CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 0.6814 0.6800 -0.0014 -0.2% 0.6649
High 0.6814 0.6846 0.0033 0.5% 0.6789
Low 0.6780 0.6779 -0.0001 0.0% 0.6649
Close 0.6797 0.6803 0.0006 0.1% 0.6788
Range 0.0034 0.0067 0.0034 100.0% 0.0141
ATR 0.0054 0.0055 0.0001 1.7% 0.0000
Volume 69 81 12 17.4% 760
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 0.7010 0.6974 0.6840
R3 0.6943 0.6907 0.6821
R2 0.6876 0.6876 0.6815
R1 0.6840 0.6840 0.6809 0.6858
PP 0.6809 0.6809 0.6809 0.6819
S1 0.6773 0.6773 0.6797 0.6791
S2 0.6742 0.6742 0.6791
S3 0.6675 0.6706 0.6785
S4 0.6608 0.6639 0.6766
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 0.6846 0.6683 0.0163 2.4% 0.0054 0.8% 74% True False 135
10 0.6846 0.6610 0.0236 3.5% 0.0054 0.8% 82% True False 107
20 0.6846 0.6610 0.0236 3.5% 0.0053 0.8% 82% True False 83
40 0.6846 0.6610 0.0236 3.5% 0.0049 0.7% 82% True False 97
60 0.7025 0.6604 0.0421 6.2% 0.0051 0.7% 47% False False 91
80 0.7205 0.6604 0.0601 8.8% 0.0048 0.7% 33% False False 70
100 0.7205 0.6604 0.0601 8.8% 0.0045 0.7% 33% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7131
2.618 0.7021
1.618 0.6954
1.000 0.6913
0.618 0.6887
HIGH 0.6846
0.618 0.6820
0.500 0.6813
0.382 0.6805
LOW 0.6779
0.618 0.6738
1.000 0.6712
1.618 0.6671
2.618 0.6604
4.250 0.6494
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 0.6813 0.6813
PP 0.6809 0.6809
S1 0.6806 0.6806

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

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