CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	0.6632	0.6549	-0.0083	-1.2%	0.6743
High	0.6641	0.6578	-0.0063	-0.9%	0.6833
Low	0.6538	0.6524	-0.0015	-0.2%	0.6634
Close	0.6556	0.6557	0.0002	0.0%	0.6663
Range	0.0103	0.0054	-0.0049	-47.3%	0.0200
ATR	0.0080	0.0078	-0.0002	-2.3%	0.0000
Volume	107,398	90,474	-16,924	-15.8%	479,236

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6715	0.6690	0.6587
R3	0.6661	0.6636	0.6572
R2	0.6607	0.6607	0.6567
R1	0.6582	0.6582	0.6562	0.6594
PP	0.6553	0.6553	0.6553	0.6559
S1	0.6528	0.6528	0.6552	0.6540
S2	0.6499	0.6499	0.6547
S3	0.6445	0.6474	0.6542
S4	0.6391	0.6420	0.6527

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	0.6751	0.6524	0.0228	3.5%	0.0092	1.4%	15%	False	True	97,509
10	0.6833	0.6524	0.0310	4.7%	0.0083	1.3%	11%	False	True	91,462
20	0.6910	0.6524	0.0386	5.9%	0.0078	1.2%	9%	False	True	90,048
40	0.6915	0.6524	0.0392	6.0%	0.0074	1.1%	9%	False	True	86,442
60	0.6915	0.6487	0.0428	6.5%	0.0070	1.1%	16%	False	False	58,204
80	0.6915	0.6487	0.0428	6.5%	0.0065	1.0%	16%	False	False	43,672
100	0.6915	0.6487	0.0428	6.5%	0.0062	0.9%	16%	False	False	34,966
120	0.7039	0.6487	0.0552	8.4%	0.0060	0.9%	13%	False	False	29,147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.6807
2.618	0.6719
1.618	0.6665
1.000	0.6632
0.618	0.6611
HIGH	0.6578
0.618	0.6557
0.500	0.6551
0.382	0.6544
LOW	0.6524
0.618	0.6490
1.000	0.6470
1.618	0.6436
2.618	0.6382
4.250	0.6294

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.6555	0.6629
PP	0.6553	0.6605
S1	0.6551	0.6581

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