CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 0.6382 0.6385 0.0003 0.0% 0.6411
High 0.6408 0.6398 -0.0010 -0.2% 0.6527
Low 0.6360 0.6365 0.0005 0.1% 0.6406
Close 0.6382 0.6381 -0.0001 0.0% 0.6455
Range 0.0048 0.0033 -0.0015 -30.5% 0.0121
ATR 0.0070 0.0067 -0.0003 -3.8% 0.0000
Volume 100,486 71,928 -28,558 -28.4% 518,080
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6480 0.6463 0.6399
R3 0.6447 0.6430 0.6390
R2 0.6414 0.6414 0.6387
R1 0.6397 0.6397 0.6384 0.6389
PP 0.6381 0.6381 0.6381 0.6377
S1 0.6364 0.6364 0.6377 0.6356
S2 0.6348 0.6348 0.6374
S3 0.6315 0.6331 0.6371
S4 0.6282 0.6298 0.6362
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 0.6526 0.6360 0.0166 2.6% 0.0067 1.0% 12% False False 122,952
10 0.6527 0.6360 0.0167 2.6% 0.0067 1.0% 12% False False 104,711
20 0.6626 0.6360 0.0266 4.2% 0.0065 1.0% 8% False False 91,641
40 0.6910 0.6360 0.0550 8.6% 0.0070 1.1% 4% False False 88,625
60 0.6915 0.6360 0.0555 8.7% 0.0071 1.1% 4% False False 91,285
80 0.6915 0.6360 0.0555 8.7% 0.0068 1.1% 4% False False 69,963
100 0.6915 0.6360 0.0555 8.7% 0.0065 1.0% 4% False False 55,989
120 0.6915 0.6360 0.0555 8.7% 0.0063 1.0% 4% False False 46,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.6538
2.618 0.6484
1.618 0.6451
1.000 0.6431
0.618 0.6418
HIGH 0.6398
0.618 0.6385
0.500 0.6381
0.382 0.6377
LOW 0.6365
0.618 0.6344
1.000 0.6332
1.618 0.6311
2.618 0.6278
4.250 0.6224
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 0.6381 0.6422
PP 0.6381 0.6408
S1 0.6381 0.6394

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

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