CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 0.6747 0.6705 -0.0042 -0.6% 0.6820
High 0.6747 0.6705 -0.0042 -0.6% 0.6836
Low 0.6747 0.6705 -0.0042 -0.6% 0.6687
Close 0.6747 0.6705 -0.0042 -0.6% 0.6688
Range
ATR 0.0044 0.0044 0.0000 -0.3% 0.0000
Volume
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 0.6705 0.6705 0.6705
R3 0.6705 0.6705 0.6705
R2 0.6705 0.6705 0.6705
R1 0.6705 0.6705 0.6705 0.6705
PP 0.6705 0.6705 0.6705 0.6705
S1 0.6705 0.6705 0.6705 0.6705
S2 0.6705 0.6705 0.6705
S3 0.6705 0.6705 0.6705
S4 0.6705 0.6705 0.6705
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7185 0.7086 0.6770
R3 0.7036 0.6937 0.6729
R2 0.6886 0.6886 0.6715
R1 0.6787 0.6787 0.6702 0.6762
PP 0.6737 0.6737 0.6737 0.6724
S1 0.6638 0.6638 0.6674 0.6613
S2 0.6587 0.6587 0.6661
S3 0.6438 0.6488 0.6647
S4 0.6288 0.6339 0.6606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6820 0.6687 0.0134 2.0% 0.0021 0.3% 13% False False 1
10 0.6836 0.6687 0.0150 2.2% 0.0024 0.4% 12% False False 1
20 0.6836 0.6637 0.0199 3.0% 0.0023 0.3% 34% False False 1
40 0.6849 0.6637 0.0212 3.2% 0.0024 0.4% 32% False False 2
60 0.6885 0.6637 0.0248 3.7% 0.0022 0.3% 27% False False 2
80 0.7197 0.6637 0.0560 8.4% 0.0021 0.3% 12% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.6705
2.618 0.6705
1.618 0.6705
1.000 0.6705
0.618 0.6705
HIGH 0.6705
0.618 0.6705
0.500 0.6705
0.382 0.6705
LOW 0.6705
0.618 0.6705
1.000 0.6705
1.618 0.6705
2.618 0.6705
4.250 0.6705
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 0.6705 0.6718
PP 0.6705 0.6714
S1 0.6705 0.6709

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

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