CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 25-May-2023
Day Change Summary
Previous Current
24-May-2023 25-May-2023 Change Change % Previous Week
Open 0.6640 0.6573 -0.0067 -1.0% 0.6682
High 0.6642 0.6574 -0.0068 -1.0% 0.6737
Low 0.6559 0.6527 -0.0032 -0.5% 0.6639
Close 0.6564 0.6533 -0.0032 -0.5% 0.6680
Range 0.0083 0.0047 -0.0036 -43.0% 0.0099
ATR 0.0057 0.0057 -0.0001 -1.3% 0.0000
Volume 1,036 523 -513 -49.5% 1,260
Daily Pivots for day following 25-May-2023
Classic Woodie Camarilla DeMark
R4 0.6686 0.6656 0.6558
R3 0.6639 0.6609 0.6545
R2 0.6592 0.6592 0.6541
R1 0.6562 0.6562 0.6537 0.6553
PP 0.6545 0.6545 0.6545 0.6540
S1 0.6515 0.6515 0.6528 0.6506
S2 0.6498 0.6498 0.6524
S3 0.6451 0.6468 0.6520
S4 0.6404 0.6421 0.6507
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 0.6527 0.0176 2.7% 0.0054 0.8% 3% False True 385
10 0.6737 0.6527 0.0210 3.2% 0.0054 0.8% 3% False True 330
20 0.6846 0.6527 0.0319 4.9% 0.0058 0.9% 2% False True 228
40 0.6846 0.6527 0.0319 4.9% 0.0055 0.8% 2% False True 143
60 0.6846 0.6527 0.0319 4.9% 0.0053 0.8% 2% False True 148
80 0.7133 0.6527 0.0606 9.3% 0.0053 0.8% 1% False True 113
100 0.7205 0.6527 0.0678 10.4% 0.0048 0.7% 1% False True 91
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6774
2.618 0.6697
1.618 0.6650
1.000 0.6621
0.618 0.6603
HIGH 0.6574
0.618 0.6556
0.500 0.6551
0.382 0.6545
LOW 0.6527
0.618 0.6498
1.000 0.6480
1.618 0.6451
2.618 0.6404
4.250 0.6327
Fisher Pivots for day following 25-May-2023
Pivot 1 day 3 day
R1 0.6551 0.6608
PP 0.6545 0.6583
S1 0.6539 0.6558

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

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