CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-Jul-2023
Day Change Summary
Previous Current
11-Jul-2023 12-Jul-2023 Change Change % Previous Week
Open 0.6710 0.6732 0.0022 0.3% 0.6680
High 0.6722 0.6827 0.0105 1.6% 0.6732
Low 0.6683 0.6717 0.0034 0.5% 0.6639
Close 0.6712 0.6826 0.0114 1.7% 0.6726
Range 0.0039 0.0110 0.0071 180.8% 0.0093
ATR 0.0057 0.0061 0.0004 7.3% 0.0000
Volume 150 263 113 75.3% 348
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7118 0.7081 0.6886
R3 0.7009 0.6972 0.6856
R2 0.6899 0.6899 0.6846
R1 0.6862 0.6862 0.6836 0.6881
PP 0.6790 0.6790 0.6790 0.6799
S1 0.6753 0.6753 0.6815 0.6771
S2 0.6680 0.6680 0.6805
S3 0.6571 0.6643 0.6795
S4 0.6461 0.6534 0.6765
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 0.6827 0.6639 0.0188 2.7% 0.0073 1.1% 99% True False 160
10 0.6827 0.6628 0.0199 2.9% 0.0066 1.0% 99% True False 183
20 0.6921 0.6628 0.0293 4.3% 0.0061 0.9% 67% False False 126
40 0.6921 0.6538 0.0384 5.6% 0.0043 0.6% 75% False False 67
60 0.6921 0.6538 0.0384 5.6% 0.0037 0.5% 75% False False 45
80 0.6921 0.6538 0.0384 5.6% 0.0034 0.5% 75% False False 34
100 0.6949 0.6538 0.0411 6.0% 0.0031 0.5% 70% False False 28
120 0.7197 0.6538 0.0660 9.7% 0.0029 0.4% 44% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 0.7292
2.618 0.7113
1.618 0.7004
1.000 0.6936
0.618 0.6894
HIGH 0.6827
0.618 0.6785
0.500 0.6772
0.382 0.6759
LOW 0.6717
0.618 0.6649
1.000 0.6608
1.618 0.6540
2.618 0.6430
4.250 0.6252
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 0.6808 0.6799
PP 0.6790 0.6772
S1 0.6772 0.6746

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

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