CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 0.6504 0.6494 -0.0010 -0.1% 0.6580
High 0.6511 0.6529 0.0019 0.3% 0.6626
Low 0.6461 0.6458 -0.0003 0.0% 0.6492
Close 0.6487 0.6469 -0.0018 -0.3% 0.6501
Range 0.0050 0.0071 0.0022 43.4% 0.0134
ATR 0.0072 0.0072 0.0000 -0.1% 0.0000
Volume 81,635 89,856 8,221 10.1% 343,791
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6698 0.6655 0.6508
R3 0.6627 0.6584 0.6489
R2 0.6556 0.6556 0.6482
R1 0.6513 0.6513 0.6476 0.6499
PP 0.6485 0.6485 0.6485 0.6479
S1 0.6442 0.6442 0.6462 0.6428
S2 0.6414 0.6414 0.6456
S3 0.6343 0.6371 0.6449
S4 0.6272 0.6300 0.6430
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 0.6458 0.0168 2.6% 0.0065 1.0% 7% False True 78,347
10 0.6641 0.6458 0.0183 2.8% 0.0066 1.0% 6% False True 80,481
20 0.6860 0.6458 0.0402 6.2% 0.0074 1.1% 3% False True 84,453
40 0.6910 0.6458 0.0452 7.0% 0.0073 1.1% 2% False True 88,693
60 0.6915 0.6458 0.0457 7.1% 0.0070 1.1% 2% False True 68,292
80 0.6915 0.6458 0.0457 7.1% 0.0067 1.0% 2% False True 51,256
100 0.6915 0.6458 0.0457 7.1% 0.0063 1.0% 2% False True 41,014
120 0.6915 0.6458 0.0457 7.1% 0.0061 0.9% 2% False True 34,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6831
2.618 0.6715
1.618 0.6644
1.000 0.6600
0.618 0.6573
HIGH 0.6529
0.618 0.6502
0.500 0.6494
0.382 0.6485
LOW 0.6458
0.618 0.6414
1.000 0.6387
1.618 0.6343
2.618 0.6272
4.250 0.6156
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 0.6494 0.6500
PP 0.6485 0.6489
S1 0.6477 0.6479

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

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