CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 0.6699 0.6658 -0.0041 -0.6% 0.6747
High 0.6699 0.6658 -0.0041 -0.6% 0.6747
Low 0.6699 0.6658 -0.0041 -0.6% 0.6657
Close 0.6699 0.6658 -0.0041 -0.6% 0.6697
Range
ATR 0.0041 0.0041 0.0000 -0.1% 0.0000
Volume
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 0.6658 0.6658 0.6658
R3 0.6658 0.6658 0.6658
R2 0.6658 0.6658 0.6658
R1 0.6658 0.6658 0.6658 0.6658
PP 0.6658 0.6658 0.6658 0.6658
S1 0.6658 0.6658 0.6658 0.6658
S2 0.6658 0.6658 0.6658
S3 0.6658 0.6658 0.6658
S4 0.6658 0.6658 0.6658
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6969 0.6922 0.6746
R3 0.6879 0.6833 0.6721
R2 0.6790 0.6790 0.6713
R1 0.6743 0.6743 0.6705 0.6722
PP 0.6700 0.6700 0.6700 0.6689
S1 0.6654 0.6654 0.6688 0.6632
S2 0.6611 0.6611 0.6680
S3 0.6521 0.6564 0.6672
S4 0.6432 0.6475 0.6647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6714 0.6657 0.0057 0.9% 0.0012 0.2% 2% False False 1
10 0.6820 0.6657 0.0163 2.4% 0.0016 0.2% 1% False False 1
20 0.6836 0.6637 0.0199 3.0% 0.0022 0.3% 11% False False 1
40 0.6849 0.6637 0.0212 3.2% 0.0024 0.4% 10% False False 2
60 0.6849 0.6637 0.0212 3.2% 0.0021 0.3% 10% False False 2
80 0.7196 0.6637 0.0559 8.4% 0.0021 0.3% 4% False False 1
Crabel Price Patterns
NR False
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.6658
2.618 0.6658
1.618 0.6658
1.000 0.6658
0.618 0.6658
HIGH 0.6658
0.618 0.6658
0.500 0.6658
0.382 0.6658
LOW 0.6658
0.618 0.6658
1.000 0.6658
1.618 0.6658
2.618 0.6658
4.250 0.6658
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 0.6658 0.6686
PP 0.6658 0.6677
S1 0.6658 0.6667

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

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