CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 0.6721 0.6710 -0.0011 -0.2% 0.6680
High 0.6723 0.6722 -0.0001 0.0% 0.6732
Low 0.6665 0.6683 0.0018 0.3% 0.6639
Close 0.6709 0.6712 0.0004 0.1% 0.6726
Range 0.0058 0.0039 -0.0019 -32.8% 0.0093
ATR 0.0058 0.0057 -0.0001 -2.3% 0.0000
Volume 196 150 -46 -23.5% 348
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6823 0.6806 0.6733
R3 0.6784 0.6767 0.6723
R2 0.6745 0.6745 0.6719
R1 0.6728 0.6728 0.6716 0.6737
PP 0.6706 0.6706 0.6706 0.6710
S1 0.6689 0.6689 0.6708 0.6698
S2 0.6667 0.6667 0.6705
S3 0.6628 0.6650 0.6701
S4 0.6589 0.6611 0.6691
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% 0.0062 0.9% 78% False False 129
10 0.6749 0.6628 0.0121 1.8% 0.0059 0.9% 70% False False 168
20 0.6921 0.6628 0.0293 4.4% 0.0057 0.8% 29% False False 113
40 0.6921 0.6538 0.0384 5.7% 0.0042 0.6% 46% False False 60
60 0.6921 0.6538 0.0384 5.7% 0.0036 0.5% 46% False False 41
80 0.6921 0.6538 0.0384 5.7% 0.0033 0.5% 46% False False 31
100 0.6978 0.6538 0.0440 6.6% 0.0030 0.4% 40% False False 25
120 0.7197 0.6538 0.0660 9.8% 0.0028 0.4% 26% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6888
2.618 0.6824
1.618 0.6785
1.000 0.6761
0.618 0.6746
HIGH 0.6722
0.618 0.6707
0.500 0.6703
0.382 0.6698
LOW 0.6683
0.618 0.6659
1.000 0.6644
1.618 0.6620
2.618 0.6581
4.250 0.6517
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 0.6709 0.6705
PP 0.6706 0.6698
S1 0.6703 0.6691

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

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