CME Australian Dollar Future December 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 0.6801 0.6769 -0.0032 -0.5% 0.6750
High 0.6801 0.6769 -0.0032 -0.5% 0.6801
Low 0.6801 0.6737 -0.0065 -0.9% 0.6737
Close 0.6801 0.6743 -0.0058 -0.9% 0.6743
Range 0.0000 0.0033 0.0033 0.0065
ATR 0.0043 0.0045 0.0002 3.5% 0.0000
Volume 0 1 1 4
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6847 0.6828 0.6761
R3 0.6815 0.6795 0.6752
R2 0.6782 0.6782 0.6749
R1 0.6763 0.6763 0.6746 0.6756
PP 0.6750 0.6750 0.6750 0.6746
S1 0.6730 0.6730 0.6740 0.6724
S2 0.6717 0.6717 0.6737
S3 0.6685 0.6698 0.6734
S4 0.6652 0.6665 0.6725
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6954 0.6913 0.6778
R3 0.6889 0.6848 0.6761
R2 0.6825 0.6825 0.6755
R1 0.6784 0.6784 0.6749 0.6772
PP 0.6760 0.6760 0.6760 0.6754
S1 0.6719 0.6719 0.6737 0.6708
S2 0.6696 0.6696 0.6731
S3 0.6631 0.6655 0.6725
S4 0.6567 0.6590 0.6708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6801 0.6737 0.0065 1.0% 0.0012 0.2% 10% False True
10 0.6849 0.6700 0.0149 2.2% 0.0031 0.5% 29% False False 3
20 0.6849 0.6700 0.0149 2.2% 0.0025 0.4% 29% False False 2
40 0.6849 0.6648 0.0201 3.0% 0.0020 0.3% 47% False False 2
60 0.7197 0.6648 0.0549 8.1% 0.0020 0.3% 17% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6907
2.618 0.6854
1.618 0.6822
1.000 0.6802
0.618 0.6789
HIGH 0.6769
0.618 0.6757
0.500 0.6753
0.382 0.6749
LOW 0.6737
0.618 0.6716
1.000 0.6704
1.618 0.6684
2.618 0.6651
4.250 0.6598
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 0.6753 0.6769
PP 0.6750 0.6760
S1 0.6746 0.6752

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

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