CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	0.6474	0.6468	-0.0007	-0.1%	0.6405
High	0.6531	0.6472	-0.0059	-0.9%	0.6495
Low	0.6459	0.6404	-0.0056	-0.9%	0.6402
Close	0.6491	0.6438	-0.0053	-0.8%	0.6454
Range	0.0072	0.0068	-0.0004	-4.9%	0.0093
ATR	0.0057	0.0059	0.0002	3.8%	0.0000
Volume	120,200	129,689	9,489	7.9%	422,361

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6642	0.6608	0.6475
R3	0.6574	0.6540	0.6456
R2	0.6506	0.6506	0.6450
R1	0.6472	0.6472	0.6444	0.6455
PP	0.6438	0.6438	0.6438	0.6429
S1	0.6404	0.6404	0.6431	0.6387
S2	0.6370	0.6370	0.6425
S3	0.6302	0.6336	0.6419
S4	0.6234	0.6268	0.6400

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6729	0.6684	0.6505
R3	0.6636	0.6591	0.6479
R2	0.6543	0.6543	0.6471
R1	0.6498	0.6498	0.6462	0.6521
PP	0.6450	0.6450	0.6450	0.6461
S1	0.6405	0.6405	0.6445	0.6428
S2	0.6357	0.6357	0.6436
S3	0.6264	0.6312	0.6428
S4	0.6171	0.6219	0.6402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6531	0.6404	0.0127	2.0%	0.0054	0.8%	27%	False	True	102,397
10	0.6531	0.6390	0.0141	2.2%	0.0051	0.8%	34%	False	False	85,026
20	0.6547	0.6381	0.0166	2.6%	0.0058	0.9%	34%	False	False	44,239
40	0.6851	0.6381	0.0470	7.3%	0.0062	1.0%	12%	False	False	22,296
60	0.6928	0.6381	0.0547	8.5%	0.0062	1.0%	10%	False	False	14,922
80	0.6928	0.6381	0.0547	8.5%	0.0058	0.9%	10%	False	False	11,202
100	0.6928	0.6381	0.0547	8.5%	0.0051	0.8%	10%	False	False	8,962
120	0.6928	0.6381	0.0547	8.5%	0.0047	0.7%	10%	False	False	7,468

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6761
2.618	0.6650
1.618	0.6582
1.000	0.6540
0.618	0.6514
HIGH	0.6472
0.618	0.6446
0.500	0.6438
0.382	0.6429
LOW	0.6404
0.618	0.6361
1.000	0.6336
1.618	0.6293
2.618	0.6225
4.250	0.6115

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	0.6438	0.6467
PP	0.6438	0.6457
S1	0.6438	0.6447

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