CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 0.6659 0.6684 0.0026 0.4% 0.6682
High 0.6703 0.6689 -0.0015 -0.2% 0.6737
Low 0.6646 0.6656 0.0010 0.2% 0.6639
Close 0.6680 0.6681 0.0001 0.0% 0.6680
Range 0.0057 0.0033 -0.0025 -43.0% 0.0099
ATR 0.0057 0.0056 -0.0002 -3.1% 0.0000
Volume 63 80 17 27.0% 1,260
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 0.6773 0.6759 0.6698
R3 0.6740 0.6727 0.6689
R2 0.6708 0.6708 0.6686
R1 0.6694 0.6694 0.6683 0.6685
PP 0.6675 0.6675 0.6675 0.6670
S1 0.6662 0.6662 0.6678 0.6652
S2 0.6643 0.6643 0.6675
S3 0.6610 0.6629 0.6672
S4 0.6578 0.6597 0.6663
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6981 0.6929 0.6734
R3 0.6882 0.6830 0.6707
R2 0.6784 0.6784 0.6698
R1 0.6732 0.6732 0.6689 0.6709
PP 0.6685 0.6685 0.6685 0.6674
S1 0.6633 0.6633 0.6671 0.6610
S2 0.6587 0.6587 0.6662
S3 0.6488 0.6535 0.6653
S4 0.6390 0.6436 0.6626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6736 0.6639 0.0097 1.5% 0.0047 0.7% 43% False False 259
10 0.6846 0.6639 0.0208 3.1% 0.0056 0.8% 20% False False 185
20 0.6846 0.6610 0.0236 3.5% 0.0056 0.8% 30% False False 155
40 0.6846 0.6610 0.0236 3.5% 0.0052 0.8% 30% False False 99
60 0.6846 0.6604 0.0242 3.6% 0.0051 0.8% 32% False False 119
80 0.7205 0.6604 0.0601 9.0% 0.0052 0.8% 13% False False 91
100 0.7205 0.6604 0.0601 9.0% 0.0049 0.7% 13% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.6827
2.618 0.6774
1.618 0.6741
1.000 0.6721
0.618 0.6709
HIGH 0.6689
0.618 0.6676
0.500 0.6672
0.382 0.6668
LOW 0.6656
0.618 0.6636
1.000 0.6624
1.618 0.6603
2.618 0.6571
4.250 0.6518
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 0.6678 0.6677
PP 0.6675 0.6674
S1 0.6672 0.6671

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

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