CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 0.6943 0.6995 0.0052 0.7% 0.6796
High 0.6945 0.7003 0.0059 0.8% 0.6945
Low 0.6786 0.6995 0.0209 3.1% 0.6752
Close 0.6943 0.6995 0.0052 0.7% 0.6943
Range 0.0159 0.0008 -0.0151 -95.0% 0.0193
ATR 0.0073 0.0072 -0.0001 -1.3% 0.0000
Volume 0 4 4 0
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7022 0.7016 0.6999
R3 0.7014 0.7008 0.6997
R2 0.7006 0.7006 0.6996
R1 0.7000 0.7000 0.6996 0.6999
PP 0.6998 0.6998 0.6998 0.6997
S1 0.6992 0.6992 0.6994 0.6991
S2 0.6990 0.6990 0.6994
S3 0.6982 0.6984 0.6993
S4 0.6974 0.6976 0.6991
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7459 0.7394 0.7049
R3 0.7266 0.7201 0.6996
R2 0.7073 0.7073 0.6978
R1 0.7008 0.7008 0.6961 0.7040
PP 0.6880 0.6880 0.6880 0.6896
S1 0.6815 0.6815 0.6925 0.6847
S2 0.6687 0.6687 0.6908
S3 0.6494 0.6622 0.6890
S4 0.6301 0.6429 0.6837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7003 0.6752 0.0252 3.6% 0.0060 0.9% 97% True False
10 0.7003 0.6752 0.0252 3.6% 0.0043 0.6% 97% True False
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7037
2.618 0.7024
1.618 0.7016
1.000 0.7011
0.618 0.7008
HIGH 0.7003
0.618 0.7000
0.500 0.6999
0.382 0.6998
LOW 0.6995
0.618 0.6990
1.000 0.6987
1.618 0.6982
2.618 0.6974
4.250 0.6961
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 0.6999 0.6962
PP 0.6998 0.6928
S1 0.6996 0.6895

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

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