CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 0.6820 0.6791 -0.0029 -0.4% 0.6685
High 0.6826 0.6791 -0.0036 -0.5% 0.6782
Low 0.6771 0.6724 -0.0047 -0.7% 0.6685
Close 0.6782 0.6764 -0.0018 -0.3% 0.6724
Range 0.0056 0.0067 0.0012 20.7% 0.0097
ATR 0.0062 0.0062 0.0000 0.6% 0.0000
Volume 258 73 -185 -71.7% 146
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6960 0.6929 0.6800
R3 0.6893 0.6862 0.6782
R2 0.6826 0.6826 0.6776
R1 0.6795 0.6795 0.6770 0.6777
PP 0.6759 0.6759 0.6759 0.6750
S1 0.6728 0.6728 0.6757 0.6710
S2 0.6692 0.6692 0.6751
S3 0.6625 0.6661 0.6745
S4 0.6558 0.6594 0.6727
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% 0.0071 1.1% 49% False False 100
10 0.6831 0.6665 0.0166 2.5% 0.0052 0.8% 60% False False 94
20 0.6831 0.6604 0.0227 3.3% 0.0055 0.8% 70% False False 162
40 0.7054 0.6604 0.0450 6.7% 0.0052 0.8% 35% False False 95
60 0.7205 0.6604 0.0601 8.9% 0.0046 0.7% 27% False False 65
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7075
2.618 0.6966
1.618 0.6899
1.000 0.6858
0.618 0.6832
HIGH 0.6791
0.618 0.6765
0.500 0.6757
0.382 0.6749
LOW 0.6724
0.618 0.6682
1.000 0.6657
1.618 0.6615
2.618 0.6548
4.250 0.6439
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 0.6761 0.6765
PP 0.6759 0.6765
S1 0.6757 0.6764

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

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