CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 03-Jul-2023
Day Change Summary
Previous Current
30-Jun-2023 03-Jul-2023 Change Change % Previous Week
Open 0.6649 0.6680 0.0032 0.5% 0.6706
High 0.6700 0.6720 0.0020 0.3% 0.6749
Low 0.6633 0.6673 0.0040 0.6% 0.6628
Close 0.6694 0.6704 0.0010 0.1% 0.6694
Range 0.0067 0.0048 -0.0020 -29.1% 0.0121
ATR 0.0055 0.0054 -0.0001 -0.9% 0.0000
Volume 71 45 -26 -36.6% 1,039
Daily Pivots for day following 03-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6841 0.6820 0.6730
R3 0.6794 0.6772 0.6717
R2 0.6746 0.6746 0.6712
R1 0.6725 0.6725 0.6708 0.6736
PP 0.6699 0.6699 0.6699 0.6704
S1 0.6677 0.6677 0.6699 0.6688
S2 0.6651 0.6651 0.6695
S3 0.6604 0.6630 0.6690
S4 0.6556 0.6582 0.6677
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7052 0.6993 0.6760
R3 0.6931 0.6873 0.6727
R2 0.6811 0.6811 0.6716
R1 0.6752 0.6752 0.6705 0.6721
PP 0.6690 0.6690 0.6690 0.6675
S1 0.6632 0.6632 0.6682 0.6601
S2 0.6570 0.6570 0.6671
S3 0.6449 0.6511 0.6660
S4 0.6329 0.6391 0.6627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6749 0.6628 0.0121 1.8% 0.0057 0.8% 63% False False 207
10 0.6892 0.6628 0.0264 3.9% 0.0060 0.9% 29% False False 134
20 0.6921 0.6628 0.0293 4.4% 0.0052 0.8% 26% False False 84
40 0.6921 0.6538 0.0384 5.7% 0.0037 0.6% 43% False False 44
60 0.6921 0.6538 0.0384 5.7% 0.0034 0.5% 43% False False 30
80 0.6921 0.6538 0.0384 5.7% 0.0029 0.4% 43% False False 23
100 0.7056 0.6538 0.0519 7.7% 0.0028 0.4% 32% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6922
2.618 0.6844
1.618 0.6797
1.000 0.6768
0.618 0.6749
HIGH 0.6720
0.618 0.6702
0.500 0.6696
0.382 0.6691
LOW 0.6673
0.618 0.6643
1.000 0.6625
1.618 0.6596
2.618 0.6548
4.250 0.6471
Fisher Pivots for day following 03-Jul-2023
Pivot 1 day 3 day
R1 0.6701 0.6694
PP 0.6699 0.6684
S1 0.6696 0.6674

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

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