CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	0.6661	0.6729	0.0069	1.0%	0.6743
High	0.6751	0.6734	-0.0017	-0.3%	0.6833
Low	0.6660	0.6613	-0.0047	-0.7%	0.6634
Close	0.6729	0.6619	-0.0110	-1.6%	0.6663
Range	0.0092	0.0121	0.0030	32.2%	0.0200
ATR	0.0075	0.0078	0.0003	4.4%	0.0000
Volume	75,699	97,713	22,014	29.1%	479,236

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7018	0.6940	0.6686
R3	0.6897	0.6819	0.6652
R2	0.6776	0.6776	0.6641
R1	0.6698	0.6698	0.6630	0.6677
PP	0.6655	0.6655	0.6655	0.6645
S1	0.6577	0.6577	0.6608	0.6556
S2	0.6534	0.6534	0.6597
S3	0.6413	0.6456	0.6586
S4	0.6292	0.6335	0.6552

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7308	0.7185	0.6772
R3	0.7109	0.6985	0.6717
R2	0.6909	0.6909	0.6699
R1	0.6786	0.6786	0.6681	0.6748
PP	0.6710	0.6710	0.6710	0.6691
S1	0.6586	0.6586	0.6644	0.6548
S2	0.6510	0.6510	0.6626
S3	0.6311	0.6387	0.6608
S4	0.6111	0.6187	0.6553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6833	0.6613	0.0220	3.3%	0.0098	1.5%	3%	False	True	98,561
10	0.6860	0.6613	0.0247	3.7%	0.0082	1.2%	2%	False	True	88,425
20	0.6910	0.6613	0.0297	4.5%	0.0078	1.2%	2%	False	True	90,620
40	0.6915	0.6606	0.0309	4.7%	0.0074	1.1%	4%	False	False	82,101
60	0.6915	0.6487	0.0428	6.5%	0.0069	1.0%	31%	False	False	54,909
80	0.6915	0.6487	0.0428	6.5%	0.0064	1.0%	31%	False	False	41,199
100	0.6915	0.6487	0.0428	6.5%	0.0062	0.9%	31%	False	False	32,990
120	0.7054	0.6487	0.0567	8.6%	0.0060	0.9%	23%	False	False	27,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7248
2.618	0.7051
1.618	0.6930
1.000	0.6855
0.618	0.6809
HIGH	0.6734
0.618	0.6688
0.500	0.6674
0.382	0.6659
LOW	0.6613
0.618	0.6538
1.000	0.6492
1.618	0.6417
2.618	0.6296
4.250	0.6099

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	0.6674	0.6682
PP	0.6655	0.6661
S1	0.6637	0.6640

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