CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 0.6799 0.6798 -0.0001 0.0% 0.6851
High 0.6877 0.6816 -0.0061 -0.9% 0.6877
Low 0.6799 0.6752 -0.0048 -0.7% 0.6752
Close 0.6811 0.6760 -0.0051 -0.7% 0.6760
Range 0.0078 0.0065 -0.0014 -17.3% 0.0126
ATR 0.0063 0.0063 0.0000 0.2% 0.0000
Volume 220 83 -137 -62.3% 775
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6969 0.6929 0.6795
R3 0.6905 0.6865 0.6778
R2 0.6840 0.6840 0.6772
R1 0.6800 0.6800 0.6766 0.6788
PP 0.6776 0.6776 0.6776 0.6770
S1 0.6736 0.6736 0.6754 0.6724
S2 0.6711 0.6711 0.6748
S3 0.6647 0.6671 0.6742
S4 0.6582 0.6607 0.6725
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7173 0.7092 0.6829
R3 0.7047 0.6966 0.6795
R2 0.6922 0.6922 0.6783
R1 0.6841 0.6841 0.6772 0.6819
PP 0.6796 0.6796 0.6796 0.6785
S1 0.6715 0.6715 0.6748 0.6693
S2 0.6671 0.6671 0.6737
S3 0.6545 0.6590 0.6725
S4 0.6420 0.6464 0.6691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6877 0.6752 0.0126 1.9% 0.0054 0.8% 7% False True 155
10 0.6928 0.6665 0.0263 3.9% 0.0064 0.9% 36% False False 166
20 0.6928 0.6628 0.0300 4.4% 0.0063 0.9% 44% False False 159
40 0.6928 0.6538 0.0390 5.8% 0.0053 0.8% 57% False False 93
60 0.6928 0.6538 0.0390 5.8% 0.0042 0.6% 57% False False 62
80 0.6928 0.6538 0.0390 5.8% 0.0038 0.6% 57% False False 47
100 0.6928 0.6538 0.0390 5.8% 0.0034 0.5% 57% False False 38
120 0.7196 0.6538 0.0658 9.7% 0.0031 0.5% 34% False False 32
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7090
2.618 0.6985
1.618 0.6920
1.000 0.6881
0.618 0.6856
HIGH 0.6816
0.618 0.6791
0.500 0.6784
0.382 0.6776
LOW 0.6752
0.618 0.6712
1.000 0.6687
1.618 0.6647
2.618 0.6583
4.250 0.6477
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 0.6784 0.6814
PP 0.6776 0.6796
S1 0.6768 0.6778

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

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