CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 0.6428 0.6435 0.0007 0.1% 0.6523
High 0.6455 0.6447 -0.0008 -0.1% 0.6541
Low 0.6406 0.6415 0.0009 0.1% 0.6392
Close 0.6433 0.6443 0.0010 0.2% 0.6433
Range 0.0049 0.0032 -0.0017 -35.1% 0.0149
ATR 0.0064 0.0062 -0.0002 -3.6% 0.0000
Volume 157 211 54 34.4% 2,110
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6529 0.6517 0.6460
R3 0.6498 0.6486 0.6451
R2 0.6466 0.6466 0.6448
R1 0.6454 0.6454 0.6445 0.6460
PP 0.6435 0.6435 0.6435 0.6438
S1 0.6423 0.6423 0.6440 0.6429
S2 0.6403 0.6403 0.6437
S3 0.6372 0.6391 0.6434
S4 0.6340 0.6360 0.6425
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% 0.0056 0.9% 34% False False 311
10 0.6642 0.6392 0.0250 3.9% 0.0057 0.9% 20% False False 360
20 0.6851 0.6392 0.0459 7.1% 0.0066 1.0% 11% False False 342
40 0.6928 0.6392 0.0536 8.3% 0.0063 1.0% 9% False False 252
60 0.6928 0.6392 0.0536 8.3% 0.0056 0.9% 9% False False 179
80 0.6928 0.6392 0.0536 8.3% 0.0049 0.8% 9% False False 135
100 0.6928 0.6392 0.0536 8.3% 0.0044 0.7% 9% False False 108
120 0.6928 0.6392 0.0536 8.3% 0.0039 0.6% 9% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.6580
2.618 0.6529
1.618 0.6497
1.000 0.6478
0.618 0.6466
HIGH 0.6447
0.618 0.6434
0.500 0.6431
0.382 0.6427
LOW 0.6415
0.618 0.6396
1.000 0.6384
1.618 0.6364
2.618 0.6333
4.250 0.6281
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 0.6439 0.6439
PP 0.6435 0.6436
S1 0.6431 0.6433

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

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