CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 0.6482 0.6452 -0.0030 -0.5% 0.6603
High 0.6505 0.6473 -0.0032 -0.5% 0.6642
Low 0.6447 0.6392 -0.0055 -0.9% 0.6514
Close 0.6453 0.6423 -0.0030 -0.5% 0.6521
Range 0.0058 0.0081 0.0023 39.7% 0.0128
ATR 0.0064 0.0066 0.0001 1.8% 0.0000
Volume 594 390 -204 -34.3% 1,770
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6672 0.6628 0.6467
R3 0.6591 0.6547 0.6445
R2 0.6510 0.6510 0.6437
R1 0.6466 0.6466 0.6430 0.6448
PP 0.6429 0.6429 0.6429 0.6420
S1 0.6385 0.6385 0.6415 0.6367
S2 0.6348 0.6348 0.6408
S3 0.6267 0.6304 0.6400
S4 0.6186 0.6223 0.6378
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 0.6561 0.6392 0.0169 2.6% 0.0058 0.9% 18% False True 433
10 0.6642 0.6392 0.0250 3.9% 0.0058 0.9% 12% False True 405
20 0.6851 0.6392 0.0459 7.1% 0.0067 1.0% 7% False True 338
40 0.6928 0.6392 0.0536 8.3% 0.0064 1.0% 6% False True 248
60 0.6928 0.6392 0.0536 8.3% 0.0056 0.9% 6% False True 173
80 0.6928 0.6392 0.0536 8.3% 0.0048 0.7% 6% False True 130
100 0.6928 0.6392 0.0536 8.3% 0.0043 0.7% 6% False True 105
120 0.6928 0.6392 0.0536 8.3% 0.0039 0.6% 6% False True 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6817
2.618 0.6685
1.618 0.6604
1.000 0.6554
0.618 0.6523
HIGH 0.6473
0.618 0.6442
0.500 0.6433
0.382 0.6423
LOW 0.6392
0.618 0.6342
1.000 0.6311
1.618 0.6261
2.618 0.6180
4.250 0.6048
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 0.6433 0.6467
PP 0.6429 0.6452
S1 0.6426 0.6437

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

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