CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	0.6385	0.6379	-0.0006	-0.1%	0.6452
High	0.6398	0.6417	0.0019	0.3%	0.6484
Low	0.6365	0.6369	0.0005	0.1%	0.6360
Close	0.6381	0.6374	-0.0007	-0.1%	0.6374
Range	0.0033	0.0048	0.0015	43.9%	0.0124
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	71,928	78,900	6,972	9.7%	444,341

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6529	0.6499	0.6400
R3	0.6482	0.6452	0.6387
R2	0.6434	0.6434	0.6383
R1	0.6404	0.6404	0.6378	0.6395
PP	0.6387	0.6387	0.6387	0.6382
S1	0.6357	0.6357	0.6370	0.6348
S2	0.6339	0.6339	0.6365
S3	0.6292	0.6309	0.6361
S4	0.6244	0.6262	0.6348

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6699	0.6442
R3	0.6653	0.6575	0.6408
R2	0.6529	0.6529	0.6397
R1	0.6452	0.6452	0.6385	0.6429
PP	0.6406	0.6406	0.6406	0.6394
S1	0.6328	0.6328	0.6363	0.6305
S2	0.6282	0.6282	0.6351
S3	0.6159	0.6205	0.6340
S4	0.6035	0.6081	0.6306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6526	0.6360	0.0166	2.6%	0.0067	1.1%	8%	False	False	114,430
10	0.6527	0.6360	0.0167	2.6%	0.0064	1.0%	8%	False	False	105,377
20	0.6541	0.6360	0.0181	2.8%	0.0062	1.0%	8%	False	False	91,316
40	0.6910	0.6360	0.0550	8.6%	0.0068	1.1%	3%	False	False	87,905
60	0.6915	0.6360	0.0555	8.7%	0.0071	1.1%	3%	False	False	91,580
80	0.6915	0.6360	0.0555	8.7%	0.0068	1.1%	3%	False	False	70,949
100	0.6915	0.6360	0.0555	8.7%	0.0065	1.0%	3%	False	False	56,778
120	0.6915	0.6360	0.0555	8.7%	0.0063	1.0%	3%	False	False	47,328

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6618
2.618	0.6541
1.618	0.6493
1.000	0.6464
0.618	0.6446
HIGH	0.6417
0.618	0.6398
0.500	0.6393
0.382	0.6387
LOW	0.6369
0.618	0.6340
1.000	0.6322
1.618	0.6292
2.618	0.6245
4.250	0.6167

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	0.6393	0.6388
PP	0.6387	0.6384
S1	0.6380	0.6379

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