CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 0.6819 0.6943 0.0125 1.8% 0.6796
High 0.6819 0.6945 0.0126 1.8% 0.6945
Low 0.6819 0.6786 -0.0033 -0.5% 0.6752
Close 0.6819 0.6943 0.0125 1.8% 0.6943
Range 0.0000 0.0159 0.0159 0.0193
ATR 0.0066 0.0073 0.0007 10.0% 0.0000
Volume
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7367 0.7313 0.7030
R3 0.7208 0.7155 0.6987
R2 0.7050 0.7050 0.6972
R1 0.6996 0.6996 0.6958 0.7022
PP 0.6891 0.6891 0.6891 0.6904
S1 0.6838 0.6838 0.6928 0.6864
S2 0.6733 0.6733 0.6914
S3 0.6574 0.6679 0.6899
S4 0.6416 0.6521 0.6856
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7459 0.7394 0.7049
R3 0.7266 0.7201 0.6996
R2 0.7073 0.7073 0.6978
R1 0.7008 0.7008 0.6961 0.7040
PP 0.6880 0.6880 0.6880 0.6896
S1 0.6815 0.6815 0.6925 0.6847
S2 0.6687 0.6687 0.6908
S3 0.6494 0.6622 0.6890
S4 0.6301 0.6429 0.6837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6945 0.6752 0.0193 2.8% 0.0071 1.0% 99% True False
10 0.6945 0.6719 0.0226 3.3% 0.0042 0.6% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7618
2.618 0.7359
1.618 0.7201
1.000 0.7103
0.618 0.7042
HIGH 0.6945
0.618 0.6884
0.500 0.6865
0.382 0.6847
LOW 0.6786
0.618 0.6688
1.000 0.6628
1.618 0.6530
2.618 0.6371
4.250 0.6112
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 0.6917 0.6917
PP 0.6891 0.6891
S1 0.6865 0.6865

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

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