CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 0.6803 0.6845 0.0042 0.6% 0.6760
High 0.6803 0.6845 0.0042 0.6% 0.6784
Low 0.6803 0.6789 -0.0014 -0.2% 0.6699
Close 0.6803 0.6845 0.0042 0.6% 0.6773
Range 0.0000 0.0056 0.0056 0.0086
ATR 0.0000 0.0056 0.0056 0.0000
Volume
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6993 0.6974 0.6875
R3 0.6937 0.6919 0.6860
R2 0.6882 0.6882 0.6855
R1 0.6863 0.6863 0.6850 0.6872
PP 0.6826 0.6826 0.6826 0.6831
S1 0.6808 0.6808 0.6839 0.6817
S2 0.6771 0.6771 0.6834
S3 0.6715 0.6752 0.6829
S4 0.6660 0.6697 0.6814
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 0.6845 0.6719 0.0126 1.8% 0.0014 0.2% 100% True False
10 0.6845 0.6699 0.0146 2.1% 0.0016 0.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7080
2.618 0.6990
1.618 0.6934
1.000 0.6900
0.618 0.6879
HIGH 0.6845
0.618 0.6823
0.500 0.6817
0.382 0.6810
LOW 0.6789
0.618 0.6755
1.000 0.6734
1.618 0.6699
2.618 0.6644
4.250 0.6553
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 0.6835 0.6835
PP 0.6826 0.6826
S1 0.6817 0.6817

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

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