CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 0.6603 0.6591 -0.0012 -0.2% 0.6686
High 0.6618 0.6591 -0.0027 -0.4% 0.6769
Low 0.6586 0.6529 -0.0057 -0.9% 0.6548
Close 0.6604 0.6568 -0.0036 -0.5% 0.6603
Range 0.0032 0.0062 0.0030 93.8% 0.0221
ATR 0.0067 0.0068 0.0001 0.8% 0.0000
Volume 489 600 111 22.7% 1,794
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6749 0.6720 0.6602
R3 0.6687 0.6658 0.6585
R2 0.6625 0.6625 0.6579
R1 0.6596 0.6596 0.6574 0.6580
PP 0.6563 0.6563 0.6563 0.6554
S1 0.6534 0.6534 0.6562 0.6518
S2 0.6501 0.6501 0.6557
S3 0.6439 0.6472 0.6551
S4 0.6377 0.6410 0.6534
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7303 0.7174 0.6724
R3 0.7082 0.6953 0.6663
R2 0.6861 0.6861 0.6643
R1 0.6732 0.6732 0.6623 0.6686
PP 0.6640 0.6640 0.6640 0.6617
S1 0.6511 0.6511 0.6582 0.6465
S2 0.6419 0.6419 0.6562
S3 0.6198 0.6290 0.6542
S4 0.5977 0.6069 0.6481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6651 0.6529 0.0122 1.9% 0.0059 0.9% 32% False True 494
10 0.6851 0.6529 0.0322 4.9% 0.0075 1.1% 12% False True 370
20 0.6928 0.6529 0.0399 6.1% 0.0069 1.1% 10% False True 268
40 0.6928 0.6529 0.0399 6.1% 0.0063 1.0% 10% False True 191
60 0.6928 0.6529 0.0399 6.1% 0.0051 0.8% 10% False True 130
80 0.6928 0.6529 0.0399 6.1% 0.0045 0.7% 10% False True 97
100 0.6928 0.6529 0.0399 6.1% 0.0040 0.6% 10% False True 78
120 0.6978 0.6529 0.0449 6.8% 0.0037 0.6% 9% False True 66
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6855
2.618 0.6753
1.618 0.6691
1.000 0.6653
0.618 0.6629
HIGH 0.6591
0.618 0.6567
0.500 0.6560
0.382 0.6553
LOW 0.6529
0.618 0.6491
1.000 0.6467
1.618 0.6429
2.618 0.6367
4.250 0.6266
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 0.6565 0.6583
PP 0.6563 0.6578
S1 0.6560 0.6573

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

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