CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 0.6693 0.6659 -0.0034 -0.5% 0.6682
High 0.6693 0.6703 0.0011 0.2% 0.6737
Low 0.6639 0.6646 0.0008 0.1% 0.6639
Close 0.6643 0.6680 0.0038 0.6% 0.6680
Range 0.0054 0.0057 0.0003 5.6% 0.0099
ATR 0.0057 0.0057 0.0000 0.4% 0.0000
Volume 480 63 -417 -86.9% 1,260
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6847 0.6821 0.6711
R3 0.6790 0.6764 0.6696
R2 0.6733 0.6733 0.6690
R1 0.6707 0.6707 0.6685 0.6720
PP 0.6676 0.6676 0.6676 0.6683
S1 0.6650 0.6650 0.6675 0.6663
S2 0.6619 0.6619 0.6670
S3 0.6562 0.6593 0.6664
S4 0.6505 0.6536 0.6649
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6981 0.6929 0.6734
R3 0.6882 0.6830 0.6707
R2 0.6784 0.6784 0.6698
R1 0.6732 0.6732 0.6689 0.6709
PP 0.6685 0.6685 0.6685 0.6674
S1 0.6633 0.6633 0.6671 0.6610
S2 0.6587 0.6587 0.6662
S3 0.6488 0.6535 0.6653
S4 0.6390 0.6436 0.6626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6737 0.6639 0.0099 1.5% 0.0052 0.8% 42% False False 252
10 0.6846 0.6639 0.0208 3.1% 0.0058 0.9% 20% False False 185
20 0.6846 0.6610 0.0236 3.5% 0.0056 0.8% 30% False False 151
40 0.6846 0.6610 0.0236 3.5% 0.0052 0.8% 30% False False 99
60 0.6846 0.6604 0.0242 3.6% 0.0050 0.8% 31% False False 118
80 0.7205 0.6604 0.0601 9.0% 0.0052 0.8% 13% False False 90
100 0.7205 0.6604 0.0601 9.0% 0.0048 0.7% 13% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6945
2.618 0.6852
1.618 0.6795
1.000 0.6760
0.618 0.6738
HIGH 0.6703
0.618 0.6681
0.500 0.6675
0.382 0.6668
LOW 0.6646
0.618 0.6611
1.000 0.6589
1.618 0.6554
2.618 0.6497
4.250 0.6404
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 0.6678 0.6677
PP 0.6676 0.6674
S1 0.6675 0.6671

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

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