CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 0.6791 0.6743 -0.0048 -0.7% 0.6851
High 0.6800 0.6768 -0.0032 -0.5% 0.6860
Low 0.6734 0.6727 -0.0008 -0.1% 0.6734
Close 0.6743 0.6754 0.0011 0.2% 0.6743
Range 0.0066 0.0041 -0.0025 -37.4% 0.0126
ATR 0.0070 0.0068 -0.0002 -3.0% 0.0000
Volume 64,109 87,880 23,771 37.1% 382,663
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6872 0.6854 0.6777
R3 0.6831 0.6813 0.6765
R2 0.6790 0.6790 0.6762
R1 0.6772 0.6772 0.6758 0.6781
PP 0.6749 0.6749 0.6749 0.6754
S1 0.6731 0.6731 0.6750 0.6740
S2 0.6708 0.6708 0.6746
S3 0.6667 0.6690 0.6743
S4 0.6626 0.6649 0.6731
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7155 0.7075 0.6812
R3 0.7030 0.6949 0.6778
R2 0.6904 0.6904 0.6766
R1 0.6824 0.6824 0.6755 0.6801
PP 0.6779 0.6779 0.6779 0.6768
S1 0.6698 0.6698 0.6731 0.6676
S2 0.6653 0.6653 0.6720
S3 0.6528 0.6573 0.6708
S4 0.6402 0.6447 0.6674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6860 0.6727 0.0133 2.0% 0.0061 0.9% 21% False True 80,968
10 0.6910 0.6665 0.0245 3.6% 0.0069 1.0% 36% False False 87,263
20 0.6910 0.6610 0.0300 4.4% 0.0067 1.0% 48% False False 89,175
40 0.6915 0.6487 0.0428 6.3% 0.0069 1.0% 62% False False 68,163
60 0.6915 0.6487 0.0428 6.3% 0.0065 1.0% 62% False False 45,509
80 0.6915 0.6487 0.0428 6.3% 0.0062 0.9% 62% False False 34,146
100 0.6915 0.6487 0.0428 6.3% 0.0060 0.9% 62% False False 27,349
120 0.7205 0.6487 0.0718 10.6% 0.0059 0.9% 37% False False 22,792
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0010
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.6942
2.618 0.6875
1.618 0.6834
1.000 0.6809
0.618 0.6793
HIGH 0.6768
0.618 0.6752
0.500 0.6747
0.382 0.6742
LOW 0.6727
0.618 0.6701
1.000 0.6686
1.618 0.6660
2.618 0.6619
4.250 0.6552
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 0.6752 0.6793
PP 0.6749 0.6780
S1 0.6747 0.6767

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

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