CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 09-May-2023
Day Change Summary
Previous Current
08-May-2023 09-May-2023 Change Change % Previous Week
Open 0.6820 0.6815 -0.0006 -0.1% 0.6692
High 0.6836 0.6815 -0.0022 -0.3% 0.6805
Low 0.6820 0.6815 -0.0006 -0.1% 0.6690
Close 0.6836 0.6815 -0.0022 -0.3% 0.6805
Range 0.0016 0.0000 -0.0016 -100.0% 0.0115
ATR 0.0043 0.0041 -0.0002 -3.6% 0.0000
Volume 1 0 -1 -100.0% 16
Daily Pivots for day following 09-May-2023
Classic Woodie Camarilla DeMark
R4 0.6815 0.6815 0.6815
R3 0.6815 0.6815 0.6815
R2 0.6815 0.6815 0.6815
R1 0.6815 0.6815 0.6815 0.6815
PP 0.6815 0.6815 0.6815 0.6815
S1 0.6815 0.6815 0.6815 0.6815
S2 0.6815 0.6815 0.6815
S3 0.6815 0.6815 0.6815
S4 0.6815 0.6815 0.6815
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 0.6705 0.0131 1.9% 0.0026 0.4% 84% False False 1
10 0.6836 0.6637 0.0199 2.9% 0.0027 0.4% 89% False False 2
20 0.6849 0.6637 0.0212 3.1% 0.0029 0.4% 84% False False 2
40 0.6849 0.6637 0.0212 3.1% 0.0022 0.3% 84% False False 1
60 0.7056 0.6637 0.0419 6.1% 0.0022 0.3% 42% 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 0.0002
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.6815
2.618 0.6815
1.618 0.6815
1.000 0.6815
0.618 0.6815
HIGH 0.6815
0.618 0.6815
0.500 0.6815
0.382 0.6815
LOW 0.6815
0.618 0.6815
1.000 0.6815
1.618 0.6815
2.618 0.6815
4.250 0.6815
Fisher Pivots for day following 09-May-2023
Pivot 1 day 3 day
R1 0.6815 0.6809
PP 0.6815 0.6803
S1 0.6815 0.6798

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

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