CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 0.6489 0.6452 -0.0037 -0.6% 0.6411
High 0.6526 0.6484 -0.0042 -0.6% 0.6527
Low 0.6442 0.6361 -0.0081 -1.3% 0.6406
Close 0.6455 0.6386 -0.0069 -1.1% 0.6455
Range 0.0084 0.0123 0.0039 46.4% 0.0121
ATR 0.0067 0.0071 0.0004 5.9% 0.0000
Volume 127,812 193,027 65,215 51.0% 518,080
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6779 0.6705 0.6453
R3 0.6656 0.6582 0.6419
R2 0.6533 0.6533 0.6408
R1 0.6459 0.6459 0.6397 0.6435
PP 0.6410 0.6410 0.6410 0.6398
S1 0.6336 0.6336 0.6374 0.6312
S2 0.6287 0.6287 0.6363
S3 0.6164 0.6213 0.6352
S4 0.6041 0.6090 0.6318
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6825 0.6761 0.6521
R3 0.6704 0.6640 0.6488
R2 0.6583 0.6583 0.6477
R1 0.6519 0.6519 0.6466 0.6551
PP 0.6462 0.6462 0.6462 0.6478
S1 0.6398 0.6398 0.6443 0.6430
S2 0.6341 0.6341 0.6432
S3 0.6220 0.6277 0.6421
S4 0.6099 0.6156 0.6388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6527 0.6361 0.0166 2.6% 0.0083 1.3% 15% False True 128,248
10 0.6527 0.6361 0.0166 2.6% 0.0071 1.1% 15% False True 102,255
20 0.6626 0.6361 0.0265 4.2% 0.0068 1.1% 9% False True 89,538
40 0.6910 0.6361 0.0549 8.6% 0.0072 1.1% 5% False True 89,204
60 0.6915 0.6361 0.0555 8.7% 0.0072 1.1% 5% False True 89,634
80 0.6915 0.6361 0.0555 8.7% 0.0069 1.1% 5% False True 67,813
100 0.6915 0.6361 0.0555 8.7% 0.0066 1.0% 5% False True 54,267
120 0.6915 0.6361 0.0555 8.7% 0.0062 1.0% 5% False True 45,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7006
2.618 0.6806
1.618 0.6683
1.000 0.6607
0.618 0.6560
HIGH 0.6484
0.618 0.6437
0.500 0.6422
0.382 0.6407
LOW 0.6361
0.618 0.6284
1.000 0.6238
1.618 0.6161
2.618 0.6038
4.250 0.5838
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 0.6422 0.6443
PP 0.6410 0.6424
S1 0.6398 0.6405

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

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