CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 0.6514 0.6482 -0.0032 -0.5% 0.6603
High 0.6541 0.6505 -0.0036 -0.6% 0.6642
Low 0.6481 0.6447 -0.0034 -0.5% 0.6514
Close 0.6490 0.6453 -0.0037 -0.6% 0.6521
Range 0.0060 0.0058 -0.0002 -3.3% 0.0128
ATR 0.0065 0.0064 0.0000 -0.8% 0.0000
Volume 204 594 390 191.2% 1,770
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6642 0.6605 0.6484
R3 0.6584 0.6547 0.6468
R2 0.6526 0.6526 0.6463
R1 0.6489 0.6489 0.6458 0.6479
PP 0.6468 0.6468 0.6468 0.6463
S1 0.6431 0.6431 0.6447 0.6421
S2 0.6410 0.6410 0.6442
S3 0.6352 0.6373 0.6437
S4 0.6294 0.6315 0.6421
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 0.6447 0.0195 3.0% 0.0062 1.0% 3% False True 395
10 0.6642 0.6447 0.0195 3.0% 0.0055 0.9% 3% False True 424
20 0.6877 0.6447 0.0430 6.7% 0.0067 1.0% 1% False True 330
40 0.6928 0.6447 0.0481 7.4% 0.0064 1.0% 1% False True 239
60 0.6928 0.6447 0.0481 7.4% 0.0055 0.9% 1% False True 167
80 0.6928 0.6447 0.0481 7.4% 0.0047 0.7% 1% False True 125
100 0.6928 0.6447 0.0481 7.4% 0.0043 0.7% 1% False True 101
120 0.6928 0.6447 0.0481 7.4% 0.0038 0.6% 1% False True 84
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6752
2.618 0.6657
1.618 0.6599
1.000 0.6563
0.618 0.6541
HIGH 0.6505
0.618 0.6483
0.500 0.6476
0.382 0.6469
LOW 0.6447
0.618 0.6411
1.000 0.6389
1.618 0.6353
2.618 0.6295
4.250 0.6201
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 0.6476 0.6494
PP 0.6468 0.6480
S1 0.6460 0.6466

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

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