CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 0.6684 0.6684 0.0000 0.0% 0.6682
High 0.6689 0.6689 0.0001 0.0% 0.6737
Low 0.6656 0.6636 -0.0020 -0.3% 0.6639
Close 0.6681 0.6640 -0.0041 -0.6% 0.6680
Range 0.0033 0.0053 0.0021 63.1% 0.0099
ATR 0.0056 0.0055 0.0000 -0.3% 0.0000
Volume 80 227 147 183.8% 1,260
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 0.6814 0.6780 0.6669
R3 0.6761 0.6727 0.6654
R2 0.6708 0.6708 0.6649
R1 0.6674 0.6674 0.6644 0.6664
PP 0.6655 0.6655 0.6655 0.6650
S1 0.6621 0.6621 0.6635 0.6611
S2 0.6602 0.6602 0.6630
S3 0.6549 0.6568 0.6625
S4 0.6496 0.6515 0.6610
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 0.6703 0.6636 0.0067 1.0% 0.0047 0.7% 5% False True 288
10 0.6846 0.6636 0.0210 3.2% 0.0058 0.9% 2% False True 201
20 0.6846 0.6610 0.0236 3.6% 0.0054 0.8% 13% False False 155
40 0.6846 0.6610 0.0236 3.6% 0.0053 0.8% 13% False False 104
60 0.6846 0.6604 0.0242 3.6% 0.0052 0.8% 15% False False 123
80 0.7205 0.6604 0.0601 9.1% 0.0053 0.8% 6% False False 94
100 0.7205 0.6604 0.0601 9.1% 0.0049 0.7% 6% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6914
2.618 0.6828
1.618 0.6775
1.000 0.6742
0.618 0.6722
HIGH 0.6689
0.618 0.6669
0.500 0.6663
0.382 0.6656
LOW 0.6636
0.618 0.6603
1.000 0.6583
1.618 0.6550
2.618 0.6497
4.250 0.6411
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 0.6663 0.6670
PP 0.6655 0.6660
S1 0.6647 0.6650

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

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