CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-Jul-2023
Day Change Summary
Previous Current
17-Jul-2023 18-Jul-2023 Change Change % Previous Week
Open 0.6851 0.6845 -0.0006 -0.1% 0.6721
High 0.6860 0.6868 0.0009 0.1% 0.6928
Low 0.6822 0.6824 0.0002 0.0% 0.6665
Close 0.6856 0.6846 -0.0010 -0.1% 0.6873
Range 0.0038 0.0045 0.0007 17.1% 0.0263
ATR 0.0063 0.0061 -0.0001 -2.1% 0.0000
Volume 256 119 -137 -53.5% 892
Daily Pivots for day following 18-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6979 0.6957 0.6870
R3 0.6935 0.6913 0.6858
R2 0.6890 0.6890 0.6854
R1 0.6868 0.6868 0.6850 0.6879
PP 0.6846 0.6846 0.6846 0.6851
S1 0.6824 0.6824 0.6842 0.6835
S2 0.6801 0.6801 0.6838
S3 0.6757 0.6779 0.6834
S4 0.6712 0.6735 0.6822
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 0.6717 0.0211 3.1% 0.0072 1.0% 61% False False 184
10 0.6928 0.6639 0.0289 4.2% 0.0067 1.0% 72% False False 157
20 0.6928 0.6628 0.0300 4.4% 0.0063 0.9% 73% False False 145
40 0.6928 0.6538 0.0390 5.7% 0.0048 0.7% 79% False False 83
60 0.6928 0.6538 0.0390 5.7% 0.0040 0.6% 79% False False 56
80 0.6928 0.6538 0.0390 5.7% 0.0037 0.5% 79% False False 42
100 0.6928 0.6538 0.0390 5.7% 0.0033 0.5% 79% False False 34
120 0.7197 0.6538 0.0660 9.6% 0.0030 0.4% 47% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7057
2.618 0.6985
1.618 0.6940
1.000 0.6913
0.618 0.6896
HIGH 0.6868
0.618 0.6851
0.500 0.6846
0.382 0.6840
LOW 0.6824
0.618 0.6796
1.000 0.6779
1.618 0.6751
2.618 0.6707
4.250 0.6634
Fisher Pivots for day following 18-Jul-2023
Pivot 1 day 3 day
R1 0.6846 0.6875
PP 0.6846 0.6865
S1 0.6846 0.6856

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

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