CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 0.7017 0.7052 0.0035 0.5% 0.6995
High 0.7054 0.7052 -0.0002 0.0% 0.7054
Low 0.6982 0.7052 0.0070 1.0% 0.6954
Close 0.7040 0.7052 0.0012 0.2% 0.7040
Range 0.0072 0.0000 -0.0072 -100.0% 0.0100
ATR 0.0067 0.0063 -0.0004 -5.9% 0.0000
Volume 15 15 0 0.0% 25
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7052 0.7052 0.7052
R3 0.7052 0.7052 0.7052
R2 0.7052 0.7052 0.7052
R1 0.7052 0.7052 0.7052 0.7052
PP 0.7052 0.7052 0.7052 0.7052
S1 0.7052 0.7052 0.7052 0.7052
S2 0.7052 0.7052 0.7052
S3 0.7052 0.7052 0.7052
S4 0.7052 0.7052 0.7052
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% 0.0028 0.4% 98% False False 7
10 0.7054 0.6752 0.0302 4.3% 0.0044 0.6% 99% False False 4
20 0.7054 0.6699 0.0355 5.0% 0.0033 0.5% 99% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7052
2.618 0.7052
1.618 0.7052
1.000 0.7052
0.618 0.7052
HIGH 0.7052
0.618 0.7052
0.500 0.7052
0.382 0.7052
LOW 0.7052
0.618 0.7052
1.000 0.7052
1.618 0.7052
2.618 0.7052
4.250 0.7052
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 0.7052 0.7037
PP 0.7052 0.7023
S1 0.7052 0.7009

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

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