CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 0.6683 0.6662 -0.0021 -0.3% 0.6680
High 0.6716 0.6731 0.0015 0.2% 0.6732
Low 0.6639 0.6651 0.0012 0.2% 0.6639
Close 0.6657 0.6726 0.0069 1.0% 0.6726
Range 0.0077 0.0080 0.0003 3.9% 0.0093
ATR 0.0056 0.0058 0.0002 3.1% 0.0000
Volume 72 119 47 65.3% 348
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6943 0.6914 0.6770
R3 0.6863 0.6834 0.6748
R2 0.6783 0.6783 0.6740
R1 0.6754 0.6754 0.6733 0.6768
PP 0.6703 0.6703 0.6703 0.6710
S1 0.6674 0.6674 0.6718 0.6688
S2 0.6623 0.6623 0.6711
S3 0.6543 0.6594 0.6704
S4 0.6463 0.6514 0.6682
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6978 0.6945 0.6777
R3 0.6885 0.6852 0.6751
R2 0.6792 0.6792 0.6743
R1 0.6759 0.6759 0.6734 0.6775
PP 0.6699 0.6699 0.6699 0.6707
S1 0.6666 0.6666 0.6717 0.6682
S2 0.6606 0.6606 0.6708
S3 0.6513 0.6573 0.6700
S4 0.6420 0.6480 0.6674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6732 0.6633 0.0099 1.5% 0.0065 1.0% 93% False False 83
10 0.6795 0.6628 0.0167 2.5% 0.0062 0.9% 58% False False 152
20 0.6921 0.6628 0.0293 4.4% 0.0057 0.8% 33% False False 97
40 0.6921 0.6538 0.0384 5.7% 0.0041 0.6% 49% False False 52
60 0.6921 0.6538 0.0384 5.7% 0.0037 0.5% 49% False False 35
80 0.6921 0.6538 0.0384 5.7% 0.0031 0.5% 49% False False 27
100 0.7056 0.6538 0.0519 7.7% 0.0029 0.4% 36% False False 22
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7071
2.618 0.6940
1.618 0.6860
1.000 0.6811
0.618 0.6780
HIGH 0.6731
0.618 0.6700
0.500 0.6691
0.382 0.6682
LOW 0.6651
0.618 0.6602
1.000 0.6571
1.618 0.6522
2.618 0.6442
4.250 0.6311
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 0.6714 0.6712
PP 0.6703 0.6699
S1 0.6691 0.6686

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

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