CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 0.6443 0.6415 -0.0028 -0.4% 0.6453
High 0.6449 0.6428 -0.0022 -0.3% 0.6531
Low 0.6406 0.6349 -0.0057 -0.9% 0.6404
Close 0.6412 0.6371 -0.0041 -0.6% 0.6461
Range 0.0044 0.0079 0.0035 80.5% 0.0127
ATR 0.0057 0.0059 0.0002 2.7% 0.0000
Volume 93,892 138,832 44,940 47.9% 518,277
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6618 0.6573 0.6414
R3 0.6540 0.6495 0.6393
R2 0.6461 0.6461 0.6385
R1 0.6416 0.6416 0.6378 0.6399
PP 0.6383 0.6383 0.6383 0.6374
S1 0.6338 0.6338 0.6364 0.6321
S2 0.6304 0.6304 0.6357
S3 0.6226 0.6259 0.6349
S4 0.6147 0.6181 0.6328
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 0.6484 0.6349 0.0135 2.1% 0.0059 0.9% 16% False True 109,913
10 0.6531 0.6349 0.0182 2.8% 0.0053 0.8% 12% False True 101,688
20 0.6547 0.6349 0.0198 3.1% 0.0057 0.9% 11% False True 65,117
40 0.6651 0.6349 0.0302 4.7% 0.0058 0.9% 7% False True 32,768
60 0.6928 0.6349 0.0579 9.1% 0.0062 1.0% 4% False True 21,904
80 0.6928 0.6349 0.0579 9.1% 0.0059 0.9% 4% False True 16,449
100 0.6928 0.6349 0.0579 9.1% 0.0052 0.8% 4% False True 13,160
120 0.6928 0.6349 0.0579 9.1% 0.0048 0.8% 4% False True 10,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.6761
2.618 0.6633
1.618 0.6555
1.000 0.6506
0.618 0.6476
HIGH 0.6428
0.618 0.6398
0.500 0.6388
0.382 0.6379
LOW 0.6349
0.618 0.6300
1.000 0.6271
1.618 0.6222
2.618 0.6143
4.250 0.6015
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 0.6388 0.6407
PP 0.6383 0.6395
S1 0.6377 0.6383

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

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