CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-Apr-2023
Day Change Summary
Previous Current
18-Apr-2023 19-Apr-2023 Change Change % Previous Week
Open 0.6776 0.6750 -0.0026 -0.4% 0.6698
High 0.6780 0.6775 -0.0005 -0.1% 0.6836
Low 0.6769 0.6735 -0.0034 -0.5% 0.6668
Close 0.6769 0.6756 -0.0013 -0.2% 0.6747
Range 0.0011 0.0040 0.0029 263.6% 0.0168
ATR 0.0057 0.0055 -0.0001 -2.1% 0.0000
Volume 2 3 1 50.0% 214
Daily Pivots for day following 19-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6875 0.6855 0.6778
R3 0.6835 0.6815 0.6767
R2 0.6795 0.6795 0.6763
R1 0.6775 0.6775 0.6759 0.6785
PP 0.6755 0.6755 0.6755 0.6760
S1 0.6735 0.6735 0.6752 0.6745
S2 0.6715 0.6715 0.6748
S3 0.6675 0.6695 0.6745
S4 0.6635 0.6655 0.6734
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 0.6731 0.0105 1.6% 0.0053 0.8% 24% False False 42
10 0.6836 0.6668 0.0168 2.5% 0.0044 0.6% 52% False False 29
20 0.6836 0.6665 0.0171 2.5% 0.0048 0.7% 53% False False 61
40 0.6869 0.6604 0.0265 3.9% 0.0047 0.7% 57% False False 100
60 0.7205 0.6604 0.0601 8.9% 0.0050 0.7% 25% False False 69
80 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 25% False False 52
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6945
2.618 0.6880
1.618 0.6840
1.000 0.6815
0.618 0.6800
HIGH 0.6775
0.618 0.6760
0.500 0.6755
0.382 0.6750
LOW 0.6735
0.618 0.6710
1.000 0.6695
1.618 0.6670
2.618 0.6630
4.250 0.6565
Fisher Pivots for day following 19-Apr-2023
Pivot 1 day 3 day
R1 0.6755 0.6755
PP 0.6755 0.6755
S1 0.6755 0.6755

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

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