CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 0.6817 0.6792 -0.0025 -0.4% 0.6851
High 0.6817 0.6851 0.0035 0.5% 0.6877
Low 0.6768 0.6734 -0.0034 -0.5% 0.6752
Close 0.6811 0.6735 -0.0076 -1.1% 0.6760
Range 0.0049 0.0117 0.0069 141.2% 0.0126
ATR 0.0060 0.0064 0.0004 6.8% 0.0000
Volume 239 171 -68 -28.5% 775
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7124 0.7047 0.6799
R3 0.7007 0.6930 0.6767
R2 0.6890 0.6890 0.6756
R1 0.6813 0.6813 0.6746 0.6793
PP 0.6773 0.6773 0.6773 0.6764
S1 0.6696 0.6696 0.6724 0.6676
S2 0.6656 0.6656 0.6714
S3 0.6539 0.6579 0.6703
S4 0.6422 0.6462 0.6671
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 0.6851 0.6734 0.0117 1.7% 0.0065 1.0% 1% True True 168
10 0.6928 0.6734 0.0194 2.9% 0.0059 0.9% 1% False True 162
20 0.6928 0.6628 0.0300 4.4% 0.0063 0.9% 36% False False 164
40 0.6928 0.6538 0.0390 5.8% 0.0056 0.8% 51% False False 112
60 0.6928 0.6538 0.0390 5.8% 0.0045 0.7% 51% False False 75
80 0.6928 0.6538 0.0390 5.8% 0.0041 0.6% 51% False False 57
100 0.6928 0.6538 0.0390 5.8% 0.0035 0.5% 51% False False 46
120 0.7056 0.6538 0.0519 7.7% 0.0032 0.5% 38% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7157
1.618 0.7040
1.000 0.6968
0.618 0.6923
HIGH 0.6851
0.618 0.6806
0.500 0.6793
0.382 0.6779
LOW 0.6734
0.618 0.6662
1.000 0.6617
1.618 0.6545
2.618 0.6428
4.250 0.6237
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 0.6793 0.6793
PP 0.6773 0.6773
S1 0.6754 0.6754

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.