CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 0.6662 0.6721 0.0059 0.9% 0.6680
High 0.6731 0.6723 -0.0008 -0.1% 0.6732
Low 0.6651 0.6665 0.0014 0.2% 0.6639
Close 0.6726 0.6709 -0.0017 -0.3% 0.6726
Range 0.0080 0.0058 -0.0022 -27.5% 0.0093
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 119 196 77 64.7% 348
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6873 0.6849 0.6740
R3 0.6815 0.6791 0.6724
R2 0.6757 0.6757 0.6719
R1 0.6733 0.6733 0.6714 0.6716
PP 0.6699 0.6699 0.6699 0.6690
S1 0.6675 0.6675 0.6703 0.6658
S2 0.6641 0.6641 0.6698
S3 0.6583 0.6617 0.6693
S4 0.6525 0.6559 0.6677
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 0.6639 0.0093 1.4% 0.0064 0.9% 75% False False 108
10 0.6749 0.6628 0.0121 1.8% 0.0058 0.9% 67% False False 158
20 0.6921 0.6628 0.0293 4.4% 0.0057 0.9% 27% False False 107
40 0.6921 0.6538 0.0384 5.7% 0.0042 0.6% 45% False False 57
60 0.6921 0.6538 0.0384 5.7% 0.0037 0.6% 45% False False 38
80 0.6921 0.6538 0.0384 5.7% 0.0032 0.5% 45% False False 29
100 0.6978 0.6538 0.0440 6.6% 0.0030 0.4% 39% False False 24
120 0.7197 0.6538 0.0660 9.8% 0.0027 0.4% 26% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6970
2.618 0.6875
1.618 0.6817
1.000 0.6781
0.618 0.6759
HIGH 0.6723
0.618 0.6701
0.500 0.6694
0.382 0.6687
LOW 0.6665
0.618 0.6629
1.000 0.6607
1.618 0.6571
2.618 0.6513
4.250 0.6419
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 0.6704 0.6701
PP 0.6699 0.6693
S1 0.6694 0.6685

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

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