CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 0.6759 0.6820 0.0061 0.9% 0.6692
High 0.6805 0.6836 0.0032 0.5% 0.6805
Low 0.6759 0.6820 0.0061 0.9% 0.6690
Close 0.6805 0.6836 0.0032 0.5% 0.6805
Range 0.0046 0.0016 -0.0030 -64.8% 0.0115
ATR 0.0044 0.0043 -0.0001 -2.0% 0.0000
Volume 5 1 -4 -80.0% 16
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 0.6879 0.6873 0.6845
R3 0.6863 0.6857 0.6840
R2 0.6847 0.6847 0.6839
R1 0.6841 0.6841 0.6837 0.6844
PP 0.6831 0.6831 0.6831 0.6832
S1 0.6825 0.6825 0.6835 0.6828
S2 0.6815 0.6815 0.6833
S3 0.6799 0.6809 0.6832
S4 0.6783 0.6793 0.6827
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7111 0.7073 0.6868
R3 0.6996 0.6958 0.6836
R2 0.6881 0.6881 0.6826
R1 0.6843 0.6843 0.6815 0.6862
PP 0.6766 0.6766 0.6766 0.6776
S1 0.6728 0.6728 0.6794 0.6747
S2 0.6651 0.6651 0.6783
S3 0.6536 0.6613 0.6773
S4 0.6421 0.6498 0.6741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6836 0.6702 0.0134 2.0% 0.0036 0.5% 100% True False 3
10 0.6836 0.6637 0.0199 2.9% 0.0030 0.4% 100% True False 2
20 0.6849 0.6637 0.0212 3.1% 0.0030 0.4% 94% False False 2
40 0.6849 0.6637 0.0212 3.1% 0.0022 0.3% 94% False False 1
60 0.7056 0.6637 0.0419 6.1% 0.0022 0.3% 47% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6904
2.618 0.6878
1.618 0.6862
1.000 0.6852
0.618 0.6846
HIGH 0.6836
0.618 0.6830
0.500 0.6828
0.382 0.6826
LOW 0.6820
0.618 0.6810
1.000 0.6804
1.618 0.6794
2.618 0.6778
4.250 0.6752
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 0.6833 0.6814
PP 0.6831 0.6792
S1 0.6828 0.6771

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

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