CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 0.6385 0.6379 -0.0006 -0.1% 0.6452
High 0.6398 0.6417 0.0019 0.3% 0.6484
Low 0.6365 0.6369 0.0005 0.1% 0.6360
Close 0.6381 0.6374 -0.0007 -0.1% 0.6374
Range 0.0033 0.0048 0.0015 43.9% 0.0124
ATR 0.0067 0.0066 -0.0001 -2.1% 0.0000
Volume 71,928 78,900 6,972 9.7% 444,341
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6529 0.6499 0.6400
R3 0.6482 0.6452 0.6387
R2 0.6434 0.6434 0.6383
R1 0.6404 0.6404 0.6378 0.6395
PP 0.6387 0.6387 0.6387 0.6382
S1 0.6357 0.6357 0.6370 0.6348
S2 0.6339 0.6339 0.6365
S3 0.6292 0.6309 0.6361
S4 0.6244 0.6262 0.6348
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6776 0.6699 0.6442
R3 0.6653 0.6575 0.6408
R2 0.6529 0.6529 0.6397
R1 0.6452 0.6452 0.6385 0.6429
PP 0.6406 0.6406 0.6406 0.6394
S1 0.6328 0.6328 0.6363 0.6305
S2 0.6282 0.6282 0.6351
S3 0.6159 0.6205 0.6340
S4 0.6035 0.6081 0.6306
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 1.1% 8% False False 114,430
10 0.6527 0.6360 0.0167 2.6% 0.0064 1.0% 8% False False 105,377
20 0.6541 0.6360 0.0181 2.8% 0.0062 1.0% 8% False False 91,316
40 0.6910 0.6360 0.0550 8.6% 0.0068 1.1% 3% False False 87,905
60 0.6915 0.6360 0.0555 8.7% 0.0071 1.1% 3% False False 91,580
80 0.6915 0.6360 0.0555 8.7% 0.0068 1.1% 3% False False 70,949
100 0.6915 0.6360 0.0555 8.7% 0.0065 1.0% 3% False False 56,778
120 0.6915 0.6360 0.0555 8.7% 0.0063 1.0% 3% False False 47,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6618
2.618 0.6541
1.618 0.6493
1.000 0.6464
0.618 0.6446
HIGH 0.6417
0.618 0.6398
0.500 0.6393
0.382 0.6387
LOW 0.6369
0.618 0.6340
1.000 0.6322
1.618 0.6292
2.618 0.6245
4.250 0.6167
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 0.6393 0.6388
PP 0.6387 0.6384
S1 0.6380 0.6379

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

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