CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 0.6733 0.6787 0.0054 0.8% 0.6649
High 0.6789 0.6835 0.0046 0.7% 0.6789
Low 0.6725 0.6783 0.0058 0.9% 0.6649
Close 0.6788 0.6820 0.0032 0.5% 0.6788
Range 0.0064 0.0053 -0.0012 -18.0% 0.0141
ATR 0.0056 0.0055 0.0000 -0.4% 0.0000
Volume 62 79 17 27.4% 760
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 0.6970 0.6947 0.6848
R3 0.6917 0.6895 0.6834
R2 0.6865 0.6865 0.6829
R1 0.6842 0.6842 0.6824 0.6854
PP 0.6812 0.6812 0.6812 0.6818
S1 0.6790 0.6790 0.6815 0.6801
S2 0.6760 0.6760 0.6810
S3 0.6707 0.6737 0.6805
S4 0.6655 0.6685 0.6791
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 0.6835 0.6662 0.0174 2.5% 0.0057 0.8% 91% True False 158
10 0.6835 0.6610 0.0225 3.3% 0.0057 0.8% 93% True False 124
20 0.6836 0.6610 0.0226 3.3% 0.0051 0.7% 93% False False 77
40 0.6836 0.6610 0.0226 3.3% 0.0050 0.7% 93% False False 108
60 0.7039 0.6604 0.0435 6.4% 0.0051 0.7% 50% False False 89
80 0.7205 0.6604 0.0601 8.8% 0.0048 0.7% 36% False False 68
100 0.7205 0.6604 0.0601 8.8% 0.0045 0.7% 36% False False 55
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7058
2.618 0.6972
1.618 0.6920
1.000 0.6888
0.618 0.6867
HIGH 0.6835
0.618 0.6815
0.500 0.6809
0.382 0.6803
LOW 0.6783
0.618 0.6750
1.000 0.6730
1.618 0.6698
2.618 0.6645
4.250 0.6559
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 0.6816 0.6799
PP 0.6812 0.6779
S1 0.6809 0.6759

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

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