CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 0.6385 0.6432 0.0048 0.7% 0.6452
High 0.6451 0.6442 -0.0010 -0.1% 0.6484
Low 0.6383 0.6410 0.0027 0.4% 0.6360
Close 0.6429 0.6426 -0.0004 -0.1% 0.6374
Range 0.0069 0.0032 -0.0037 -53.3% 0.0124
ATR 0.0066 0.0064 -0.0002 -3.7% 0.0000
Volume 104,720 112,073 7,353 7.0% 444,341
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6522 0.6506 0.6443
R3 0.6490 0.6474 0.6434
R2 0.6458 0.6458 0.6431
R1 0.6442 0.6442 0.6428 0.6434
PP 0.6426 0.6426 0.6426 0.6422
S1 0.6410 0.6410 0.6423 0.6402
S2 0.6394 0.6394 0.6420
S3 0.6362 0.6378 0.6417
S4 0.6330 0.6346 0.6408
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 0.6451 0.6360 0.0091 1.4% 0.0046 0.7% 72% False False 93,621
10 0.6527 0.6360 0.0167 2.6% 0.0064 1.0% 39% False False 110,934
20 0.6529 0.6360 0.0169 2.6% 0.0062 1.0% 39% False False 94,196
40 0.6860 0.6360 0.0500 7.8% 0.0068 1.1% 13% False False 89,212
60 0.6915 0.6360 0.0555 8.6% 0.0069 1.1% 12% False False 90,843
80 0.6915 0.6360 0.0555 8.6% 0.0068 1.1% 12% False False 73,651
100 0.6915 0.6360 0.0555 8.6% 0.0066 1.0% 12% False False 58,946
120 0.6915 0.6360 0.0555 8.6% 0.0063 1.0% 12% False False 49,132
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.6578
2.618 0.6525
1.618 0.6493
1.000 0.6474
0.618 0.6461
HIGH 0.6442
0.618 0.6429
0.500 0.6426
0.382 0.6422
LOW 0.6410
0.618 0.6390
1.000 0.6378
1.618 0.6358
2.618 0.6326
4.250 0.6274
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 0.6426 0.6420
PP 0.6426 0.6415
S1 0.6426 0.6410

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

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