CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 0.6750 0.6776 0.0026 0.4% 0.6698
High 0.6755 0.6780 0.0025 0.4% 0.6836
Low 0.6731 0.6769 0.0038 0.6% 0.6668
Close 0.6743 0.6769 0.0026 0.4% 0.6747
Range 0.0025 0.0011 -0.0014 -55.1% 0.0168
ATR 0.0058 0.0057 -0.0002 -2.7% 0.0000
Volume 22 2 -20 -90.9% 214
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6805 0.6798 0.6775
R3 0.6794 0.6787 0.6772
R2 0.6783 0.6783 0.6771
R1 0.6776 0.6776 0.6770 0.6774
PP 0.6772 0.6772 0.6772 0.6771
S1 0.6765 0.6765 0.6767 0.6763
S2 0.6761 0.6761 0.6766
S3 0.6750 0.6754 0.6765
S4 0.6739 0.6743 0.6762
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 0.6700 0.0136 2.0% 0.0054 0.8% 51% False False 46
10 0.6836 0.6668 0.0168 2.5% 0.0046 0.7% 60% False False 36
20 0.6836 0.6665 0.0171 2.5% 0.0050 0.7% 61% False False 69
40 0.6889 0.6604 0.0285 4.2% 0.0047 0.7% 58% False False 100
60 0.7205 0.6604 0.0601 8.9% 0.0049 0.7% 27% False False 69
80 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 27% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6826
2.618 0.6808
1.618 0.6797
1.000 0.6791
0.618 0.6786
HIGH 0.6780
0.618 0.6775
0.500 0.6774
0.382 0.6773
LOW 0.6769
0.618 0.6762
1.000 0.6758
1.618 0.6751
2.618 0.6740
4.250 0.6722
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 0.6774 0.6782
PP 0.6772 0.6778
S1 0.6770 0.6773

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

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