CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 0.6800 0.6814 0.0014 0.2% 0.6649
High 0.6846 0.6820 -0.0027 -0.4% 0.6789
Low 0.6779 0.6720 -0.0059 -0.9% 0.6649
Close 0.6803 0.6731 -0.0073 -1.1% 0.6788
Range 0.0067 0.0100 0.0033 48.5% 0.0141
ATR 0.0055 0.0058 0.0003 5.7% 0.0000
Volume 81 188 107 132.1% 760
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 0.7055 0.6992 0.6785
R3 0.6956 0.6893 0.6758
R2 0.6856 0.6856 0.6749
R1 0.6793 0.6793 0.6740 0.6775
PP 0.6757 0.6757 0.6757 0.6748
S1 0.6694 0.6694 0.6721 0.6676
S2 0.6657 0.6657 0.6712
S3 0.6558 0.6594 0.6703
S4 0.6458 0.6495 0.6676
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 0.6720 0.0126 1.9% 0.0063 0.9% 8% False True 95
10 0.6846 0.6610 0.0236 3.5% 0.0061 0.9% 51% False False 125
20 0.6846 0.6610 0.0236 3.5% 0.0054 0.8% 51% False False 89
40 0.6846 0.6610 0.0236 3.5% 0.0051 0.8% 51% False False 94
60 0.6972 0.6604 0.0368 5.5% 0.0051 0.8% 34% False False 94
80 0.7205 0.6604 0.0601 8.9% 0.0049 0.7% 21% False False 72
100 0.7205 0.6604 0.0601 8.9% 0.0046 0.7% 21% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7242
2.618 0.7080
1.618 0.6980
1.000 0.6919
0.618 0.6881
HIGH 0.6820
0.618 0.6781
0.500 0.6770
0.382 0.6758
LOW 0.6720
0.618 0.6659
1.000 0.6621
1.618 0.6559
2.618 0.6460
4.250 0.6297
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 0.6770 0.6783
PP 0.6757 0.6766
S1 0.6744 0.6748

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

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