CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 0.6461 0.6453 -0.0009 -0.1% 0.6405
High 0.6495 0.6470 -0.0025 -0.4% 0.6495
Low 0.6446 0.6437 -0.0009 -0.1% 0.6402
Close 0.6454 0.6454 0.0001 0.0% 0.6454
Range 0.0049 0.0033 -0.0017 -33.7% 0.0093
ATR 0.0058 0.0056 -0.0002 -3.2% 0.0000
Volume 100,177 64,552 -35,625 -35.6% 422,361
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6551 0.6535 0.6472
R3 0.6519 0.6503 0.6463
R2 0.6486 0.6486 0.6460
R1 0.6470 0.6470 0.6457 0.6478
PP 0.6454 0.6454 0.6454 0.6458
S1 0.6438 0.6438 0.6451 0.6446
S2 0.6421 0.6421 0.6448
S3 0.6389 0.6405 0.6445
S4 0.6356 0.6373 0.6436
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6729 0.6684 0.6505
R3 0.6636 0.6591 0.6479
R2 0.6543 0.6543 0.6471
R1 0.6498 0.6498 0.6462 0.6521
PP 0.6450 0.6450 0.6450 0.6461
S1 0.6405 0.6405 0.6445 0.6428
S2 0.6357 0.6357 0.6436
S3 0.6264 0.6312 0.6428
S4 0.6171 0.6219 0.6402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6495 0.6402 0.0093 1.4% 0.0041 0.6% 56% False False 93,289
10 0.6504 0.6381 0.0123 1.9% 0.0052 0.8% 60% False False 53,180
20 0.6547 0.6381 0.0166 2.6% 0.0056 0.9% 44% False False 26,917
40 0.6851 0.6381 0.0470 7.3% 0.0061 0.9% 16% False False 13,629
60 0.6928 0.6381 0.0547 8.5% 0.0062 1.0% 13% False False 9,139
80 0.6928 0.6381 0.0547 8.5% 0.0057 0.9% 13% False False 6,861
100 0.6928 0.6381 0.0547 8.5% 0.0050 0.8% 13% False False 5,489
120 0.6928 0.6381 0.0547 8.5% 0.0046 0.7% 13% False False 4,575
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6608
2.618 0.6555
1.618 0.6522
1.000 0.6502
0.618 0.6490
HIGH 0.6470
0.618 0.6457
0.500 0.6453
0.382 0.6449
LOW 0.6437
0.618 0.6417
1.000 0.6405
1.618 0.6384
2.618 0.6352
4.250 0.6299
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 0.6454 0.6466
PP 0.6454 0.6462
S1 0.6453 0.6458

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

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