CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 17-Apr-2023
Day Change Summary
Previous Current
14-Apr-2023 17-Apr-2023 Change Change % Previous Week
Open 0.6766 0.6750 -0.0016 -0.2% 0.6720
High 0.6849 0.6764 -0.0085 -1.2% 0.6849
Low 0.6758 0.6750 -0.0008 -0.1% 0.6700
Close 0.6766 0.6764 -0.0002 0.0% 0.6766
Range 0.0091 0.0014 -0.0077 -84.6% 0.0149
ATR 0.0051 0.0049 -0.0003 -4.9% 0.0000
Volume 0 2 2 28
Daily Pivots for day following 17-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6801 0.6797 0.6772
R3 0.6787 0.6783 0.6768
R2 0.6773 0.6773 0.6767
R1 0.6769 0.6769 0.6765 0.6771
PP 0.6759 0.6759 0.6759 0.6761
S1 0.6755 0.6755 0.6763 0.6757
S2 0.6745 0.6745 0.6761
S3 0.6731 0.6741 0.6760
S4 0.6717 0.6727 0.6756
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7219 0.7141 0.6848
R3 0.7070 0.6992 0.6807
R2 0.6921 0.6921 0.6793
R1 0.6843 0.6843 0.6780 0.6882
PP 0.6772 0.6772 0.6772 0.6791
S1 0.6694 0.6694 0.6752 0.6733
S2 0.6623 0.6623 0.6739
S3 0.6474 0.6545 0.6725
S4 0.6325 0.6396 0.6684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6849 0.6709 0.0140 2.1% 0.0050 0.7% 39% False False 5
10 0.6849 0.6700 0.0149 2.2% 0.0040 0.6% 43% False False 4
20 0.6849 0.6679 0.0171 2.5% 0.0026 0.4% 50% False False 2
40 0.6918 0.6648 0.0270 4.0% 0.0022 0.3% 43% False False 2
60 0.7197 0.6648 0.0549 8.1% 0.0020 0.3% 21% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6824
2.618 0.6801
1.618 0.6787
1.000 0.6778
0.618 0.6773
HIGH 0.6764
0.618 0.6759
0.500 0.6757
0.382 0.6755
LOW 0.6750
0.618 0.6741
1.000 0.6736
1.618 0.6727
2.618 0.6713
4.250 0.6691
Fisher Pivots for day following 17-Apr-2023
Pivot 1 day 3 day
R1 0.6762 0.6796
PP 0.6759 0.6785
S1 0.6757 0.6775

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

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