CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 31-Mar-2023
Day Change Summary
Previous Current
30-Mar-2023 31-Mar-2023 Change Change % Previous Week
Open 0.6719 0.6775 0.0057 0.8% 0.6685
High 0.6753 0.6782 0.0029 0.4% 0.6782
Low 0.6719 0.6713 -0.0006 -0.1% 0.6685
Close 0.6750 0.6724 -0.0026 -0.4% 0.6724
Range 0.0034 0.0069 0.0035 101.5% 0.0097
ATR 0.0056 0.0057 0.0001 1.6% 0.0000
Volume 11 17 6 54.5% 146
Daily Pivots for day following 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6945 0.6903 0.6762
R3 0.6877 0.6835 0.6743
R2 0.6808 0.6808 0.6737
R1 0.6766 0.6766 0.6730 0.6753
PP 0.6740 0.6740 0.6740 0.6733
S1 0.6698 0.6698 0.6718 0.6684
S2 0.6671 0.6671 0.6711
S3 0.6603 0.6629 0.6705
S4 0.6534 0.6561 0.6686
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7021 0.6970 0.6777
R3 0.6924 0.6873 0.6751
R2 0.6827 0.6827 0.6742
R1 0.6776 0.6776 0.6733 0.6801
PP 0.6730 0.6730 0.6730 0.6743
S1 0.6679 0.6679 0.6715 0.6704
S2 0.6633 0.6633 0.6706
S3 0.6536 0.6582 0.6697
S4 0.6439 0.6485 0.6671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6782 0.6685 0.0097 1.4% 0.0030 0.5% 41% True False 29
10 0.6797 0.6665 0.0133 2.0% 0.0041 0.6% 45% False False 104
20 0.6798 0.6604 0.0194 2.9% 0.0053 0.8% 62% False False 158
40 0.7133 0.6604 0.0529 7.9% 0.0053 0.8% 23% False False 84
60 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 20% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7073
2.618 0.6961
1.618 0.6892
1.000 0.6850
0.618 0.6824
HIGH 0.6782
0.618 0.6755
0.500 0.6747
0.382 0.6739
LOW 0.6713
0.618 0.6671
1.000 0.6645
1.618 0.6602
2.618 0.6534
4.250 0.6422
Fisher Pivots for day following 31-Mar-2023
Pivot 1 day 3 day
R1 0.6747 0.6747
PP 0.6740 0.6740
S1 0.6732 0.6732

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.