CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-Jul-2023
Day Change Summary
Previous Current
18-Jul-2023 19-Jul-2023 Change Change % Previous Week
Open 0.6830 0.6826 -0.0004 -0.1% 0.6706
High 0.6851 0.6834 -0.0017 -0.2% 0.6910
Low 0.6803 0.6764 -0.0039 -0.6% 0.6638
Close 0.6827 0.6790 -0.0038 -0.5% 0.6854
Range 0.0049 0.0070 0.0022 44.3% 0.0272
ATR 0.0070 0.0070 0.0000 0.0% 0.0000
Volume 85,352 81,515 -3,837 -4.5% 475,063
Daily Pivots for day following 19-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7006 0.6968 0.6828
R3 0.6936 0.6898 0.6809
R2 0.6866 0.6866 0.6802
R1 0.6828 0.6828 0.6796 0.6812
PP 0.6796 0.6796 0.6796 0.6788
S1 0.6758 0.6758 0.6783 0.6742
S2 0.6726 0.6726 0.6777
S3 0.6656 0.6688 0.6770
S4 0.6586 0.6618 0.6751
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7615 0.7506 0.7003
R3 0.7344 0.7235 0.6929
R2 0.7072 0.7072 0.6904
R1 0.6963 0.6963 0.6879 0.7018
PP 0.6801 0.6801 0.6801 0.6828
S1 0.6692 0.6692 0.6829 0.6746
S2 0.6529 0.6529 0.6804
S3 0.6258 0.6420 0.6779
S4 0.5986 0.6149 0.6705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6910 0.6764 0.0146 2.1% 0.0069 1.0% 18% False True 87,812
10 0.6910 0.6614 0.0296 4.4% 0.0075 1.1% 59% False False 89,443
20 0.6910 0.6610 0.0300 4.4% 0.0069 1.0% 60% False False 89,625
40 0.6915 0.6487 0.0428 6.3% 0.0069 1.0% 71% False False 62,247
60 0.6915 0.6487 0.0428 6.3% 0.0065 1.0% 71% False False 41,548
80 0.6915 0.6487 0.0428 6.3% 0.0060 0.9% 71% False False 31,173
100 0.6915 0.6487 0.0428 6.3% 0.0058 0.8% 71% False False 24,970
120 0.7205 0.6487 0.0718 10.6% 0.0058 0.9% 42% False False 20,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7132
2.618 0.7017
1.618 0.6947
1.000 0.6904
0.618 0.6877
HIGH 0.6834
0.618 0.6807
0.500 0.6799
0.382 0.6791
LOW 0.6764
0.618 0.6721
1.000 0.6694
1.618 0.6651
2.618 0.6581
4.250 0.6467
Fisher Pivots for day following 19-Jul-2023
Pivot 1 day 3 day
R1 0.6799 0.6809
PP 0.6796 0.6802
S1 0.6793 0.6796

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols