CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	0.6660	0.6697	0.0038	0.6%	0.6577
High	0.6729	0.6728	-0.0001	0.0%	0.6729
Low	0.6660	0.6664	0.0005	0.1%	0.6541
Close	0.6698	0.6707	0.0009	0.1%	0.6707
Range	0.0070	0.0064	-0.0006	-7.9%	0.0188
ATR	0.0071	0.0071	-0.0001	-0.7%	0.0000
Volume	123,941	17,222	-106,719	-86.1%	529,509

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6892	0.6863	0.6742
R3	0.6828	0.6799	0.6724
R2	0.6764	0.6764	0.6718
R1	0.6735	0.6735	0.6712	0.6749
PP	0.6700	0.6700	0.6700	0.6707
S1	0.6671	0.6671	0.6701	0.6685
S2	0.6636	0.6636	0.6695
S3	0.6572	0.6607	0.6689
S4	0.6508	0.6543	0.6671

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7223	0.7153	0.6810
R3	0.7035	0.6965	0.6758
R2	0.6847	0.6847	0.6741
R1	0.6777	0.6777	0.6724	0.6812
PP	0.6659	0.6659	0.6659	0.6676
S1	0.6589	0.6589	0.6689	0.6624
S2	0.6471	0.6471	0.6672
S3	0.6283	0.6401	0.6655
S4	0.6095	0.6213	0.6603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6729	0.6541	0.0188	2.8%	0.0074	1.1%	88%	False	False	105,901
10	0.6729	0.6528	0.0202	3.0%	0.0074	1.1%	89%	False	False	107,749
20	0.6729	0.6458	0.0271	4.0%	0.0068	1.0%	92%	False	False	106,596
40	0.6729	0.6281	0.0449	6.7%	0.0067	1.0%	95%	False	False	110,757
60	0.6729	0.6281	0.0449	6.7%	0.0067	1.0%	95%	False	False	112,015
80	0.6729	0.6281	0.0449	6.7%	0.0065	1.0%	95%	False	False	95,071
100	0.6851	0.6281	0.0571	8.5%	0.0065	1.0%	75%	False	False	76,127
120	0.6928	0.6281	0.0647	9.6%	0.0064	1.0%	66%	False	False	63,468

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7000
2.618	0.6896
1.618	0.6832
1.000	0.6792
0.618	0.6768
HIGH	0.6728
0.618	0.6704
0.500	0.6696
0.382	0.6688
LOW	0.6664
0.618	0.6624
1.000	0.6600
1.618	0.6560
2.618	0.6496
4.250	0.6392

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	0.6703	0.6683
PP	0.6700	0.6659
S1	0.6696	0.6636

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