CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 0.6524 0.6504 -0.0020 -0.3% 0.6580
High 0.6541 0.6511 -0.0031 -0.5% 0.6626
Low 0.6492 0.6461 -0.0031 -0.5% 0.6492
Close 0.6501 0.6487 -0.0014 -0.2% 0.6501
Range 0.0049 0.0050 0.0001 1.0% 0.0134
ATR 0.0074 0.0072 -0.0002 -2.3% 0.0000
Volume 77,544 81,635 4,091 5.3% 343,791
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6635 0.6610 0.6514
R3 0.6585 0.6561 0.6500
R2 0.6536 0.6536 0.6496
R1 0.6511 0.6511 0.6491 0.6499
PP 0.6486 0.6486 0.6486 0.6480
S1 0.6462 0.6462 0.6482 0.6449
S2 0.6437 0.6437 0.6477
S3 0.6387 0.6412 0.6473
S4 0.6338 0.6363 0.6459
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6940 0.6854 0.6574
R3 0.6806 0.6720 0.6537
R2 0.6673 0.6673 0.6525
R1 0.6587 0.6587 0.6513 0.6563
PP 0.6539 0.6539 0.6539 0.6528
S1 0.6453 0.6453 0.6488 0.6430
S2 0.6406 0.6406 0.6476
S3 0.6272 0.6320 0.6464
S4 0.6139 0.6186 0.6427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6626 0.6461 0.0165 2.5% 0.0067 1.0% 16% False True 74,989
10 0.6734 0.6461 0.0273 4.2% 0.0071 1.1% 9% False True 81,267
20 0.6860 0.6461 0.0399 6.1% 0.0073 1.1% 6% False True 84,228
40 0.6915 0.6461 0.0454 7.0% 0.0072 1.1% 6% False True 89,166
60 0.6915 0.6461 0.0454 7.0% 0.0070 1.1% 6% False True 66,802
80 0.6915 0.6461 0.0454 7.0% 0.0067 1.0% 6% False True 50,133
100 0.6915 0.6461 0.0454 7.0% 0.0063 1.0% 6% False True 40,119
120 0.6915 0.6461 0.0454 7.0% 0.0060 0.9% 6% False True 33,455
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6721
2.618 0.6640
1.618 0.6591
1.000 0.6560
0.618 0.6541
HIGH 0.6511
0.618 0.6492
0.500 0.6486
0.382 0.6480
LOW 0.6461
0.618 0.6430
1.000 0.6412
1.618 0.6381
2.618 0.6331
4.250 0.6251
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 0.6486 0.6543
PP 0.6486 0.6524
S1 0.6486 0.6505

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

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