CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 0.6868 0.6796 -0.0072 -1.0% 0.6800
High 0.6892 0.6884 -0.0008 -0.1% 0.6892
Low 0.6831 0.6752 -0.0079 -1.2% 0.6789
Close 0.6871 0.6796 -0.0075 -1.1% 0.6871
Range 0.0062 0.0133 0.0071 115.4% 0.0103
ATR 0.0056 0.0062 0.0005 9.7% 0.0000
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7208 0.7135 0.6869
R3 0.7076 0.7002 0.6832
R2 0.6943 0.6943 0.6820
R1 0.6870 0.6870 0.6808 0.6862
PP 0.6811 0.6811 0.6811 0.6807
S1 0.6737 0.6737 0.6784 0.6730
S2 0.6678 0.6678 0.6772
S3 0.6546 0.6605 0.6760
S4 0.6413 0.6472 0.6723
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 0.6752 0.0141 2.1% 0.0050 0.7% 32% False True
10 0.6892 0.6699 0.0194 2.8% 0.0031 0.5% 50% False 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 0.0007
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7447
2.618 0.7231
1.618 0.7098
1.000 0.7017
0.618 0.6966
HIGH 0.6884
0.618 0.6833
0.500 0.6818
0.382 0.6802
LOW 0.6752
0.618 0.6670
1.000 0.6619
1.618 0.6537
2.618 0.6405
4.250 0.6188
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 0.6818 0.6822
PP 0.6811 0.6813
S1 0.6803 0.6805

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

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