CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 0.6798 0.6758 -0.0040 -0.6% 0.6851
High 0.6816 0.6782 -0.0034 -0.5% 0.6877
Low 0.6752 0.6744 -0.0008 -0.1% 0.6752
Close 0.6760 0.6772 0.0012 0.2% 0.6760
Range 0.0065 0.0038 -0.0027 -41.1% 0.0126
ATR 0.0063 0.0061 -0.0002 -2.8% 0.0000
Volume 83 200 117 141.0% 775
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6880 0.6864 0.6792
R3 0.6842 0.6826 0.6782
R2 0.6804 0.6804 0.6778
R1 0.6788 0.6788 0.6775 0.6796
PP 0.6766 0.6766 0.6766 0.6770
S1 0.6750 0.6750 0.6768 0.6758
S2 0.6728 0.6728 0.6765
S3 0.6690 0.6712 0.6761
S4 0.6652 0.6674 0.6751
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 0.6744 0.0133 2.0% 0.0054 0.8% 21% False True 143
10 0.6928 0.6683 0.0245 3.6% 0.0062 0.9% 36% False False 167
20 0.6928 0.6628 0.0300 4.4% 0.0060 0.9% 48% False False 162
40 0.6928 0.6538 0.0390 5.8% 0.0052 0.8% 60% False False 98
60 0.6928 0.6538 0.0390 5.8% 0.0043 0.6% 60% False False 66
80 0.6928 0.6538 0.0390 5.8% 0.0039 0.6% 60% False False 50
100 0.6928 0.6538 0.0390 5.8% 0.0034 0.5% 60% False False 40
120 0.7196 0.6538 0.0658 9.7% 0.0032 0.5% 36% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6944
2.618 0.6881
1.618 0.6843
1.000 0.6820
0.618 0.6805
HIGH 0.6782
0.618 0.6767
0.500 0.6763
0.382 0.6759
LOW 0.6744
0.618 0.6721
1.000 0.6706
1.618 0.6683
2.618 0.6645
4.250 0.6583
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 0.6769 0.6811
PP 0.6766 0.6798
S1 0.6763 0.6785

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

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