CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 0.6684 0.6640 -0.0045 -0.7% 0.6682
High 0.6689 0.6642 -0.0048 -0.7% 0.6737
Low 0.6636 0.6559 -0.0077 -1.2% 0.6639
Close 0.6640 0.6564 -0.0076 -1.1% 0.6680
Range 0.0053 0.0083 0.0030 55.7% 0.0099
ATR 0.0055 0.0057 0.0002 3.5% 0.0000
Volume 227 1,036 809 356.4% 1,260
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 0.6836 0.6782 0.6609
R3 0.6753 0.6700 0.6587
R2 0.6671 0.6671 0.6579
R1 0.6617 0.6617 0.6572 0.6603
PP 0.6588 0.6588 0.6588 0.6581
S1 0.6535 0.6535 0.6556 0.6520
S2 0.6506 0.6506 0.6549
S3 0.6423 0.6452 0.6541
S4 0.6341 0.6370 0.6519
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 0.6703 0.6559 0.0144 2.2% 0.0056 0.9% 3% False True 377
10 0.6820 0.6559 0.0261 4.0% 0.0059 0.9% 2% False True 296
20 0.6846 0.6559 0.0287 4.4% 0.0057 0.9% 2% False True 202
40 0.6846 0.6559 0.0287 4.4% 0.0055 0.8% 2% False True 130
60 0.6846 0.6559 0.0287 4.4% 0.0053 0.8% 2% False True 140
80 0.7205 0.6559 0.0646 9.8% 0.0054 0.8% 1% False True 107
100 0.7205 0.6559 0.0646 9.8% 0.0049 0.7% 1% False True 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6992
2.618 0.6857
1.618 0.6775
1.000 0.6724
0.618 0.6692
HIGH 0.6642
0.618 0.6610
0.500 0.6600
0.382 0.6591
LOW 0.6559
0.618 0.6508
1.000 0.6477
1.618 0.6426
2.618 0.6343
4.250 0.6208
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 0.6600 0.6624
PP 0.6588 0.6604
S1 0.6576 0.6584

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

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