CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 0.6796 0.6902 0.0106 1.6% 0.6800
High 0.6884 0.6902 0.0018 0.3% 0.6892
Low 0.6752 0.6902 0.0150 2.2% 0.6789
Close 0.6796 0.6902 0.0106 1.6% 0.6871
Range 0.0133 0.0000 -0.0133 -100.0% 0.0103
ATR 0.0062 0.0065 0.0003 5.1% 0.0000
Volume
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.6902 0.6902 0.6902
R3 0.6902 0.6902 0.6902
R2 0.6902 0.6902 0.6902
R1 0.6902 0.6902 0.6902 0.6902
PP 0.6902 0.6902 0.6902 0.6902
S1 0.6902 0.6902 0.6902 0.6902
S2 0.6902 0.6902 0.6902
S3 0.6902 0.6902 0.6902
S4 0.6902 0.6902 0.6902
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7160 0.7118 0.6927
R3 0.7057 0.7015 0.6899
R2 0.6954 0.6954 0.6889
R1 0.6912 0.6912 0.6880 0.6933
PP 0.6851 0.6851 0.6851 0.6861
S1 0.6809 0.6809 0.6861 0.6830
S2 0.6748 0.6748 0.6852
S3 0.6645 0.6706 0.6842
S4 0.6542 0.6603 0.6814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6902 0.6752 0.0150 2.2% 0.0050 0.7% 100% True False
10 0.6902 0.6699 0.0203 2.9% 0.0031 0.4% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6902
2.618 0.6902
1.618 0.6902
1.000 0.6902
0.618 0.6902
HIGH 0.6902
0.618 0.6902
0.500 0.6902
0.382 0.6902
LOW 0.6902
0.618 0.6902
1.000 0.6902
1.618 0.6902
2.618 0.6902
4.250 0.6902
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 0.6902 0.6877
PP 0.6902 0.6852
S1 0.6902 0.6827

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.