CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 0.6709 0.6820 0.0111 1.6% 0.6685
High 0.6831 0.6826 -0.0005 -0.1% 0.6782
Low 0.6700 0.6771 0.0071 1.1% 0.6685
Close 0.6827 0.6782 -0.0046 -0.7% 0.6724
Range 0.0131 0.0056 -0.0075 -57.5% 0.0097
ATR 0.0062 0.0062 0.0000 -0.6% 0.0000
Volume 142 258 116 81.7% 146
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6959 0.6926 0.6812
R3 0.6904 0.6870 0.6797
R2 0.6848 0.6848 0.6792
R1 0.6815 0.6815 0.6787 0.6804
PP 0.6793 0.6793 0.6793 0.6787
S1 0.6759 0.6759 0.6776 0.6748
S2 0.6737 0.6737 0.6771
S3 0.6682 0.6704 0.6766
S4 0.6626 0.6648 0.6751
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% 0.0059 0.9% 62% False False 87
10 0.6831 0.6665 0.0166 2.4% 0.0053 0.8% 70% False False 102
20 0.6831 0.6604 0.0227 3.3% 0.0053 0.8% 78% False False 173
40 0.7054 0.6604 0.0450 6.6% 0.0052 0.8% 39% False False 93
60 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 30% False False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7062
2.618 0.6971
1.618 0.6916
1.000 0.6882
0.618 0.6860
HIGH 0.6826
0.618 0.6805
0.500 0.6798
0.382 0.6792
LOW 0.6771
0.618 0.6736
1.000 0.6715
1.618 0.6681
2.618 0.6625
4.250 0.6535
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 0.6798 0.6776
PP 0.6793 0.6771
S1 0.6787 0.6765

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.