6705
S2 0.6669 0.6669 0.6698
S3 0.6617 0.6637 0.6694
S4 0.6565 0.6585 0.6679
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7026 0.6963 0.6736
R3 0.6913 0.6850 0.6705
R2 0.6800 0.6800 0.6695
R1 0.6737 0.6737 0.6684 0.6712
PP 0.6687 0.6687 0.6687 0.6675
S1 0.6624 0.6624 0.6664 0.6599
S2 0.6574 0.6574 0.6653
S3 0.6461 0.6511 0.6643
S4 0.6348 0.6398 0.6612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6754 0.6637 0.0117 1.7% 0.0028 0.4% 61% True False 2
10 0.6801 0.6637 0.0164 2.4% 0.0022 0.3% 43% False False 1
20 0.6849 0.6637 0.0212 3.2% 0.0030 0.5% 33% False False 3
40 0.6849 0.6637 0.0212 3.2% 0.0021 0.3% 33% False False 1
60 0.7056 0.6637 0.0419 6.2% 0.0020 0.3% 17% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6975
2.618 0.6890
1.618 0.6838
1.000 0.6806
0.618 0.6786
HIGH 0.6754
0.618 0.6734
0.500 0.6728
0.382 0.6722
LOW 0.6702
0.618 0.6670
1.000 0.6650
1.618 0.6618
2.618 0.6566
4.250 0.6481
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 0.6728 0.6704
PP 0.6721 0.6700
S1 0.6715 0.6696

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

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