CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 0.6431 0.6409 -0.0022 -0.3% 0.6504
High 0.6456 0.6435 -0.0021 -0.3% 0.6529
Low 0.6371 0.6385 0.0014 0.2% 0.6371
Close 0.6402 0.6412 0.0010 0.1% 0.6412
Range 0.0085 0.0050 -0.0035 -41.2% 0.0158
ATR 0.0072 0.0071 -0.0002 -2.2% 0.0000
Volume 96,313 70,185 -26,128 -27.1% 415,272
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6561 0.6536 0.6439
R3 0.6511 0.6486 0.6425
R2 0.6461 0.6461 0.6421
R1 0.6436 0.6436 0.6416 0.6448
PP 0.6411 0.6411 0.6411 0.6417
S1 0.6386 0.6386 0.6407 0.6398
S2 0.6361 0.6361 0.6402
S3 0.6311 0.6336 0.6398
S4 0.6261 0.6286 0.6384
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6911 0.6819 0.6498
R3 0.6753 0.6661 0.6455
R2 0.6595 0.6595 0.6440
R1 0.6503 0.6503 0.6426 0.6470
PP 0.6437 0.6437 0.6437 0.6421
S1 0.6345 0.6345 0.6397 0.6312
S2 0.6279 0.6279 0.6383
S3 0.6121 0.6187 0.6368
S4 0.5963 0.6029 0.6325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6529 0.6371 0.0158 2.5% 0.0064 1.0% 26% False False 83,054
10 0.6626 0.6371 0.0255 4.0% 0.0064 1.0% 16% False False 75,906
20 0.6833 0.6371 0.0462 7.2% 0.0073 1.1% 9% False False 85,062
40 0.6910 0.6371 0.0539 8.4% 0.0072 1.1% 8% False False 87,358
60 0.6915 0.6371 0.0544 8.5% 0.0071 1.1% 7% False False 72,348
80 0.6915 0.6371 0.0544 8.5% 0.0067 1.0% 7% False False 54,300
100 0.6915 0.6371 0.0544 8.5% 0.0064 1.0% 7% False False 43,451
120 0.6915 0.6371 0.0544 8.5% 0.0062 1.0% 7% False False 36,236
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6648
2.618 0.6566
1.618 0.6516
1.000 0.6485
0.618 0.6466
HIGH 0.6435
0.618 0.6416
0.500 0.6410
0.382 0.6404
LOW 0.6385
0.618 0.6354
1.000 0.6335
1.618 0.6304
2.618 0.6254
4.250 0.6173
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 0.6411 0.6429
PP 0.6411 0.6423
S1 0.6410 0.6417

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

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