CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 0.6720 0.6720 0.0000 0.0% 0.6830
High 0.6720 0.6720 0.0000 0.0% 0.6847
Low 0.6700 0.6709 0.0009 0.1% 0.6716
Close 0.6704 0.6714 0.0011 0.2% 0.6725
Range 0.0020 0.0011 -0.0009 -45.0% 0.0131
ATR 0.0045 0.0043 -0.0002 -4.5% 0.0000
Volume 2 2 0 0.0% 18
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6747 0.6742 0.6720
R3 0.6736 0.6731 0.6717
R2 0.6725 0.6725 0.6716
R1 0.6720 0.6720 0.6715 0.6717
PP 0.6714 0.6714 0.6714 0.6713
S1 0.6709 0.6709 0.6713 0.6706
S2 0.6703 0.6703 0.6712
S3 0.6692 0.6698 0.6711
S4 0.6681 0.6687 0.6708
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7154 0.7070 0.6796
R3 0.7023 0.6939 0.6760
R2 0.6893 0.6893 0.6748
R1 0.6809 0.6809 0.6736 0.6786
PP 0.6762 0.6762 0.6762 0.6751
S1 0.6678 0.6678 0.6713 0.6655
S2 0.6632 0.6632 0.6701
S3 0.6501 0.6548 0.6689
S4 0.6371 0.6417 0.6653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6807 0.6700 0.0107 1.6% 0.0030 0.4% 13% False False 3
10 0.6847 0.6700 0.0147 2.2% 0.0022 0.3% 10% False False 2
20 0.6847 0.6673 0.0174 2.6% 0.0015 0.2% 24% False False 1
40 0.7056 0.6648 0.0408 6.1% 0.0018 0.3% 16% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6767
2.618 0.6749
1.618 0.6738
1.000 0.6731
0.618 0.6727
HIGH 0.6720
0.618 0.6716
0.500 0.6715
0.382 0.6713
LOW 0.6709
0.618 0.6702
1.000 0.6698
1.618 0.6691
2.618 0.6680
4.250 0.6662
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 0.6715 0.6720
PP 0.6714 0.6718
S1 0.6714 0.6716

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

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