CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Dec-2022
Day Change Summary
Previous Current
29-Dec-2022 30-Dec-2022 Change Change % Previous Week
Open 0.6845 0.6868 0.0023 0.3% 0.6800
High 0.6845 0.6892 0.0048 0.7% 0.6892
Low 0.6789 0.6831 0.0042 0.6% 0.6789
Close 0.6845 0.6871 0.0026 0.4% 0.6871
Range 0.0056 0.0062 0.0006 10.8% 0.0103
ATR 0.0056 0.0056 0.0000 0.7% 0.0000
Volume 0 2 2 4
Daily Pivots for day following 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7049 0.7021 0.6904
R3 0.6987 0.6960 0.6887
R2 0.6926 0.6926 0.6882
R1 0.6898 0.6898 0.6876 0.6912
PP 0.6864 0.6864 0.6864 0.6871
S1 0.6837 0.6837 0.6865 0.6851
S2 0.6803 0.6803 0.6859
S3 0.6741 0.6775 0.6854
S4 0.6680 0.6714 0.6837
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7160 0.7118 0.6927
R3 0.7057 0.7015 0.6899
R2 0.6954 0.6954 0.6889
R1 0.6912 0.6912 0.6880 0.6933
PP 0.6851 0.6851 0.6851 0.6861
S1 0.6809 0.6809 0.6861 0.6830
S2 0.6748 0.6748 0.6852
S3 0.6645 0.6706 0.6842
S4 0.6542 0.6603 0.6814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6892 0.6773 0.0119 1.7% 0.0026 0.4% 82% True False
10 0.6892 0.6699 0.0194 2.8% 0.0022 0.3% 89% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7153
2.618 0.7053
1.618 0.6992
1.000 0.6954
0.618 0.6930
HIGH 0.6892
0.618 0.6869
0.500 0.6861
0.382 0.6854
LOW 0.6831
0.618 0.6792
1.000 0.6769
1.618 0.6731
2.618 0.6669
4.250 0.6569
Fisher Pivots for day following 30-Dec-2022
Pivot 1 day 3 day
R1 0.6867 0.6861
PP 0.6864 0.6851
S1 0.6861 0.6841

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

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