CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 0.6553 0.6565 0.0013 0.2% 0.6699
High 0.6553 0.6591 0.0038 0.6% 0.6699
Low 0.6553 0.6550 -0.0003 0.0% 0.6550
Close 0.6553 0.6569 0.0017 0.3% 0.6569
Range 0.0000 0.0041 0.0041 0.0149
ATR 0.0043 0.0043 0.0000 -0.3% 0.0000
Volume 8 1 -7 -87.5% 17
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.6693 0.6672 0.6592
R3 0.6652 0.6631 0.6580
R2 0.6611 0.6611 0.6577
R1 0.6590 0.6590 0.6573 0.6600
PP 0.6570 0.6570 0.6570 0.6575
S1 0.6549 0.6549 0.6565 0.6559
S2 0.6529 0.6529 0.6561
S3 0.6488 0.6508 0.6558
S4 0.6447 0.6467 0.6546
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7053 0.6960 0.6651
R3 0.6904 0.6811 0.6610
R2 0.6755 0.6755 0.6596
R1 0.6662 0.6662 0.6583 0.6634
PP 0.6606 0.6606 0.6606 0.6592
S1 0.6513 0.6513 0.6555 0.6485
S2 0.6457 0.6457 0.6542
S3 0.6308 0.6364 0.6528
S4 0.6159 0.6215 0.6487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6699 0.6550 0.0149 2.3% 0.0022 0.3% 13% False True 3
10 0.6747 0.6550 0.0197 3.0% 0.0017 0.3% 10% False True 2
20 0.6836 0.6550 0.0287 4.4% 0.0023 0.4% 7% False True 2
40 0.6849 0.6550 0.0300 4.6% 0.0026 0.4% 7% False True 2
60 0.6849 0.6550 0.0300 4.6% 0.0022 0.3% 7% False True 2
80 0.7151 0.6550 0.0601 9.1% 0.0022 0.3% 3% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6765
2.618 0.6698
1.618 0.6657
1.000 0.6632
0.618 0.6616
HIGH 0.6591
0.618 0.6575
0.500 0.6570
0.382 0.6565
LOW 0.6550
0.618 0.6524
1.000 0.6509
1.618 0.6483
2.618 0.6442
4.250 0.6375
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 0.6570 0.6600
PP 0.6570 0.6590
S1 0.6569 0.6579

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

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