CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	0.6423	0.6411	-0.0012	-0.2%	0.6412
High	0.6447	0.6445	-0.0002	0.0%	0.6493
Low	0.6385	0.6407	0.0022	0.3%	0.6385
Close	0.6424	0.6429	0.0005	0.1%	0.6424
Range	0.0062	0.0038	-0.0024	-38.2%	0.0108
ATR	0.0068	0.0065	-0.0002	-3.1%	0.0000
Volume	91,351	69,865	-21,486	-23.5%	371,085

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6541	0.6523	0.6449
R3	0.6503	0.6485	0.6439
R2	0.6465	0.6465	0.6435
R1	0.6447	0.6447	0.6432	0.6456
PP	0.6427	0.6427	0.6427	0.6431
S1	0.6409	0.6409	0.6425	0.6418
S2	0.6389	0.6389	0.6422
S3	0.6351	0.6371	0.6418
S4	0.6313	0.6333	0.6408

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6758	0.6699	0.6483
R3	0.6650	0.6591	0.6454
R2	0.6542	0.6542	0.6444
R1	0.6483	0.6483	0.6434	0.6513
PP	0.6434	0.6434	0.6434	0.6449
S1	0.6375	0.6375	0.6414	0.6405
S2	0.6326	0.6326	0.6404
S3	0.6218	0.6267	0.6394
S4	0.6110	0.6159	0.6365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6493	0.6385	0.0108	1.7%	0.0060	0.9%	40%	False	False	76,262
10	0.6529	0.6371	0.0158	2.5%	0.0061	0.9%	36%	False	False	77,458
20	0.6734	0.6371	0.0363	5.6%	0.0066	1.0%	16%	False	False	79,362
40	0.6910	0.6371	0.0539	8.4%	0.0070	1.1%	11%	False	False	84,643
60	0.6915	0.6371	0.0544	8.5%	0.0070	1.1%	11%	False	False	79,598
80	0.6915	0.6371	0.0544	8.5%	0.0067	1.0%	11%	False	False	59,806
100	0.6915	0.6371	0.0544	8.5%	0.0064	1.0%	11%	False	False	47,855
120	0.6915	0.6371	0.0544	8.5%	0.0062	1.0%	11%	False	False	39,906

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6607
2.618	0.6544
1.618	0.6506
1.000	0.6483
0.618	0.6468
HIGH	0.6445
0.618	0.6430
0.500	0.6426
0.382	0.6422
LOW	0.6407
0.618	0.6384
1.000	0.6369
1.618	0.6346
2.618	0.6308
4.250	0.6246

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	0.6428	0.6439
PP	0.6427	0.6436
S1	0.6426	0.6432

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