CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	0.6509	0.6445	-0.0065	-1.0%	0.6435
High	0.6514	0.6467	-0.0047	-0.7%	0.6514
Low	0.6440	0.6407	-0.0034	-0.5%	0.6407
Close	0.6449	0.6446	-0.0003	0.0%	0.6446
Range	0.0074	0.0061	-0.0013	-17.7%	0.0107
ATR	0.0063	0.0062	0.0000	-0.2%	0.0000
Volume	370	376	6	1.6%	1,555

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6621	0.6594	0.6479
R3	0.6561	0.6533	0.6462
R2	0.6500	0.6500	0.6457
R1	0.6473	0.6473	0.6451	0.6487
PP	0.6440	0.6440	0.6440	0.6447
S1	0.6412	0.6412	0.6440	0.6426
S2	0.6379	0.6379	0.6434
S3	0.6319	0.6352	0.6429
S4	0.6258	0.6291	0.6412

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6718	0.6504
R3	0.6669	0.6611	0.6475
R2	0.6562	0.6562	0.6465
R1	0.6504	0.6504	0.6455	0.6533
PP	0.6455	0.6455	0.6455	0.6470
S1	0.6397	0.6397	0.6436	0.6426
S2	0.6348	0.6348	0.6426
S3	0.6241	0.6290	0.6416
S4	0.6134	0.6183	0.6387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6514	0.6407	0.0107	1.7%	0.0057	0.9%	36%	False	True	311
10	0.6541	0.6392	0.0149	2.3%	0.0058	0.9%	36%	False	False	366
20	0.6769	0.6392	0.0377	5.8%	0.0063	1.0%	14%	False	False	361
40	0.6928	0.6392	0.0536	8.3%	0.0064	1.0%	10%	False	False	262
60	0.6928	0.6392	0.0536	8.3%	0.0059	0.9%	10%	False	False	201
80	0.6928	0.6392	0.0536	8.3%	0.0050	0.8%	10%	False	False	152
100	0.6928	0.6392	0.0536	8.3%	0.0046	0.7%	10%	False	False	122
120	0.6928	0.6392	0.0536	8.3%	0.0040	0.6%	10%	False	False	102

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6724
2.618	0.6625
1.618	0.6565
1.000	0.6528
0.618	0.6504
HIGH	0.6467
0.618	0.6444
0.500	0.6437
0.382	0.6430
LOW	0.6407
0.618	0.6369
1.000	0.6346
1.618	0.6309
2.618	0.6248
4.250	0.6149

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	0.6443	0.6460
PP	0.6440	0.6455
S1	0.6437	0.6450

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