CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 0.6573 0.6530 -0.0043 -0.7% 0.6684
High 0.6574 0.6572 -0.0002 0.0% 0.6689
Low 0.6527 0.6520 -0.0007 -0.1% 0.6520
Close 0.6533 0.6549 0.0017 0.3% 0.6549
Range 0.0047 0.0052 0.0005 10.6% 0.0169
ATR 0.0057 0.0056 0.0000 -0.6% 0.0000
Volume 523 473 -50 -9.6% 2,339
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.6703 0.6678 0.6578
R3 0.6651 0.6626 0.6563
R2 0.6599 0.6599 0.6559
R1 0.6574 0.6574 0.6554 0.6587
PP 0.6547 0.6547 0.6547 0.6553
S1 0.6522 0.6522 0.6544 0.6535
S2 0.6495 0.6495 0.6539
S3 0.6443 0.6470 0.6535
S4 0.6391 0.6418 0.6520
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7093 0.6990 0.6642
R3 0.6924 0.6821 0.6595
R2 0.6755 0.6755 0.6580
R1 0.6652 0.6652 0.6564 0.6619
PP 0.6586 0.6586 0.6586 0.6570
S1 0.6483 0.6483 0.6534 0.6450
S2 0.6417 0.6417 0.6518
S3 0.6248 0.6314 0.6503
S4 0.6079 0.6145 0.6456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6689 0.6520 0.0169 2.6% 0.0053 0.8% 17% False True 467
10 0.6737 0.6520 0.0217 3.3% 0.0052 0.8% 13% False True 359
20 0.6846 0.6520 0.0326 5.0% 0.0057 0.9% 9% False True 247
40 0.6846 0.6520 0.0326 5.0% 0.0055 0.8% 9% False True 154
60 0.6846 0.6520 0.0326 5.0% 0.0054 0.8% 9% False True 156
80 0.7133 0.6520 0.0613 9.4% 0.0054 0.8% 5% False True 119
100 0.7205 0.6520 0.0685 10.5% 0.0049 0.7% 4% False True 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6793
2.618 0.6708
1.618 0.6656
1.000 0.6624
0.618 0.6604
HIGH 0.6572
0.618 0.6552
0.500 0.6546
0.382 0.6540
LOW 0.6520
0.618 0.6488
1.000 0.6468
1.618 0.6436
2.618 0.6384
4.250 0.6299
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 0.6548 0.6581
PP 0.6547 0.6570
S1 0.6546 0.6560

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

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