CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 0.6452 0.6428 -0.0024 -0.4% 0.6523
High 0.6473 0.6455 -0.0019 -0.3% 0.6541
Low 0.6392 0.6406 0.0014 0.2% 0.6392
Close 0.6423 0.6433 0.0010 0.2% 0.6433
Range 0.0081 0.0049 -0.0033 -40.1% 0.0149
ATR 0.0066 0.0064 -0.0001 -1.9% 0.0000
Volume 390 157 -233 -59.7% 2,110
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6577 0.6553 0.6459
R3 0.6528 0.6505 0.6446
R2 0.6480 0.6480 0.6441
R1 0.6456 0.6456 0.6437 0.6468
PP 0.6431 0.6431 0.6431 0.6437
S1 0.6408 0.6408 0.6428 0.6419
S2 0.6383 0.6383 0.6424
S3 0.6334 0.6359 0.6419
S4 0.6286 0.6311 0.6406
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6902 0.6816 0.6514
R3 0.6753 0.6667 0.6473
R2 0.6604 0.6604 0.6460
R1 0.6518 0.6518 0.6446 0.6487
PP 0.6455 0.6455 0.6455 0.6439
S1 0.6369 0.6369 0.6419 0.6338
S2 0.6306 0.6306 0.6405
S3 0.6157 0.6220 0.6392
S4 0.6008 0.6071 0.6351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6541 0.6392 0.0149 2.3% 0.0058 0.9% 27% False False 422
10 0.6642 0.6392 0.0250 3.9% 0.0057 0.9% 16% False False 388
20 0.6851 0.6392 0.0459 7.1% 0.0066 1.0% 9% False False 342
40 0.6928 0.6392 0.0536 8.3% 0.0065 1.0% 8% False False 251
60 0.6928 0.6392 0.0536 8.3% 0.0057 0.9% 8% False False 176
80 0.6928 0.6392 0.0536 8.3% 0.0048 0.7% 8% False False 132
100 0.6928 0.6392 0.0536 8.3% 0.0044 0.7% 8% False False 106
120 0.6928 0.6392 0.0536 8.3% 0.0039 0.6% 8% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6661
2.618 0.6581
1.618 0.6533
1.000 0.6503
0.618 0.6484
HIGH 0.6455
0.618 0.6436
0.500 0.6430
0.382 0.6425
LOW 0.6406
0.618 0.6376
1.000 0.6358
1.618 0.6328
2.618 0.6279
4.250 0.6200
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 0.6432 0.6449
PP 0.6431 0.6443
S1 0.6430 0.6438

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

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