CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 0.6781 0.6720 -0.0061 -0.9% 0.6750
High 0.6784 0.6731 -0.0053 -0.8% 0.6784
Low 0.6717 0.6705 -0.0012 -0.2% 0.6717
Close 0.6724 0.6731 0.0007 0.1% 0.6724
Range 0.0067 0.0026 -0.0041 -61.2% 0.0067
ATR 0.0055 0.0053 -0.0002 -3.8% 0.0000
Volume 40 8 -32 -80.0% 77
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6800 0.6791 0.6745
R3 0.6774 0.6765 0.6738
R2 0.6748 0.6748 0.6735
R1 0.6739 0.6739 0.6733 0.6744
PP 0.6722 0.6722 0.6722 0.6724
S1 0.6713 0.6713 0.6728 0.6718
S2 0.6696 0.6696 0.6726
S3 0.6670 0.6687 0.6723
S4 0.6644 0.6661 0.6716
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6942 0.6900 0.6761
R3 0.6875 0.6833 0.6742
R2 0.6808 0.6808 0.6736
R1 0.6766 0.6766 0.6730 0.6754
PP 0.6741 0.6741 0.6741 0.6735
S1 0.6699 0.6699 0.6718 0.6687
S2 0.6674 0.6674 0.6712
S3 0.6607 0.6632 0.6706
S4 0.6540 0.6565 0.6687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6784 0.6705 0.0079 1.2% 0.0038 0.6% 33% False True 12
10 0.6836 0.6690 0.0146 2.2% 0.0045 0.7% 28% False False 29
20 0.6836 0.6668 0.0168 2.5% 0.0049 0.7% 37% False False 43
40 0.6836 0.6604 0.0232 3.4% 0.0048 0.7% 55% False False 101
60 0.7205 0.6604 0.0601 8.9% 0.0051 0.8% 21% False False 70
80 0.7205 0.6604 0.0601 8.9% 0.0047 0.7% 21% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6841
2.618 0.6799
1.618 0.6773
1.000 0.6757
0.618 0.6747
HIGH 0.6731
0.618 0.6721
0.500 0.6718
0.382 0.6714
LOW 0.6705
0.618 0.6688
1.000 0.6679
1.618 0.6662
2.618 0.6636
4.250 0.6594
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 0.6726 0.6744
PP 0.6722 0.6740
S1 0.6718 0.6735

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

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