CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 0.6356 0.6380 0.0024 0.4% 0.6375
High 0.6394 0.6407 0.0013 0.2% 0.6461
Low 0.6349 0.6342 -0.0008 -0.1% 0.6301
Close 0.6372 0.6351 -0.0022 -0.3% 0.6313
Range 0.0045 0.0065 0.0021 46.1% 0.0160
ATR 0.0064 0.0064 0.0000 0.2% 0.0000
Volume 104,920 88,634 -16,286 -15.5% 509,434
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6561 0.6521 0.6386
R3 0.6496 0.6456 0.6368
R2 0.6431 0.6431 0.6362
R1 0.6391 0.6391 0.6356 0.6379
PP 0.6366 0.6366 0.6366 0.6360
S1 0.6326 0.6326 0.6345 0.6314
S2 0.6301 0.6301 0.6339
S3 0.6236 0.6261 0.6333
S4 0.6171 0.6196 0.6315
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6838 0.6735 0.6401
R3 0.6678 0.6575 0.6357
R2 0.6518 0.6518 0.6342
R1 0.6415 0.6415 0.6327 0.6387
PP 0.6358 0.6358 0.6358 0.6344
S1 0.6255 0.6255 0.6298 0.6227
S2 0.6198 0.6198 0.6283
S3 0.6038 0.6095 0.6269
S4 0.5878 0.5935 0.6225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6446 0.6301 0.0145 2.3% 0.0065 1.0% 34% False False 98,475
10 0.6461 0.6301 0.0160 2.5% 0.0064 1.0% 31% False False 102,620
20 0.6519 0.6301 0.0218 3.4% 0.0066 1.0% 23% False False 115,434
40 0.6547 0.6301 0.0246 3.9% 0.0062 1.0% 20% False False 76,600
60 0.6851 0.6301 0.0550 8.7% 0.0063 1.0% 9% False False 51,185
80 0.6928 0.6301 0.0627 9.9% 0.0063 1.0% 8% False False 38,430
100 0.6928 0.6301 0.0627 9.9% 0.0059 0.9% 8% False False 30,751
120 0.6928 0.6301 0.0627 9.9% 0.0053 0.8% 8% False False 25,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6683
2.618 0.6577
1.618 0.6512
1.000 0.6472
0.618 0.6447
HIGH 0.6407
0.618 0.6382
0.500 0.6374
0.382 0.6366
LOW 0.6342
0.618 0.6301
1.000 0.6277
1.618 0.6236
2.618 0.6171
4.250 0.6065
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 0.6374 0.6360
PP 0.6366 0.6357
S1 0.6358 0.6354

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

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