CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 0.6530 0.6552 0.0022 0.3% 0.6684
High 0.6572 0.6584 0.0012 0.2% 0.6689
Low 0.6520 0.6533 0.0013 0.2% 0.6520
Close 0.6549 0.6539 -0.0010 -0.2% 0.6549
Range 0.0052 0.0051 -0.0002 -2.9% 0.0169
ATR 0.0056 0.0056 0.0000 -0.7% 0.0000
Volume 473 351 -122 -25.8% 2,339
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 0.6703 0.6672 0.6567
R3 0.6653 0.6621 0.6553
R2 0.6602 0.6602 0.6548
R1 0.6571 0.6571 0.6544 0.6561
PP 0.6552 0.6552 0.6552 0.6547
S1 0.6520 0.6520 0.6534 0.6511
S2 0.6501 0.6501 0.6530
S3 0.6451 0.6470 0.6525
S4 0.6400 0.6419 0.6511
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% 0.0057 0.9% 11% False False 522
10 0.6736 0.6520 0.0216 3.3% 0.0052 0.8% 9% False False 390
20 0.6846 0.6520 0.0326 5.0% 0.0056 0.9% 6% False False 262
40 0.6846 0.6520 0.0326 5.0% 0.0053 0.8% 6% False False 159
60 0.6846 0.6520 0.0326 5.0% 0.0055 0.8% 6% False False 161
80 0.7054 0.6520 0.0534 8.2% 0.0052 0.8% 4% False False 123
100 0.7205 0.6520 0.0685 10.5% 0.0049 0.8% 3% False False 99
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6798
2.618 0.6716
1.618 0.6665
1.000 0.6634
0.618 0.6615
HIGH 0.6584
0.618 0.6564
0.500 0.6558
0.382 0.6552
LOW 0.6533
0.618 0.6502
1.000 0.6483
1.618 0.6451
2.618 0.6401
4.250 0.6318
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 0.6558 0.6552
PP 0.6552 0.6548
S1 0.6545 0.6543

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

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