CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 13-Jan-2023
Day Change Summary
Previous Current
12-Jan-2023 13-Jan-2023 Change Change % Previous Week
Open 0.6965 0.7017 0.0053 0.8% 0.6995
High 0.7034 0.7054 0.0020 0.3% 0.7054
Low 0.6965 0.6982 0.0017 0.2% 0.6954
Close 0.7034 0.7040 0.0006 0.1% 0.7040
Range 0.0070 0.0072 0.0003 3.6% 0.0100
ATR 0.0066 0.0067 0.0000 0.6% 0.0000
Volume 6 15 9 150.0% 25
Daily Pivots for day following 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7241 0.7213 0.7080
R3 0.7169 0.7141 0.7060
R2 0.7097 0.7097 0.7053
R1 0.7069 0.7069 0.7047 0.7083
PP 0.7025 0.7025 0.7025 0.7032
S1 0.6997 0.6997 0.7033 0.7011
S2 0.6953 0.6953 0.7027
S3 0.6881 0.6925 0.7020
S4 0.6809 0.6853 0.7000
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7316 0.7278 0.7095
R3 0.7216 0.7178 0.7068
R2 0.7116 0.7116 0.7058
R1 0.7078 0.7078 0.7049 0.7097
PP 0.7016 0.7016 0.7016 0.7025
S1 0.6978 0.6978 0.7031 0.6997
S2 0.6916 0.6916 0.7022
S3 0.6816 0.6878 0.7013
S4 0.6716 0.6778 0.6985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7054 0.6954 0.0100 1.4% 0.0030 0.4% 87% True False 5
10 0.7054 0.6752 0.0302 4.3% 0.0050 0.7% 96% True False 2
20 0.7054 0.6699 0.0355 5.0% 0.0033 0.5% 96% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7360
2.618 0.7242
1.618 0.7170
1.000 0.7126
0.618 0.7098
HIGH 0.7054
0.618 0.7026
0.500 0.7018
0.382 0.7009
LOW 0.6982
0.618 0.6937
1.000 0.6910
1.618 0.6865
2.618 0.6793
4.250 0.6676
Fisher Pivots for day following 13-Jan-2023
Pivot 1 day 3 day
R1 0.7033 0.7030
PP 0.7025 0.7019
S1 0.7018 0.7009

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

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