CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Mar-2023
Day Change Summary
Previous Current
16-Mar-2023 17-Mar-2023 Change Change % Previous Week
Open 0.6690 0.6758 0.0069 1.0% 0.6671
High 0.6707 0.6763 0.0057 0.8% 0.6784
Low 0.6690 0.6734 0.0045 0.7% 0.6640
Close 0.6695 0.6754 0.0059 0.9% 0.6754
Range 0.0017 0.0029 0.0012 70.6% 0.0144
ATR 0.0065 0.0065 0.0000 0.4% 0.0000
Volume 313 316 3 1.0% 1,464
Daily Pivots for day following 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6837 0.6824 0.6769
R3 0.6808 0.6795 0.6761
R2 0.6779 0.6779 0.6759
R1 0.6766 0.6766 0.6756 0.6758
PP 0.6750 0.6750 0.6750 0.6746
S1 0.6737 0.6737 0.6751 0.6729
S2 0.6721 0.6721 0.6748
S3 0.6692 0.6708 0.6746
S4 0.6663 0.6679 0.6738
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7156 0.7098 0.6832
R3 0.7013 0.6955 0.6793
R2 0.6869 0.6869 0.6780
R1 0.6811 0.6811 0.6767 0.6840
PP 0.6726 0.6726 0.6726 0.6740
S1 0.6668 0.6668 0.6740 0.6697
S2 0.6582 0.6582 0.6727
S3 0.6439 0.6524 0.6714
S4 0.6295 0.6381 0.6675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6784 0.6640 0.0144 2.1% 0.0062 0.9% 79% False False 292
10 0.6798 0.6604 0.0194 2.9% 0.0066 1.0% 77% False False 213
20 0.6965 0.6604 0.0361 5.3% 0.0049 0.7% 41% False False 110
40 0.7205 0.6604 0.0601 8.9% 0.0049 0.7% 25% False False 58
60 0.7205 0.6604 0.0601 8.9% 0.0043 0.6% 25% False False 39
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6886
2.618 0.6839
1.618 0.6810
1.000 0.6792
0.618 0.6781
HIGH 0.6763
0.618 0.6752
0.500 0.6749
0.382 0.6745
LOW 0.6734
0.618 0.6716
1.000 0.6705
1.618 0.6687
2.618 0.6658
4.250 0.6611
Fisher Pivots for day following 17-Mar-2023
Pivot 1 day 3 day
R1 0.6752 0.6736
PP 0.6750 0.6719
S1 0.6749 0.6702

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.