CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 0.6340 0.6326 -0.0014 -0.2% 0.6316
High 0.6342 0.6362 0.0020 0.3% 0.6407
Low 0.6310 0.6301 -0.0009 -0.1% 0.6309
Close 0.6327 0.6357 0.0030 0.5% 0.6327
Range 0.0033 0.0061 0.0028 86.2% 0.0098
ATR 0.0061 0.0061 0.0000 -0.1% 0.0000
Volume 68,612 89,799 21,187 30.9% 448,698
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6521 0.6499 0.6390
R3 0.6461 0.6439 0.6373
R2 0.6400 0.6400 0.6368
R1 0.6378 0.6378 0.6362 0.6389
PP 0.6340 0.6340 0.6340 0.6345
S1 0.6318 0.6318 0.6351 0.6329
S2 0.6279 0.6279 0.6345
S3 0.6219 0.6257 0.6340
S4 0.6158 0.6197 0.6323
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6641 0.6582 0.6380
R3 0.6543 0.6484 0.6353
R2 0.6445 0.6445 0.6344
R1 0.6386 0.6386 0.6335 0.6416
PP 0.6347 0.6347 0.6347 0.6362
S1 0.6288 0.6288 0.6318 0.6318
S2 0.6249 0.6249 0.6309
S3 0.6151 0.6190 0.6300
S4 0.6053 0.6092 0.6273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6407 0.6301 0.0106 1.7% 0.0053 0.8% 53% False True 92,718
10 0.6461 0.6301 0.0160 2.5% 0.0058 0.9% 35% False True 95,569
20 0.6519 0.6301 0.0218 3.4% 0.0065 1.0% 26% False True 113,094
40 0.6547 0.6301 0.0246 3.9% 0.0061 1.0% 23% False True 83,327
60 0.6769 0.6301 0.0468 7.4% 0.0061 1.0% 12% False True 55,671
80 0.6928 0.6301 0.0627 9.9% 0.0063 1.0% 9% False True 41,794
100 0.6928 0.6301 0.0627 9.9% 0.0060 0.9% 9% False True 33,451
120 0.6928 0.6301 0.0627 9.9% 0.0054 0.8% 9% False True 27,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6619
2.618 0.6520
1.618 0.6459
1.000 0.6422
0.618 0.6399
HIGH 0.6362
0.618 0.6338
0.500 0.6331
0.382 0.6324
LOW 0.6301
0.618 0.6264
1.000 0.6241
1.618 0.6203
2.618 0.6143
4.250 0.6044
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 0.6348 0.6349
PP 0.6340 0.6342
S1 0.6331 0.6335

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

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