CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 0.6421 0.6429 0.0008 0.1% 0.6504
High 0.6464 0.6488 0.0024 0.4% 0.6529
Low 0.6409 0.6416 0.0007 0.1% 0.6371
Close 0.6429 0.6476 0.0048 0.7% 0.6412
Range 0.0055 0.0072 0.0017 31.2% 0.0158
ATR 0.0067 0.0067 0.0000 0.5% 0.0000
Volume 69,484 78,373 8,889 12.8% 415,272
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6674 0.6647 0.6515
R3 0.6603 0.6575 0.6496
R2 0.6531 0.6531 0.6489
R1 0.6504 0.6504 0.6483 0.6518
PP 0.6460 0.6460 0.6460 0.6467
S1 0.6432 0.6432 0.6469 0.6446
S2 0.6388 0.6388 0.6463
S3 0.6317 0.6361 0.6456
S4 0.6245 0.6289 0.6437
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 0.6488 0.6371 0.0117 1.8% 0.0059 0.9% 90% True False 74,798
10 0.6626 0.6371 0.0255 3.9% 0.0063 1.0% 41% False False 78,571
20 0.6833 0.6371 0.0462 7.1% 0.0073 1.1% 23% False False 83,022
40 0.6910 0.6371 0.0539 8.3% 0.0071 1.1% 19% False False 86,263
60 0.6915 0.6371 0.0544 8.4% 0.0071 1.1% 19% False False 75,773
80 0.6915 0.6371 0.0544 8.4% 0.0067 1.0% 19% False False 56,891
100 0.6915 0.6371 0.0544 8.4% 0.0064 1.0% 19% False False 45,525
120 0.6915 0.6371 0.0544 8.4% 0.0063 1.0% 19% False False 37,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6791
2.618 0.6675
1.618 0.6603
1.000 0.6559
0.618 0.6532
HIGH 0.6488
0.618 0.6460
0.500 0.6452
0.382 0.6443
LOW 0.6416
0.618 0.6372
1.000 0.6345
1.618 0.6300
2.618 0.6229
4.250 0.6112
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 0.6468 0.6464
PP 0.6460 0.6452
S1 0.6452 0.6440

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

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