CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 0.6815 0.6820 0.0006 0.1% 0.6692
High 0.6815 0.6820 0.0006 0.1% 0.6805
Low 0.6815 0.6820 0.0006 0.1% 0.6690
Close 0.6815 0.6820 0.0006 0.1% 0.6805
Range
ATR 0.0041 0.0039 -0.0003 -6.2% 0.0000
Volume
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 0.6820 0.6820 0.6820
R3 0.6820 0.6820 0.6820
R2 0.6820 0.6820 0.6820
R1 0.6820 0.6820 0.6820 0.6820
PP 0.6820 0.6820 0.6820 0.6820
S1 0.6820 0.6820 0.6820 0.6820
S2 0.6820 0.6820 0.6820
S3 0.6820 0.6820 0.6820
S4 0.6820 0.6820 0.6820
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% 0.0020 0.3% 88% False False 1
10 0.6836 0.6637 0.0199 2.9% 0.0027 0.4% 92% False False 2
20 0.6849 0.6637 0.0212 3.1% 0.0028 0.4% 86% False False 1
40 0.6849 0.6637 0.0212 3.1% 0.0022 0.3% 86% False False 1
60 0.6978 0.6637 0.0341 5.0% 0.0022 0.3% 54% False False 2
80 0.7197 0.6637 0.0560 8.2% 0.0020 0.3% 33% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.6820
2.618 0.6820
1.618 0.6820
1.000 0.6820
0.618 0.6820
HIGH 0.6820
0.618 0.6820
0.500 0.6820
0.382 0.6820
LOW 0.6820
0.618 0.6820
1.000 0.6820
1.618 0.6820
2.618 0.6820
4.250 0.6820
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 0.6820 0.6825
PP 0.6820 0.6824
S1 0.6820 0.6822

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

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