CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 0.6921 0.6851 -0.0070 -1.0% 0.6721
High 0.6928 0.6860 -0.0068 -1.0% 0.6928
Low 0.6864 0.6822 -0.0043 -0.6% 0.6665
Close 0.6873 0.6856 -0.0018 -0.3% 0.6873
Range 0.0064 0.0038 -0.0026 -40.2% 0.0263
ATR 0.0064 0.0063 -0.0001 -1.4% 0.0000
Volume 89 256 167 187.6% 892
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6960 0.6946 0.6876
R3 0.6922 0.6908 0.6866
R2 0.6884 0.6884 0.6862
R1 0.6870 0.6870 0.6859 0.6877
PP 0.6846 0.6846 0.6846 0.6849
S1 0.6832 0.6832 0.6852 0.6839
S2 0.6808 0.6808 0.6849
S3 0.6770 0.6794 0.6845
S4 0.6732 0.6756 0.6835
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 0.6683 0.0245 3.6% 0.0070 1.0% 71% False False 190
10 0.6928 0.6639 0.0289 4.2% 0.0067 1.0% 75% False False 149
20 0.6928 0.6628 0.0300 4.4% 0.0063 0.9% 76% False False 151
40 0.6928 0.6538 0.0390 5.7% 0.0047 0.7% 82% False False 80
60 0.6928 0.6538 0.0390 5.7% 0.0040 0.6% 82% False False 54
80 0.6928 0.6538 0.0390 5.7% 0.0036 0.5% 82% False False 41
100 0.6928 0.6538 0.0390 5.7% 0.0033 0.5% 82% False False 33
120 0.7197 0.6538 0.0660 9.6% 0.0030 0.4% 48% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7021
2.618 0.6959
1.618 0.6921
1.000 0.6898
0.618 0.6883
HIGH 0.6860
0.618 0.6845
0.500 0.6841
0.382 0.6836
LOW 0.6822
0.618 0.6798
1.000 0.6784
1.618 0.6760
2.618 0.6722
4.250 0.6660
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 0.6851 0.6875
PP 0.6846 0.6868
S1 0.6841 0.6862

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

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