CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 0.6826 0.6786 -0.0041 -0.6% 0.6706
High 0.6834 0.6860 0.0026 0.4% 0.6910
Low 0.6764 0.6779 0.0015 0.2% 0.6638
Close 0.6790 0.6794 0.0004 0.1% 0.6854
Range 0.0070 0.0081 0.0011 15.7% 0.0272
ATR 0.0070 0.0071 0.0001 1.1% 0.0000
Volume 81,515 85,984 4,469 5.5% 475,063
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7054 0.7005 0.6838
R3 0.6973 0.6924 0.6816
R2 0.6892 0.6892 0.6808
R1 0.6843 0.6843 0.6801 0.6867
PP 0.6811 0.6811 0.6811 0.6823
S1 0.6762 0.6762 0.6786 0.6786
S2 0.6730 0.6730 0.6779
S3 0.6649 0.6681 0.6771
S4 0.6568 0.6600 0.6749
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% 0.0063 0.9% 20% False False 83,474
10 0.6910 0.6635 0.0275 4.0% 0.0074 1.1% 58% False False 88,634
20 0.6910 0.6610 0.0300 4.4% 0.0070 1.0% 61% False False 89,974
40 0.6915 0.6487 0.0428 6.3% 0.0070 1.0% 72% False False 64,395
60 0.6915 0.6487 0.0428 6.3% 0.0065 1.0% 72% False False 42,981
80 0.6915 0.6487 0.0428 6.3% 0.0061 0.9% 72% False False 32,247
100 0.6915 0.6487 0.0428 6.3% 0.0058 0.9% 72% False False 25,829
120 0.7205 0.6487 0.0718 10.6% 0.0058 0.9% 43% False False 21,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7204
2.618 0.7072
1.618 0.6991
1.000 0.6941
0.618 0.6910
HIGH 0.6860
0.618 0.6829
0.500 0.6819
0.382 0.6809
LOW 0.6779
0.618 0.6728
1.000 0.6698
1.618 0.6647
2.618 0.6566
4.250 0.6434
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 0.6819 0.6812
PP 0.6811 0.6806
S1 0.6802 0.6800

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

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