CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	0.6784	0.6811	0.0027	0.4%	0.6623
High	0.6852	0.6909	0.0057	0.8%	0.6770
Low	0.6771	0.6779	0.0008	0.1%	0.6606
Close	0.6821	0.6907	0.0086	1.3%	0.6759
Range	0.0081	0.0130	0.0049	59.9%	0.0164
ATR	0.0062	0.0067	0.0005	7.7%	0.0000
Volume	134,109	126,882	-7,227	-5.4%	63,969

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7253	0.7209	0.6978
R3	0.7124	0.7080	0.6942
R2	0.6994	0.6994	0.6930
R1	0.6950	0.6950	0.6918	0.6972
PP	0.6865	0.6865	0.6865	0.6876
S1	0.6821	0.6821	0.6895	0.6843
S2	0.6735	0.6735	0.6883
S3	0.6606	0.6691	0.6871
S4	0.6476	0.6562	0.6835

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7204	0.7145	0.6849
R3	0.7040	0.6981	0.6804
R2	0.6876	0.6876	0.6789
R1	0.6817	0.6817	0.6774	0.6846
PP	0.6712	0.6712	0.6712	0.6726
S1	0.6653	0.6653	0.6743	0.6682
S2	0.6548	0.6548	0.6728
S3	0.6384	0.6489	0.6713
S4	0.6220	0.6325	0.6668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6909	0.6713	0.0196	2.8%	0.0076	1.1%	99%	True	False	79,108
10	0.6909	0.6596	0.0313	4.5%	0.0071	1.0%	99%	True	False	43,463
20	0.6909	0.6487	0.0422	6.1%	0.0066	0.9%	100%	True	False	22,073
40	0.6909	0.6487	0.0422	6.1%	0.0061	0.9%	100%	True	False	11,100
60	0.6909	0.6487	0.0422	6.1%	0.0056	0.8%	100%	True	False	7,420
80	0.6909	0.6487	0.0422	6.1%	0.0054	0.8%	100%	True	False	5,600
100	0.7205	0.6487	0.0718	10.4%	0.0054	0.8%	58%	False	False	4,481
120	0.7205	0.6487	0.0718	10.4%	0.0050	0.7%	58%	False	False	3,735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	0.7459
2.618	0.7248
1.618	0.7118
1.000	0.7038
0.618	0.6989
HIGH	0.6909
0.618	0.6859
0.500	0.6844
0.382	0.6828
LOW	0.6779
0.618	0.6699
1.000	0.6650
1.618	0.6569
2.618	0.6440
4.250	0.6229

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	0.6886	0.6882
PP	0.6865	0.6857
S1	0.6844	0.6833

Download as Excel Spreadsheet

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

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