CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 0.6705 0.6759 0.0054 0.8% 0.6692
High 0.6744 0.6805 0.0061 0.9% 0.6805
Low 0.6705 0.6759 0.0054 0.8% 0.6690
Close 0.6744 0.6805 0.0061 0.9% 0.6805
Range 0.0039 0.0046 0.0007 16.7% 0.0115
ATR 0.0042 0.0044 0.0001 3.0% 0.0000
Volume 1 5 4 400.0% 16
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.6926 0.6911 0.6830
R3 0.6880 0.6865 0.6817
R2 0.6835 0.6835 0.6813
R1 0.6820 0.6820 0.6809 0.6827
PP 0.6789 0.6789 0.6789 0.6793
S1 0.6774 0.6774 0.6800 0.6782
S2 0.6744 0.6744 0.6796
S3 0.6698 0.6729 0.6792
S4 0.6653 0.6683 0.6779
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7111 0.7073 0.6868
R3 0.6996 0.6958 0.6836
R2 0.6881 0.6881 0.6826
R1 0.6843 0.6843 0.6815 0.6862
PP 0.6766 0.6766 0.6766 0.6776
S1 0.6728 0.6728 0.6794 0.6747
S2 0.6651 0.6651 0.6783
S3 0.6536 0.6613 0.6773
S4 0.6421 0.6498 0.6741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6805 0.6690 0.0115 1.7% 0.0034 0.5% 100% True False 3
10 0.6805 0.6637 0.0168 2.5% 0.0029 0.4% 100% True False 2
20 0.6849 0.6637 0.0212 3.1% 0.0030 0.4% 79% False False 2
40 0.6849 0.6637 0.0212 3.1% 0.0022 0.3% 79% False False 1
60 0.7056 0.6637 0.0419 6.2% 0.0022 0.3% 40% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6998
2.618 0.6924
1.618 0.6878
1.000 0.6850
0.618 0.6833
HIGH 0.6805
0.618 0.6787
0.500 0.6782
0.382 0.6776
LOW 0.6759
0.618 0.6731
1.000 0.6714
1.618 0.6685
2.618 0.6640
4.250 0.6566
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 0.6797 0.6788
PP 0.6789 0.6771
S1 0.6782 0.6755

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

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