CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 0.6601 0.6577 -0.0024 -0.4% 0.6675
High 0.6622 0.6585 -0.0037 -0.6% 0.6694
Low 0.6560 0.6552 -0.0009 -0.1% 0.6528
Close 0.6582 0.6568 -0.0015 -0.2% 0.6582
Range 0.0062 0.0034 -0.0028 -45.5% 0.0166
ATR 0.0069 0.0066 -0.0003 -3.7% 0.0000
Volume 100,601 81,782 -18,819 -18.7% 547,988
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6669 0.6652 0.6586
R3 0.6635 0.6618 0.6577
R2 0.6602 0.6602 0.6574
R1 0.6585 0.6585 0.6571 0.6576
PP 0.6568 0.6568 0.6568 0.6564
S1 0.6551 0.6551 0.6564 0.6543
S2 0.6535 0.6535 0.6561
S3 0.6501 0.6518 0.6558
S4 0.6468 0.6484 0.6549
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7099 0.7007 0.6673
R3 0.6933 0.6841 0.6628
R2 0.6767 0.6767 0.6612
R1 0.6675 0.6675 0.6597 0.6638
PP 0.6601 0.6601 0.6601 0.6583
S1 0.6509 0.6509 0.6567 0.6472
S2 0.6435 0.6435 0.6552
S3 0.6269 0.6343 0.6536
S4 0.6103 0.6177 0.6491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6625 0.6528 0.0097 1.5% 0.0063 1.0% 41% False False 103,113
10 0.6694 0.6528 0.0166 2.5% 0.0070 1.1% 24% False False 113,609
20 0.6694 0.6328 0.0366 5.6% 0.0069 1.0% 66% False False 109,621
40 0.6694 0.6281 0.0413 6.3% 0.0064 1.0% 69% False False 109,066
60 0.6694 0.6281 0.0413 6.3% 0.0065 1.0% 69% False False 111,416
80 0.6694 0.6281 0.0413 6.3% 0.0063 1.0% 69% False False 89,486
100 0.6851 0.6281 0.0571 8.7% 0.0064 1.0% 50% False False 71,657
120 0.6928 0.6281 0.0647 9.9% 0.0063 1.0% 44% False False 59,740
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.6727
2.618 0.6673
1.618 0.6639
1.000 0.6619
0.618 0.6606
HIGH 0.6585
0.618 0.6572
0.500 0.6568
0.382 0.6564
LOW 0.6552
0.618 0.6531
1.000 0.6518
1.618 0.6497
2.618 0.6464
4.250 0.6409
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 0.6568 0.6575
PP 0.6568 0.6572
S1 0.6568 0.6570

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

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