CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 0.6726 0.6685 -0.0041 -0.6% 0.6727
High 0.6734 0.6691 -0.0043 -0.6% 0.6797
Low 0.6665 0.6685 0.0020 0.3% 0.6665
Close 0.6689 0.6691 0.0002 0.0% 0.6689
Range 0.0070 0.0007 -0.0063 -90.6% 0.0133
ATR 0.0064 0.0060 -0.0004 -6.4% 0.0000
Volume 16 102 86 537.5% 897
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6708 0.6706 0.6695
R3 0.6702 0.6700 0.6693
R2 0.6695 0.6695 0.6692
R1 0.6693 0.6693 0.6692 0.6694
PP 0.6689 0.6689 0.6689 0.6689
S1 0.6687 0.6687 0.6690 0.6688
S2 0.6682 0.6682 0.6690
S3 0.6676 0.6680 0.6689
S4 0.6669 0.6674 0.6687
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7114 0.7034 0.6762
R3 0.6982 0.6902 0.6725
R2 0.6849 0.6849 0.6713
R1 0.6769 0.6769 0.6701 0.6743
PP 0.6717 0.6717 0.6717 0.6704
S1 0.6637 0.6637 0.6677 0.6611
S2 0.6584 0.6584 0.6665
S3 0.6452 0.6504 0.6653
S4 0.6319 0.6372 0.6616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6797 0.6665 0.0133 2.0% 0.0043 0.6% 20% False False 150
10 0.6797 0.6640 0.0157 2.3% 0.0046 0.7% 32% False False 221
20 0.6822 0.6604 0.0218 3.3% 0.0048 0.7% 40% False False 160
40 0.7205 0.6604 0.0601 9.0% 0.0052 0.8% 14% False False 83
60 0.7205 0.6604 0.0601 9.0% 0.0046 0.7% 14% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.6719
2.618 0.6708
1.618 0.6702
1.000 0.6698
0.618 0.6695
HIGH 0.6691
0.618 0.6689
0.500 0.6688
0.382 0.6687
LOW 0.6685
0.618 0.6680
1.000 0.6678
1.618 0.6674
2.618 0.6667
4.250 0.6657
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 0.6690 0.6714
PP 0.6689 0.6706
S1 0.6688 0.6699

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

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