CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 10-Apr-2023
Day Change Summary
Previous Current
07-Apr-2023 10-Apr-2023 Change Change % Previous Week
Open 0.6721 0.6698 -0.0023 -0.3% 0.6709
High 0.6731 0.6698 -0.0033 -0.5% 0.6831
Low 0.6703 0.6668 -0.0035 -0.5% 0.6696
Close 0.6707 0.6683 -0.0024 -0.4% 0.6707
Range 0.0029 0.0030 0.0002 5.3% 0.0135
ATR 0.0060 0.0059 -0.0002 -2.5% 0.0000
Volume 14 4 -10 -71.4% 528
Daily Pivots for day following 10-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6773 0.6758 0.6700
R3 0.6743 0.6728 0.6691
R2 0.6713 0.6713 0.6689
R1 0.6698 0.6698 0.6686 0.6691
PP 0.6683 0.6683 0.6683 0.6679
S1 0.6668 0.6668 0.6680 0.6661
S2 0.6653 0.6653 0.6678
S3 0.6623 0.6638 0.6675
S4 0.6593 0.6608 0.6667
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7148 0.7062 0.6781
R3 0.7014 0.6928 0.6744
R2 0.6879 0.6879 0.6732
R1 0.6793 0.6793 0.6719 0.6769
PP 0.6745 0.6745 0.6745 0.6732
S1 0.6659 0.6659 0.6695 0.6634
S2 0.6610 0.6610 0.6682
S3 0.6476 0.6524 0.6670
S4 0.6341 0.6390 0.6633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6826 0.6668 0.0158 2.4% 0.0049 0.7% 9% False True 78
10 0.6831 0.6668 0.0163 2.4% 0.0052 0.8% 9% False True 57
20 0.6831 0.6640 0.0191 2.9% 0.0049 0.7% 23% False False 139
40 0.7039 0.6604 0.0435 6.5% 0.0051 0.8% 18% False False 95
60 0.7205 0.6604 0.0601 9.0% 0.0047 0.7% 13% False False 65
80 0.7205 0.6604 0.0601 9.0% 0.0043 0.6% 13% False False 49
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6826
2.618 0.6777
1.618 0.6747
1.000 0.6728
0.618 0.6717
HIGH 0.6698
0.618 0.6687
0.500 0.6683
0.382 0.6679
LOW 0.6668
0.618 0.6649
1.000 0.6638
1.618 0.6619
2.618 0.6589
4.250 0.6541
Fisher Pivots for day following 10-Apr-2023
Pivot 1 day 3 day
R1 0.6683 0.6715
PP 0.6683 0.6704
S1 0.6683 0.6694

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

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