CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Dec-2022
Day Change Summary
Previous Current
22-Dec-2022 23-Dec-2022 Change Change % Previous Week
Open 0.6719 0.6773 0.0055 0.8% 0.6760
High 0.6719 0.6784 0.0066 1.0% 0.6784
Low 0.6719 0.6773 0.0055 0.8% 0.6699
Close 0.6719 0.6773 0.0055 0.8% 0.6773
Range 0.0000 0.0011 0.0011 0.0086
ATR
Volume
Daily Pivots for day following 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6810 0.6802 0.6779
R3 0.6799 0.6791 0.6776
R2 0.6788 0.6788 0.6775
R1 0.6780 0.6780 0.6774 0.6779
PP 0.6777 0.6777 0.6777 0.6776
S1 0.6769 0.6769 0.6772 0.6768
S2 0.6766 0.6766 0.6771
S3 0.6755 0.6758 0.6770
S4 0.6744 0.6747 0.6767
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7008 0.6976 0.6820
R3 0.6923 0.6891 0.6797
R2 0.6837 0.6837 0.6789
R1 0.6805 0.6805 0.6781 0.6821
PP 0.6752 0.6752 0.6752 0.6760
S1 0.6720 0.6720 0.6765 0.6736
S2 0.6666 0.6666 0.6757
S3 0.6581 0.6634 0.6749
S4 0.6495 0.6549 0.6726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6784 0.6699 0.0086 1.3% 0.0011 0.2% 87% True False
10 0.6963 0.6699 0.0264 3.9% 0.0017 0.3% 28% False False 2
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6831
2.618 0.6813
1.618 0.6802
1.000 0.6795
0.618 0.6791
HIGH 0.6784
0.618 0.6780
0.500 0.6779
0.382 0.6777
LOW 0.6773
0.618 0.6766
1.000 0.6762
1.618 0.6755
2.618 0.6744
4.250 0.6726
Fisher Pivots for day following 23-Dec-2022
Pivot 1 day 3 day
R1 0.6779 0.6766
PP 0.6777 0.6759
S1 0.6775 0.6751

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

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