CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 0.6401 0.6405 0.0005 0.1% 0.6475
High 0.6437 0.6471 0.0034 0.5% 0.6504
Low 0.6390 0.6403 0.0013 0.2% 0.6381
Close 0.6394 0.6449 0.0055 0.9% 0.6394
Range 0.0047 0.0068 0.0021 44.7% 0.0123
ATR 0.0062 0.0063 0.0001 1.7% 0.0000
Volume 16,099 20,464 4,365 27.1% 44,896
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6645 0.6615 0.6486
R3 0.6577 0.6547 0.6468
R2 0.6509 0.6509 0.6461
R1 0.6479 0.6479 0.6455 0.6494
PP 0.6441 0.6441 0.6441 0.6449
S1 0.6411 0.6411 0.6443 0.6426
S2 0.6373 0.6373 0.6437
S3 0.6305 0.6343 0.6430
S4 0.6237 0.6275 0.6412
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6794 0.6716 0.6461
R3 0.6671 0.6594 0.6428
R2 0.6549 0.6549 0.6416
R1 0.6471 0.6471 0.6405 0.6449
PP 0.6426 0.6426 0.6426 0.6415
S1 0.6349 0.6349 0.6383 0.6326
S2 0.6304 0.6304 0.6372
S3 0.6181 0.6226 0.6360
S4 0.6059 0.6104 0.6327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6504 0.6381 0.0123 1.9% 0.0063 1.0% 56% False False 13,072
10 0.6547 0.6381 0.0166 2.6% 0.0063 1.0% 41% False False 7,034
20 0.6547 0.6381 0.0166 2.6% 0.0060 0.9% 41% False False 3,700
40 0.6877 0.6381 0.0496 7.7% 0.0063 1.0% 14% False False 1,987
60 0.6928 0.6381 0.0547 8.5% 0.0064 1.0% 12% False False 1,371
80 0.6928 0.6381 0.0547 8.5% 0.0055 0.9% 12% False False 1,031
100 0.6928 0.6381 0.0547 8.5% 0.0049 0.8% 12% False False 825
120 0.6928 0.6381 0.0547 8.5% 0.0045 0.7% 12% False False 688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6760
2.618 0.6649
1.618 0.6581
1.000 0.6539
0.618 0.6513
HIGH 0.6471
0.618 0.6445
0.500 0.6437
0.382 0.6429
LOW 0.6403
0.618 0.6361
1.000 0.6335
1.618 0.6293
2.618 0.6225
4.250 0.6114
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 0.6445 0.6442
PP 0.6441 0.6435
S1 0.6437 0.6429

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

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