CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 0.6662 0.6692 0.0031 0.5% 0.6720
High 0.6750 0.6720 -0.0030 -0.4% 0.6743
Low 0.6662 0.6690 0.0029 0.4% 0.6610
Close 0.6696 0.6720 0.0024 0.4% 0.6654
Range 0.0088 0.0030 -0.0058 -65.9% 0.0133
ATR 0.0057 0.0055 -0.0002 -3.4% 0.0000
Volume 250 15 -235 -94.0% 417
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 0.6800 0.6790 0.6736
R3 0.6770 0.6760 0.6728
R2 0.6740 0.6740 0.6725
R1 0.6730 0.6730 0.6722 0.6735
PP 0.6710 0.6710 0.6710 0.6712
S1 0.6700 0.6700 0.6717 0.6705
S2 0.6680 0.6680 0.6714
S3 0.6650 0.6670 0.6711
S4 0.6620 0.6640 0.6703
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7066 0.6992 0.6726
R3 0.6934 0.6860 0.6690
R2 0.6801 0.6801 0.6678
R1 0.6727 0.6727 0.6666 0.6698
PP 0.6669 0.6669 0.6669 0.6654
S1 0.6595 0.6595 0.6641 0.6566
S2 0.6536 0.6536 0.6629
S3 0.6404 0.6462 0.6617
S4 0.6271 0.6330 0.6581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6750 0.6610 0.0140 2.1% 0.0054 0.8% 78% False False 80
10 0.6784 0.6610 0.0174 2.6% 0.0053 0.8% 63% False False 78
20 0.6836 0.6610 0.0226 3.4% 0.0049 0.7% 49% False False 53
40 0.6836 0.6604 0.0232 3.4% 0.0052 0.8% 50% False False 108
60 0.7054 0.6604 0.0450 6.7% 0.0051 0.8% 26% False False 81
80 0.7205 0.6604 0.0601 8.9% 0.0047 0.7% 19% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6848
2.618 0.6799
1.618 0.6769
1.000 0.6750
0.618 0.6739
HIGH 0.6720
0.618 0.6709
0.500 0.6705
0.382 0.6701
LOW 0.6690
0.618 0.6671
1.000 0.6660
1.618 0.6641
2.618 0.6611
4.250 0.6563
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 0.6715 0.6713
PP 0.6710 0.6706
S1 0.6705 0.6699

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

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