CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Apr-2023
Day Change Summary
Previous Current
13-Apr-2023 14-Apr-2023 Change Change % Previous Week
Open 0.6758 0.6829 0.0072 1.1% 0.6698
High 0.6836 0.6834 -0.0002 0.0% 0.6836
Low 0.6746 0.6736 -0.0010 -0.1% 0.6668
Close 0.6829 0.6747 -0.0083 -1.2% 0.6747
Range 0.0090 0.0098 0.0008 8.9% 0.0168
ATR 0.0058 0.0061 0.0003 4.9% 0.0000
Volume 76 109 33 43.4% 214
Daily Pivots for day following 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7065 0.7003 0.6800
R3 0.6967 0.6906 0.6773
R2 0.6870 0.6870 0.6764
R1 0.6808 0.6808 0.6755 0.6790
PP 0.6772 0.6772 0.6772 0.6763
S1 0.6711 0.6711 0.6738 0.6693
S2 0.6675 0.6675 0.6729
S3 0.6577 0.6613 0.6720
S4 0.6480 0.6516 0.6693
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7253 0.7167 0.6839
R3 0.7085 0.7000 0.6793
R2 0.6918 0.6918 0.6777
R1 0.6832 0.6832 0.6762 0.6875
PP 0.6750 0.6750 0.6750 0.6771
S1 0.6665 0.6665 0.6731 0.6707
S2 0.6583 0.6583 0.6716
S3 0.6415 0.6497 0.6700
S4 0.6248 0.6330 0.6654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6836 0.6668 0.0168 2.5% 0.0053 0.8% 47% False False 42
10 0.6836 0.6668 0.0168 2.5% 0.0061 0.9% 47% False False 74
20 0.6836 0.6665 0.0171 2.5% 0.0051 0.8% 48% False False 89
40 0.6965 0.6604 0.0361 5.4% 0.0050 0.7% 39% False False 100
60 0.7205 0.6604 0.0601 8.9% 0.0050 0.7% 24% False False 68
80 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 24% False False 52
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 0.0004
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7248
2.618 0.7089
1.618 0.6991
1.000 0.6931
0.618 0.6894
HIGH 0.6834
0.618 0.6796
0.500 0.6785
0.382 0.6773
LOW 0.6736
0.618 0.6676
1.000 0.6639
1.618 0.6578
2.618 0.6481
4.250 0.6322
Fisher Pivots for day following 14-Apr-2023
Pivot 1 day 3 day
R1 0.6785 0.6768
PP 0.6772 0.6761
S1 0.6759 0.6754

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

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