CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 0.6695 0.6700 0.0005 0.1% 0.6709
High 0.6695 0.6745 0.0050 0.7% 0.6831
Low 0.6690 0.6700 0.0010 0.1% 0.6696
Close 0.6694 0.6740 0.0046 0.7% 0.6707
Range 0.0005 0.0045 0.0040 800.0% 0.0135
ATR 0.0055 0.0055 0.0000 -0.5% 0.0000
Volume 3 22 19 633.3% 528
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6863 0.6846 0.6764
R3 0.6818 0.6801 0.6752
R2 0.6773 0.6773 0.6748
R1 0.6756 0.6756 0.6744 0.6765
PP 0.6728 0.6728 0.6728 0.6732
S1 0.6711 0.6711 0.6735 0.6720
S2 0.6683 0.6683 0.6731
S3 0.6638 0.6666 0.6727
S4 0.6593 0.6621 0.6715
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7148 0.7062 0.6781
R3 0.7014 0.6928 0.6744
R2 0.6879 0.6879 0.6732
R1 0.6793 0.6793 0.6719 0.6769
PP 0.6745 0.6745 0.6745 0.6732
S1 0.6659 0.6659 0.6695 0.6634
S2 0.6610 0.6610 0.6682
S3 0.6476 0.6524 0.6670
S4 0.6341 0.6390 0.6633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6762 0.6668 0.0094 1.4% 0.0035 0.5% 76% False False 16
10 0.6831 0.6668 0.0163 2.4% 0.0053 0.8% 44% False False 58
20 0.6831 0.6665 0.0166 2.5% 0.0044 0.7% 45% False False 111
40 0.7025 0.6604 0.0421 6.2% 0.0049 0.7% 32% False False 96
60 0.7205 0.6604 0.0601 8.9% 0.0047 0.7% 23% False False 65
80 0.7205 0.6604 0.0601 8.9% 0.0043 0.6% 23% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6936
2.618 0.6863
1.618 0.6818
1.000 0.6790
0.618 0.6773
HIGH 0.6745
0.618 0.6728
0.500 0.6723
0.382 0.6717
LOW 0.6700
0.618 0.6672
1.000 0.6655
1.618 0.6627
2.618 0.6582
4.250 0.6509
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 0.6734 0.6729
PP 0.6728 0.6718
S1 0.6723 0.6707

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

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