CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 0.6404 0.6407 0.0003 0.0% 0.6440
High 0.6428 0.6418 -0.0011 -0.2% 0.6547
Low 0.6382 0.6386 0.0004 0.1% 0.6428
Close 0.6402 0.6401 -0.0001 0.0% 0.6475
Range 0.0046 0.0032 -0.0015 -31.5% 0.0120
ATR 0.0066 0.0063 -0.0002 -3.7% 0.0000
Volume 8,005 4,126 -3,879 -48.5% 4,980
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6496 0.6480 0.6418
R3 0.6465 0.6449 0.6410
R2 0.6433 0.6433 0.6407
R1 0.6417 0.6417 0.6404 0.6409
PP 0.6402 0.6402 0.6402 0.6398
S1 0.6386 0.6386 0.6398 0.6378
S2 0.6370 0.6370 0.6395
S3 0.6339 0.6354 0.6392
S4 0.6307 0.6323 0.6384
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6842 0.6778 0.6541
R3 0.6722 0.6658 0.6508
R2 0.6603 0.6603 0.6497
R1 0.6539 0.6539 0.6486 0.6571
PP 0.6483 0.6483 0.6483 0.6499
S1 0.6419 0.6419 0.6464 0.6451
S2 0.6364 0.6364 0.6453
S3 0.6244 0.6300 0.6442
S4 0.6125 0.6180 0.6409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6546 0.6381 0.0165 2.6% 0.0066 1.0% 12% False False 6,288
10 0.6547 0.6381 0.0166 2.6% 0.0065 1.0% 12% False False 3,452
20 0.6642 0.6381 0.0261 4.1% 0.0062 1.0% 8% False False 1,892
40 0.6928 0.6381 0.0547 8.5% 0.0064 1.0% 4% False False 1,080
60 0.6928 0.6381 0.0547 8.5% 0.0063 1.0% 4% False False 762
80 0.6928 0.6381 0.0547 8.5% 0.0054 0.8% 4% False False 574
100 0.6928 0.6381 0.0547 8.5% 0.0048 0.7% 4% False False 459
120 0.6928 0.6381 0.0547 8.5% 0.0044 0.7% 4% False False 383
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 0.0020
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6551
2.618 0.6500
1.618 0.6468
1.000 0.6449
0.618 0.6437
HIGH 0.6418
0.618 0.6405
0.500 0.6402
0.382 0.6398
LOW 0.6386
0.618 0.6367
1.000 0.6355
1.618 0.6335
2.618 0.6304
4.250 0.6252
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 0.6402 0.6442
PP 0.6402 0.6429
S1 0.6401 0.6415

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

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