CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 0.6683 0.6733 0.0050 0.7% 0.6649
High 0.6734 0.6789 0.0055 0.8% 0.6789
Low 0.6683 0.6725 0.0042 0.6% 0.6649
Close 0.6728 0.6788 0.0061 0.9% 0.6788
Range 0.0051 0.0064 0.0013 25.5% 0.0141
ATR 0.0055 0.0056 0.0001 1.2% 0.0000
Volume 384 62 -322 -83.9% 760
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.6959 0.6938 0.6823
R3 0.6895 0.6874 0.6806
R2 0.6831 0.6831 0.6800
R1 0.6810 0.6810 0.6794 0.6821
PP 0.6767 0.6767 0.6767 0.6773
S1 0.6746 0.6746 0.6782 0.6757
S2 0.6703 0.6703 0.6776
S3 0.6639 0.6682 0.6770
S4 0.6575 0.6618 0.6753
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7163 0.7116 0.6865
R3 0.7023 0.6976 0.6827
R2 0.6882 0.6882 0.6814
R1 0.6835 0.6835 0.6801 0.6859
PP 0.6742 0.6742 0.6742 0.6754
S1 0.6695 0.6695 0.6775 0.6718
S2 0.6601 0.6601 0.6762
S3 0.6461 0.6554 0.6749
S4 0.6320 0.6414 0.6711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6789 0.6649 0.0141 2.1% 0.0058 0.8% 99% True False 152
10 0.6789 0.6610 0.0179 2.6% 0.0054 0.8% 99% True False 117
20 0.6836 0.6610 0.0226 3.3% 0.0050 0.7% 79% False False 73
40 0.6836 0.6610 0.0226 3.3% 0.0051 0.8% 79% False False 112
60 0.7039 0.6604 0.0435 6.4% 0.0051 0.7% 42% False False 88
80 0.7205 0.6604 0.0601 8.9% 0.0048 0.7% 31% False False 67
100 0.7205 0.6604 0.0601 8.9% 0.0044 0.7% 31% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7061
2.618 0.6957
1.618 0.6893
1.000 0.6853
0.618 0.6829
HIGH 0.6789
0.618 0.6765
0.500 0.6757
0.382 0.6749
LOW 0.6725
0.618 0.6685
1.000 0.6661
1.618 0.6621
2.618 0.6557
4.250 0.6453
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 0.6778 0.6771
PP 0.6767 0.6753
S1 0.6757 0.6736

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

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