CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	0.6591	0.6572	-0.0019	-0.3%	0.6686
High	0.6591	0.6597	0.0006	0.1%	0.6769
Low	0.6529	0.6556	0.0027	0.4%	0.6548
Close	0.6568	0.6568	-0.0001	0.0%	0.6603
Range	0.0062	0.0041	-0.0021	-33.9%	0.0221
ATR	0.0068	0.0066	-0.0002	-2.8%	0.0000
Volume	600	266	-334	-55.7%	1,794

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6697	0.6673	0.6590
R3	0.6656	0.6632	0.6579
R2	0.6615	0.6615	0.6575
R1	0.6591	0.6591	0.6571	0.6582
PP	0.6574	0.6574	0.6574	0.6569
S1	0.6550	0.6550	0.6564	0.6541
S2	0.6533	0.6533	0.6560
S3	0.6492	0.6509	0.6556
S4	0.6451	0.6468	0.6545

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7303	0.7174	0.6724
R3	0.7082	0.6953	0.6663
R2	0.6861	0.6861	0.6643
R1	0.6732	0.6732	0.6623	0.6686
PP	0.6640	0.6640	0.6640	0.6617
S1	0.6511	0.6511	0.6582	0.6465
S2	0.6419	0.6419	0.6562
S3	0.6198	0.6290	0.6542
S4	0.5977	0.6069	0.6481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6637	0.6529	0.0108	1.6%	0.0049	0.7%	36%	False	False	453
10	0.6851	0.6529	0.0322	4.9%	0.0074	1.1%	12%	False	False	373
20	0.6928	0.6529	0.0399	6.1%	0.0066	1.0%	10%	False	False	269
40	0.6928	0.6529	0.0399	6.1%	0.0064	1.0%	10%	False	False	197
60	0.6928	0.6529	0.0399	6.1%	0.0051	0.8%	10%	False	False	134
80	0.6928	0.6529	0.0399	6.1%	0.0044	0.7%	10%	False	False	101
100	0.6928	0.6529	0.0399	6.1%	0.0040	0.6%	10%	False	False	81
120	0.6949	0.6529	0.0420	6.4%	0.0037	0.6%	9%	False	False	68

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6771
2.618	0.6704
1.618	0.6663
1.000	0.6638
0.618	0.6622
HIGH	0.6597
0.618	0.6581
0.500	0.6577
0.382	0.6572
LOW	0.6556
0.618	0.6531
1.000	0.6515
1.618	0.6490
2.618	0.6449
4.250	0.6382

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	0.6577	0.6574
PP	0.6574	0.6572
S1	0.6571	0.6570

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols