CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 0.6775 0.6709 -0.0066 -1.0% 0.6685
High 0.6782 0.6831 0.0049 0.7% 0.6782
Low 0.6713 0.6700 -0.0013 -0.2% 0.6685
Close 0.6724 0.6827 0.0103 1.5% 0.6724
Range 0.0069 0.0131 0.0062 90.5% 0.0097
ATR 0.0057 0.0062 0.0005 9.2% 0.0000
Volume 17 142 125 735.3% 146
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7177 0.7133 0.6899
R3 0.7047 0.7002 0.6863
R2 0.6916 0.6916 0.6851
R1 0.6872 0.6872 0.6839 0.6894
PP 0.6786 0.6786 0.6786 0.6797
S1 0.6741 0.6741 0.6815 0.6764
S2 0.6655 0.6655 0.6803
S3 0.6525 0.6611 0.6791
S4 0.6394 0.6480 0.6755
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 0.6831 0.6700 0.0131 1.9% 0.0055 0.8% 97% True True 37
10 0.6831 0.6665 0.0166 2.4% 0.0049 0.7% 98% True False 93
20 0.6831 0.6604 0.0227 3.3% 0.0058 0.9% 98% True False 164
40 0.7054 0.6604 0.0450 6.6% 0.0052 0.8% 50% False False 87
60 0.7205 0.6604 0.0601 8.8% 0.0047 0.7% 37% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7385
2.618 0.7172
1.618 0.7042
1.000 0.6961
0.618 0.6911
HIGH 0.6831
0.618 0.6781
0.500 0.6765
0.382 0.6750
LOW 0.6700
0.618 0.6619
1.000 0.6570
1.618 0.6489
2.618 0.6358
4.250 0.6145
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 0.6806 0.6806
PP 0.6786 0.6786
S1 0.6765 0.6765

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

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