CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 0.6828 0.6799 -0.0029 -0.4% 0.6721
High 0.6828 0.6877 0.0049 0.7% 0.6928
Low 0.6785 0.6799 0.0014 0.2% 0.6665
Close 0.6809 0.6811 0.0002 0.0% 0.6873
Range 0.0043 0.0078 0.0035 81.4% 0.0263
ATR 0.0061 0.0063 0.0001 1.9% 0.0000
Volume 97 220 123 126.8% 892
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7063 0.7015 0.6853
R3 0.6985 0.6937 0.6832
R2 0.6907 0.6907 0.6825
R1 0.6859 0.6859 0.6818 0.6883
PP 0.6829 0.6829 0.6829 0.6841
S1 0.6781 0.6781 0.6803 0.6805
S2 0.6751 0.6751 0.6796
S3 0.6673 0.6703 0.6789
S4 0.6595 0.6625 0.6768
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 0.6785 0.0143 2.1% 0.0053 0.8% 18% False False 156
10 0.6928 0.6651 0.0277 4.1% 0.0066 1.0% 58% False False 170
20 0.6928 0.6628 0.0300 4.4% 0.0062 0.9% 61% False False 157
40 0.6928 0.6538 0.0390 5.7% 0.0051 0.7% 70% False False 91
60 0.6928 0.6538 0.0390 5.7% 0.0042 0.6% 70% False False 61
80 0.6928 0.6538 0.0390 5.7% 0.0038 0.6% 70% False False 46
100 0.6928 0.6538 0.0390 5.7% 0.0033 0.5% 70% False False 37
120 0.7196 0.6538 0.0658 9.7% 0.0031 0.5% 41% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7209
2.618 0.7081
1.618 0.7003
1.000 0.6955
0.618 0.6925
HIGH 0.6877
0.618 0.6847
0.500 0.6838
0.382 0.6829
LOW 0.6799
0.618 0.6751
1.000 0.6721
1.618 0.6673
2.618 0.6595
4.250 0.6468
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 0.6838 0.6831
PP 0.6829 0.6824
S1 0.6820 0.6817

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

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