CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 0.6499 0.6510 0.0011 0.2% 0.6440
High 0.6531 0.6546 0.0015 0.2% 0.6547
Low 0.6487 0.6463 -0.0024 -0.4% 0.6428
Close 0.6499 0.6475 -0.0024 -0.4% 0.6475
Range 0.0045 0.0084 0.0039 87.6% 0.0120
ATR 0.0061 0.0063 0.0002 2.6% 0.0000
Volume 670 1,975 1,305 194.8% 4,980
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6745 0.6694 0.6521
R3 0.6662 0.6610 0.6498
R2 0.6578 0.6578 0.6490
R1 0.6527 0.6527 0.6483 0.6511
PP 0.6495 0.6495 0.6495 0.6487
S1 0.6443 0.6443 0.6467 0.6427
S2 0.6411 0.6411 0.6460
S3 0.6328 0.6360 0.6452
S4 0.6244 0.6276 0.6429
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6842 0.6778 0.6541
R3 0.6722 0.6658 0.6508
R2 0.6603 0.6603 0.6497
R1 0.6539 0.6539 0.6486 0.6571
PP 0.6483 0.6483 0.6483 0.6499
S1 0.6419 0.6419 0.6464 0.6451
S2 0.6364 0.6364 0.6453
S3 0.6244 0.6300 0.6442
S4 0.6125 0.6180 0.6409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6547 0.6428 0.0120 1.8% 0.0063 1.0% 40% False False 996
10 0.6547 0.6407 0.0141 2.2% 0.0060 0.9% 49% False False 653
20 0.6642 0.6392 0.0250 3.9% 0.0059 0.9% 33% False False 520
40 0.6928 0.6392 0.0536 8.3% 0.0064 1.0% 15% False False 376
60 0.6928 0.6392 0.0536 8.3% 0.0062 1.0% 15% False False 283
80 0.6928 0.6392 0.0536 8.3% 0.0052 0.8% 15% False False 214
100 0.6928 0.6392 0.0536 8.3% 0.0048 0.7% 15% False False 171
120 0.6928 0.6392 0.0536 8.3% 0.0042 0.7% 15% False False 143
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6901
2.618 0.6765
1.618 0.6681
1.000 0.6630
0.618 0.6598
HIGH 0.6546
0.618 0.6514
0.500 0.6504
0.382 0.6494
LOW 0.6463
0.618 0.6411
1.000 0.6379
1.618 0.6327
2.618 0.6244
4.250 0.6108
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 0.6504 0.6505
PP 0.6495 0.6495
S1 0.6485 0.6485

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

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