CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	0.6561	0.6580	0.0019	0.3%	0.6661
High	0.6619	0.6603	-0.0017	-0.2%	0.6751
Low	0.6555	0.6564	0.0010	0.1%	0.6524
Close	0.6582	0.6583	0.0001	0.0%	0.6582
Range	0.0065	0.0039	-0.0026	-40.3%	0.0228
ATR	0.0077	0.0074	-0.0003	-3.6%	0.0000
Volume	91,661	50,478	-41,183	-44.9%	462,945

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6699	0.6679	0.6604
R3	0.6660	0.6641	0.6594
R2	0.6622	0.6622	0.6590
R1	0.6602	0.6602	0.6587	0.6612
PP	0.6583	0.6583	0.6583	0.6588
S1	0.6564	0.6564	0.6579	0.6574
S2	0.6545	0.6545	0.6576
S3	0.6506	0.6525	0.6572
S4	0.6468	0.6487	0.6562

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7301	0.7169	0.6707
R3	0.7074	0.6942	0.6645
R2	0.6846	0.6846	0.6624
R1	0.6714	0.6714	0.6603	0.6667
PP	0.6619	0.6619	0.6619	0.6595
S1	0.6487	0.6487	0.6561	0.6439
S2	0.6391	0.6391	0.6540
S3	0.6164	0.6259	0.6519
S4	0.5936	0.6032	0.6457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6734	0.6524	0.0211	3.2%	0.0076	1.2%	28%	False	False	87,544
10	0.6833	0.6524	0.0310	4.7%	0.0082	1.2%	19%	False	False	90,477
20	0.6910	0.6524	0.0386	5.9%	0.0076	1.1%	15%	False	False	88,870
40	0.6915	0.6524	0.0392	5.9%	0.0074	1.1%	15%	False	False	89,681
60	0.6915	0.6487	0.0428	6.5%	0.0070	1.1%	22%	False	False	60,571
80	0.6915	0.6487	0.0428	6.5%	0.0066	1.0%	22%	False	False	45,449
100	0.6915	0.6487	0.0428	6.5%	0.0061	0.9%	22%	False	False	36,381
120	0.7025	0.6487	0.0538	8.2%	0.0060	0.9%	18%	False	False	30,331

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 29 trading days

Fibonacci Retracements and Extensions
4.250	0.6766
2.618	0.6703
1.618	0.6665
1.000	0.6641
0.618	0.6626
HIGH	0.6603
0.618	0.6588
0.500	0.6583
0.382	0.6579
LOW	0.6564
0.618	0.6540
1.000	0.6526
1.618	0.6502
2.618	0.6463
4.250	0.6400

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	0.6583	0.6579
PP	0.6583	0.6575
S1	0.6583	0.6571

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