CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 0.6461 0.6443 -0.0018 -0.3% 0.6453
High 0.6465 0.6449 -0.0016 -0.2% 0.6531
Low 0.6423 0.6406 -0.0018 -0.3% 0.6404
Close 0.6439 0.6412 -0.0027 -0.4% 0.6461
Range 0.0042 0.0044 0.0002 3.6% 0.0127
ATR 0.0058 0.0057 -0.0001 -1.8% 0.0000
Volume 80,688 93,892 13,204 16.4% 518,277
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6553 0.6526 0.6436
R3 0.6509 0.6482 0.6424
R2 0.6466 0.6466 0.6420
R1 0.6439 0.6439 0.6416 0.6431
PP 0.6422 0.6422 0.6422 0.6418
S1 0.6395 0.6395 0.6408 0.6387
S2 0.6379 0.6379 0.6404
S3 0.6335 0.6352 0.6400
S4 0.6292 0.6308 0.6388
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6846 0.6781 0.6531
R3 0.6719 0.6654 0.6496
R2 0.6592 0.6592 0.6484
R1 0.6527 0.6527 0.6473 0.6559
PP 0.6465 0.6465 0.6465 0.6481
S1 0.6400 0.6400 0.6449 0.6432
S2 0.6338 0.6338 0.6438
S3 0.6211 0.6273 0.6426
S4 0.6084 0.6146 0.6391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6531 0.6404 0.0127 2.0% 0.0057 0.9% 7% False False 106,187
10 0.6531 0.6402 0.0129 2.0% 0.0051 0.8% 8% False False 103,508
20 0.6547 0.6381 0.0166 2.6% 0.0057 0.9% 19% False False 58,220
40 0.6753 0.6381 0.0372 5.8% 0.0059 0.9% 8% False False 29,303
60 0.6928 0.6381 0.0547 8.5% 0.0061 1.0% 6% False False 19,591
80 0.6928 0.6381 0.0547 8.5% 0.0059 0.9% 6% False False 14,714
100 0.6928 0.6381 0.0547 8.5% 0.0051 0.8% 6% False False 11,772
120 0.6928 0.6381 0.0547 8.5% 0.0048 0.7% 6% False False 9,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6634
2.618 0.6563
1.618 0.6519
1.000 0.6493
0.618 0.6476
HIGH 0.6449
0.618 0.6432
0.500 0.6427
0.382 0.6422
LOW 0.6406
0.618 0.6379
1.000 0.6362
1.618 0.6335
2.618 0.6292
4.250 0.6221
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 0.6427 0.6445
PP 0.6422 0.6434
S1 0.6417 0.6423

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

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