CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 0.6743 0.6753 0.0010 0.1% 0.6851
High 0.6768 0.6808 0.0040 0.6% 0.6860
Low 0.6727 0.6737 0.0011 0.2% 0.6734
Close 0.6754 0.6797 0.0043 0.6% 0.6743
Range 0.0041 0.0071 0.0030 72.0% 0.0126
ATR 0.0068 0.0068 0.0000 0.2% 0.0000
Volume 87,880 71,963 -15,917 -18.1% 382,663
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6992 0.6965 0.6836
R3 0.6922 0.6895 0.6816
R2 0.6851 0.6851 0.6810
R1 0.6824 0.6824 0.6803 0.6838
PP 0.6781 0.6781 0.6781 0.6787
S1 0.6754 0.6754 0.6791 0.6767
S2 0.6710 0.6710 0.6784
S3 0.6640 0.6683 0.6778
S4 0.6569 0.6613 0.6758
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% 0.0066 1.0% 53% False False 78,290
10 0.6910 0.6697 0.0213 3.1% 0.0072 1.1% 47% False False 87,604
20 0.6910 0.6610 0.0300 4.4% 0.0069 1.0% 63% False False 89,391
40 0.6915 0.6487 0.0428 6.3% 0.0070 1.0% 72% False False 69,949
60 0.6915 0.6487 0.0428 6.3% 0.0066 1.0% 72% False False 46,708
80 0.6915 0.6487 0.0428 6.3% 0.0062 0.9% 72% False False 35,046
100 0.6915 0.6487 0.0428 6.3% 0.0060 0.9% 72% False False 28,068
120 0.7133 0.6487 0.0646 9.5% 0.0059 0.9% 48% False False 23,392
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7107
2.618 0.6992
1.618 0.6922
1.000 0.6878
0.618 0.6851
HIGH 0.6808
0.618 0.6781
0.500 0.6772
0.382 0.6764
LOW 0.6737
0.618 0.6693
1.000 0.6667
1.618 0.6623
2.618 0.6552
4.250 0.6437
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 0.6789 0.6787
PP 0.6781 0.6777
S1 0.6772 0.6767

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

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