CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 0.6563 0.6544 -0.0019 -0.3% 0.6603
High 0.6642 0.6561 -0.0081 -1.2% 0.6642
Low 0.6543 0.6514 -0.0029 -0.4% 0.6514
Close 0.6566 0.6521 -0.0045 -0.7% 0.6521
Range 0.0099 0.0047 -0.0052 -52.5% 0.0128
ATR 0.0068 0.0067 -0.0001 -1.7% 0.0000
Volume 202 213 11 5.4% 1,770
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6673 0.6644 0.6547
R3 0.6626 0.6597 0.6534
R2 0.6579 0.6579 0.6530
R1 0.6550 0.6550 0.6525 0.6541
PP 0.6532 0.6532 0.6532 0.6528
S1 0.6503 0.6503 0.6517 0.6494
S2 0.6485 0.6485 0.6512
S3 0.6438 0.6456 0.6508
S4 0.6391 0.6409 0.6495
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6943 0.6860 0.6591
R3 0.6815 0.6732 0.6556
R2 0.6687 0.6687 0.6544
R1 0.6604 0.6604 0.6533 0.6582
PP 0.6559 0.6559 0.6559 0.6548
S1 0.6476 0.6476 0.6509 0.6454
S2 0.6431 0.6431 0.6498
S3 0.6303 0.6348 0.6486
S4 0.6175 0.6220 0.6451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6642 0.6514 0.0128 2.0% 0.0056 0.9% 5% False True 354
10 0.6769 0.6514 0.0255 3.9% 0.0068 1.0% 3% False True 356
20 0.6877 0.6514 0.0363 5.6% 0.0065 1.0% 2% False True 275
40 0.6928 0.6514 0.0414 6.3% 0.0066 1.0% 2% False True 207
60 0.6928 0.6514 0.0414 6.3% 0.0053 0.8% 2% False True 141
80 0.6928 0.6514 0.0414 6.3% 0.0046 0.7% 2% False True 106
100 0.6928 0.6514 0.0414 6.3% 0.0042 0.6% 2% False True 85
120 0.6928 0.6514 0.0414 6.3% 0.0038 0.6% 2% False True 71
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6761
2.618 0.6684
1.618 0.6637
1.000 0.6608
0.618 0.6590
HIGH 0.6561
0.618 0.6543
0.500 0.6538
0.382 0.6532
LOW 0.6514
0.618 0.6485
1.000 0.6467
1.618 0.6438
2.618 0.6391
4.250 0.6314
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 0.6538 0.6578
PP 0.6532 0.6559
S1 0.6527 0.6540

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

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