CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Jul-2023
Day Change Summary
Previous Current
12-Jul-2023 13-Jul-2023 Change Change % Previous Week
Open 0.6732 0.6825 0.0093 1.4% 0.6680
High 0.6827 0.6927 0.0100 1.5% 0.6732
Low 0.6717 0.6825 0.0108 1.6% 0.6639
Close 0.6826 0.6925 0.0099 1.5% 0.6726
Range 0.0110 0.0102 -0.0008 -6.8% 0.0093
ATR 0.0061 0.0064 0.0003 4.9% 0.0000
Volume 263 194 -69 -26.2% 348
Daily Pivots for day following 13-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7198 0.7163 0.6981
R3 0.7096 0.7061 0.6953
R2 0.6994 0.6994 0.6943
R1 0.6959 0.6959 0.6934 0.6977
PP 0.6892 0.6892 0.6892 0.6901
S1 0.6857 0.6857 0.6915 0.6875
S2 0.6790 0.6790 0.6906
S3 0.6688 0.6755 0.6896
S4 0.6586 0.6653 0.6868
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 0.6927 0.6651 0.0276 4.0% 0.0078 1.1% 99% True False 184
10 0.6927 0.6628 0.0299 4.3% 0.0067 1.0% 99% True False 167
20 0.6927 0.6628 0.0299 4.3% 0.0065 0.9% 99% True False 135
40 0.6927 0.6538 0.0389 5.6% 0.0046 0.7% 99% True False 72
60 0.6927 0.6538 0.0389 5.6% 0.0038 0.5% 99% True False 48
80 0.6927 0.6538 0.0389 5.6% 0.0035 0.5% 99% True False 37
100 0.6927 0.6538 0.0389 5.6% 0.0032 0.5% 99% True False 30
120 0.7197 0.6538 0.0660 9.5% 0.0029 0.4% 59% False False 25
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 0.7360
2.618 0.7194
1.618 0.7092
1.000 0.7029
0.618 0.6990
HIGH 0.6927
0.618 0.6888
0.500 0.6876
0.382 0.6863
LOW 0.6825
0.618 0.6761
1.000 0.6723
1.618 0.6659
2.618 0.6557
4.250 0.6391
Fisher Pivots for day following 13-Jul-2023
Pivot 1 day 3 day
R1 0.6908 0.6885
PP 0.6892 0.6845
S1 0.6876 0.6805

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

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