CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Jul-2023
Day Change Summary
Previous Current
13-Jul-2023 14-Jul-2023 Change Change % Previous Week
Open 0.6825 0.6921 0.0097 1.4% 0.6721
High 0.6927 0.6928 0.0001 0.0% 0.6928
Low 0.6825 0.6864 0.0040 0.6% 0.6665
Close 0.6925 0.6873 -0.0052 -0.7% 0.6873
Range 0.0102 0.0064 -0.0039 -37.7% 0.0263
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 194 89 -105 -54.1% 892
Daily Pivots for day following 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7079 0.7039 0.6908
R3 0.7015 0.6976 0.6890
R2 0.6952 0.6952 0.6885
R1 0.6912 0.6912 0.6879 0.6900
PP 0.6888 0.6888 0.6888 0.6882
S1 0.6849 0.6849 0.6867 0.6837
S2 0.6825 0.6825 0.6861
S3 0.6761 0.6785 0.6856
S4 0.6698 0.6722 0.6838
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7609 0.7504 0.7017
R3 0.7347 0.7241 0.6945
R2 0.7084 0.7084 0.6921
R1 0.6979 0.6979 0.6897 0.7032
PP 0.6822 0.6822 0.6822 0.6848
S1 0.6716 0.6716 0.6849 0.6769
S2 0.6559 0.6559 0.6825
S3 0.6297 0.6454 0.6801
S4 0.6034 0.6191 0.6729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6928 0.6665 0.0263 3.8% 0.0074 1.1% 79% True False 178
10 0.6928 0.6633 0.0295 4.3% 0.0070 1.0% 81% True False 131
20 0.6928 0.6628 0.0300 4.4% 0.0066 1.0% 82% True False 139
40 0.6928 0.6538 0.0390 5.7% 0.0047 0.7% 86% True False 74
60 0.6928 0.6538 0.0390 5.7% 0.0039 0.6% 86% True False 50
80 0.6928 0.6538 0.0390 5.7% 0.0036 0.5% 86% True False 38
100 0.6928 0.6538 0.0390 5.7% 0.0032 0.5% 86% True False 31
120 0.7197 0.6538 0.0660 9.6% 0.0030 0.4% 51% False False 26
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7197
2.618 0.7094
1.618 0.7030
1.000 0.6991
0.618 0.6967
HIGH 0.6928
0.618 0.6903
0.500 0.6896
0.382 0.6888
LOW 0.6864
0.618 0.6825
1.000 0.6801
1.618 0.6761
2.618 0.6698
4.250 0.6594
Fisher Pivots for day following 14-Jul-2023
Pivot 1 day 3 day
R1 0.6896 0.6856
PP 0.6888 0.6839
S1 0.6881 0.6822

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

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