CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 0.6544 0.6523 -0.0021 -0.3% 0.6603
High 0.6561 0.6528 -0.0034 -0.5% 0.6642
Low 0.6514 0.6484 -0.0030 -0.5% 0.6514
Close 0.6521 0.6507 -0.0014 -0.2% 0.6521
Range 0.0047 0.0044 -0.0004 -7.4% 0.0128
ATR 0.0067 0.0065 -0.0002 -2.5% 0.0000
Volume 213 765 552 259.2% 1,770
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6637 0.6615 0.6531
R3 0.6593 0.6572 0.6519
R2 0.6550 0.6550 0.6515
R1 0.6528 0.6528 0.6511 0.6517
PP 0.6506 0.6506 0.6506 0.6501
S1 0.6485 0.6485 0.6503 0.6474
S2 0.6463 0.6463 0.6499
S3 0.6419 0.6441 0.6495
S4 0.6376 0.6398 0.6483
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6943 0.6860 0.6591
R3 0.6815 0.6732 0.6556
R2 0.6687 0.6687 0.6544
R1 0.6604 0.6604 0.6533 0.6582
PP 0.6559 0.6559 0.6559 0.6548
S1 0.6476 0.6476 0.6509 0.6454
S2 0.6431 0.6431 0.6498
S3 0.6303 0.6348 0.6486
S4 0.6175 0.6220 0.6451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6642 0.6484 0.0158 2.4% 0.0059 0.9% 15% False True 409
10 0.6753 0.6484 0.0269 4.1% 0.0064 1.0% 9% False True 415
20 0.6877 0.6484 0.0393 6.0% 0.0065 1.0% 6% False True 301
40 0.6928 0.6484 0.0444 6.8% 0.0064 1.0% 5% False True 226
60 0.6928 0.6484 0.0444 6.8% 0.0053 0.8% 5% False True 154
80 0.6928 0.6484 0.0444 6.8% 0.0046 0.7% 5% False True 116
100 0.6928 0.6484 0.0444 6.8% 0.0042 0.6% 5% False True 93
120 0.6928 0.6484 0.0444 6.8% 0.0038 0.6% 5% False True 78
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6712
2.618 0.6641
1.618 0.6598
1.000 0.6571
0.618 0.6554
HIGH 0.6528
0.618 0.6511
0.500 0.6506
0.382 0.6501
LOW 0.6484
0.618 0.6457
1.000 0.6441
1.618 0.6414
2.618 0.6370
4.250 0.6299
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 0.6507 0.6563
PP 0.6506 0.6544
S1 0.6506 0.6526

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

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