CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 26-Apr-2023
Day Change Summary
Previous Current
25-Apr-2023 26-Apr-2023 Change Change % Previous Week
Open 0.6743 0.6671 -0.0072 -1.1% 0.6750
High 0.6743 0.6672 -0.0071 -1.0% 0.6784
Low 0.6655 0.6632 -0.0024 -0.4% 0.6717
Close 0.6656 0.6632 -0.0024 -0.4% 0.6724
Range 0.0088 0.0041 -0.0047 -53.7% 0.0067
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 220 99 -121 -55.0% 77
Daily Pivots for day following 26-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6767 0.6740 0.6654
R3 0.6726 0.6699 0.6643
R2 0.6686 0.6686 0.6639
R1 0.6659 0.6659 0.6635 0.6652
PP 0.6645 0.6645 0.6645 0.6642
S1 0.6618 0.6618 0.6628 0.6611
S2 0.6605 0.6605 0.6624
S3 0.6564 0.6578 0.6620
S4 0.6524 0.6537 0.6609
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 0.6632 0.0152 2.3% 0.0053 0.8% 0% False True 75
10 0.6836 0.6632 0.0204 3.1% 0.0053 0.8% 0% False True 58
20 0.6836 0.6632 0.0204 3.1% 0.0053 0.8% 0% False True 58
40 0.6836 0.6604 0.0232 3.5% 0.0051 0.8% 12% False False 109
60 0.7205 0.6604 0.0601 9.1% 0.0053 0.8% 5% False False 75
80 0.7205 0.6604 0.0601 9.1% 0.0047 0.7% 5% False False 57
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6844
2.618 0.6778
1.618 0.6738
1.000 0.6713
0.618 0.6697
HIGH 0.6672
0.618 0.6657
0.500 0.6652
0.382 0.6647
LOW 0.6632
0.618 0.6606
1.000 0.6591
1.618 0.6566
2.618 0.6525
4.250 0.6459
Fisher Pivots for day following 26-Apr-2023
Pivot 1 day 3 day
R1 0.6652 0.6687
PP 0.6645 0.6669
S1 0.6638 0.6650

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

View Archives - Comment on this page... - Back to Index of Symbols