CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Apr-2023
Day Change Summary
Previous Current
14-Apr-2023 17-Apr-2023 Change Change % Previous Week
Open 0.6829 0.6750 -0.0079 -1.2% 0.6698
High 0.6834 0.6755 -0.0079 -1.1% 0.6836
Low 0.6736 0.6731 -0.0006 -0.1% 0.6668
Close 0.6747 0.6743 -0.0004 -0.1% 0.6747
Range 0.0098 0.0025 -0.0073 -74.9% 0.0168
ATR 0.0061 0.0058 -0.0003 -4.3% 0.0000
Volume 109 22 -87 -79.8% 214
Daily Pivots for day following 17-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6816 0.6804 0.6756
R3 0.6792 0.6780 0.6750
R2 0.6767 0.6767 0.6747
R1 0.6755 0.6755 0.6745 0.6749
PP 0.6743 0.6743 0.6743 0.6740
S1 0.6731 0.6731 0.6741 0.6725
S2 0.6718 0.6718 0.6739
S3 0.6694 0.6706 0.6736
S4 0.6669 0.6682 0.6730
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7253 0.7167 0.6839
R3 0.7085 0.7000 0.6793
R2 0.6918 0.6918 0.6777
R1 0.6832 0.6832 0.6762 0.6875
PP 0.6750 0.6750 0.6750 0.6771
S1 0.6665 0.6665 0.6731 0.6707
S2 0.6583 0.6583 0.6716
S3 0.6415 0.6497 0.6700
S4 0.6248 0.6330 0.6654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6836 0.6690 0.0146 2.2% 0.0052 0.8% 36% False False 46
10 0.6836 0.6668 0.0168 2.5% 0.0051 0.8% 45% False False 62
20 0.6836 0.6665 0.0171 2.5% 0.0050 0.7% 46% False False 77
40 0.6965 0.6604 0.0361 5.4% 0.0049 0.7% 39% False False 100
60 0.7205 0.6604 0.0601 8.9% 0.0049 0.7% 23% False False 69
80 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 23% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6859
2.618 0.6819
1.618 0.6795
1.000 0.6780
0.618 0.6770
HIGH 0.6755
0.618 0.6746
0.500 0.6743
0.382 0.6740
LOW 0.6731
0.618 0.6715
1.000 0.6706
1.618 0.6691
2.618 0.6666
4.250 0.6626
Fisher Pivots for day following 17-Apr-2023
Pivot 1 day 3 day
R1 0.6743 0.6783
PP 0.6743 0.6770
S1 0.6743 0.6756

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

View Archives - Comment on this page... - Back to Index of Symbols