CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 0.6758 0.6766 0.0008 0.1% 0.6851
High 0.6782 0.6821 0.0039 0.6% 0.6877
Low 0.6744 0.6763 0.0019 0.3% 0.6752
Close 0.6772 0.6815 0.0044 0.6% 0.6760
Range 0.0038 0.0059 0.0021 53.9% 0.0126
ATR 0.0061 0.0061 0.0000 -0.3% 0.0000
Volume 200 150 -50 -25.0% 775
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6975 0.6954 0.6847
R3 0.6917 0.6895 0.6831
R2 0.6858 0.6858 0.6826
R1 0.6837 0.6837 0.6820 0.6847
PP 0.6800 0.6800 0.6800 0.6805
S1 0.6778 0.6778 0.6810 0.6789
S2 0.6741 0.6741 0.6804
S3 0.6683 0.6720 0.6799
S4 0.6624 0.6661 0.6783
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% 0.0056 0.8% 53% False False 150
10 0.6928 0.6717 0.0211 3.1% 0.0064 0.9% 47% False False 167
20 0.6928 0.6628 0.0300 4.4% 0.0062 0.9% 62% False False 167
40 0.6928 0.6538 0.0390 5.7% 0.0053 0.8% 71% False False 101
60 0.6928 0.6538 0.0390 5.7% 0.0043 0.6% 71% False False 68
80 0.6928 0.6538 0.0390 5.7% 0.0040 0.6% 71% False False 52
100 0.6928 0.6538 0.0390 5.7% 0.0034 0.5% 71% False False 42
120 0.7151 0.6538 0.0613 9.0% 0.0032 0.5% 45% False False 35
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7070
2.618 0.6974
1.618 0.6916
1.000 0.6880
0.618 0.6857
HIGH 0.6821
0.618 0.6799
0.500 0.6792
0.382 0.6785
LOW 0.6763
0.618 0.6726
1.000 0.6704
1.618 0.6668
2.618 0.6609
4.250 0.6514
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 0.6807 0.6804
PP 0.6800 0.6793
S1 0.6792 0.6783

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

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