CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Apr-2023
Day Change Summary
Previous Current
20-Apr-2023 21-Apr-2023 Change Change % Previous Week
Open 0.6746 0.6781 0.0035 0.5% 0.6750
High 0.6783 0.6784 0.0001 0.0% 0.6784
Low 0.6740 0.6717 -0.0023 -0.3% 0.6717
Close 0.6782 0.6724 -0.0058 -0.9% 0.6724
Range 0.0044 0.0067 0.0024 54.0% 0.0067
ATR 0.0055 0.0055 0.0001 1.6% 0.0000
Volume 10 40 30 300.0% 77
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6942 0.6900 0.6761
R3 0.6875 0.6833 0.6742
R2 0.6808 0.6808 0.6736
R1 0.6766 0.6766 0.6730 0.6754
PP 0.6741 0.6741 0.6741 0.6735
S1 0.6699 0.6699 0.6718 0.6687
S2 0.6674 0.6674 0.6712
S3 0.6607 0.6632 0.6706
S4 0.6540 0.6565 0.6687
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6942 0.6900 0.6761
R3 0.6875 0.6833 0.6742
R2 0.6808 0.6808 0.6736
R1 0.6766 0.6766 0.6730 0.6754
PP 0.6741 0.6741 0.6741 0.6735
S1 0.6699 0.6699 0.6718 0.6687
S2 0.6674 0.6674 0.6712
S3 0.6607 0.6632 0.6706
S4 0.6540 0.6565 0.6687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6784 0.6717 0.0067 1.0% 0.0037 0.6% 11% True True 15
10 0.6836 0.6668 0.0168 2.5% 0.0045 0.7% 33% False False 29
20 0.6836 0.6668 0.0168 2.5% 0.0048 0.7% 33% False False 48
40 0.6836 0.6604 0.0232 3.4% 0.0047 0.7% 52% False False 101
60 0.7205 0.6604 0.0601 8.9% 0.0051 0.8% 20% False False 69
80 0.7205 0.6604 0.0601 8.9% 0.0047 0.7% 20% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7068
2.618 0.6959
1.618 0.6892
1.000 0.6851
0.618 0.6825
HIGH 0.6784
0.618 0.6758
0.500 0.6750
0.382 0.6742
LOW 0.6717
0.618 0.6675
1.000 0.6650
1.618 0.6608
2.618 0.6541
4.250 0.6432
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 0.6750 0.6750
PP 0.6741 0.6741
S1 0.6733 0.6733

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

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