CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 0.6702 0.6717 0.0015 0.2% 0.6750
High 0.6754 0.6736 -0.0018 -0.3% 0.6750
Low 0.6702 0.6708 0.0006 0.1% 0.6637
Close 0.6708 0.6736 0.0028 0.4% 0.6674
Range 0.0052 0.0028 -0.0024 -46.2% 0.0113
ATR 0.0044 0.0043 -0.0001 -2.6% 0.0000
Volume 6 2 -4 -66.7% 6
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 0.6811 0.6801 0.6751
R3 0.6783 0.6773 0.6744
R2 0.6755 0.6755 0.6741
R1 0.6745 0.6745 0.6739 0.6750
PP 0.6727 0.6727 0.6727 0.6729
S1 0.6717 0.6717 0.6733 0.6722
S2 0.6699 0.6699 0.6731
S3 0.6671 0.6689 0.6728
S4 0.6643 0.6661 0.6721
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% 0.0034 0.5% 85% False False 2
10 0.6801 0.6637 0.0164 2.4% 0.0024 0.3% 60% False False 1
20 0.6849 0.6637 0.0212 3.1% 0.0029 0.4% 47% False False 2
40 0.6849 0.6637 0.0212 3.1% 0.0021 0.3% 47% False False 1
60 0.7056 0.6637 0.0419 6.2% 0.0021 0.3% 24% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6855
2.618 0.6809
1.618 0.6781
1.000 0.6764
0.618 0.6753
HIGH 0.6736
0.618 0.6725
0.500 0.6722
0.382 0.6719
LOW 0.6708
0.618 0.6691
1.000 0.6680
1.618 0.6663
2.618 0.6635
4.250 0.6589
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 0.6731 0.6731
PP 0.6727 0.6727
S1 0.6722 0.6722

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

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