CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 0.6686 0.6752 0.0066 1.0% 0.6758
High 0.6769 0.6753 -0.0017 -0.2% 0.6851
Low 0.6685 0.6636 -0.0049 -0.7% 0.6655
Close 0.6749 0.6640 -0.0109 -1.6% 0.6683
Range 0.0084 0.0117 0.0033 38.7% 0.0196
ATR 0.0067 0.0071 0.0004 5.2% 0.0000
Volume 176 235 59 33.5% 1,174
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7026 0.6949 0.6704
R3 0.6909 0.6833 0.6672
R2 0.6793 0.6793 0.6661
R1 0.6716 0.6716 0.6651 0.6696
PP 0.6676 0.6676 0.6676 0.6666
S1 0.6600 0.6600 0.6629 0.6580
S2 0.6560 0.6560 0.6619
S3 0.6443 0.6483 0.6608
S4 0.6327 0.6367 0.6576
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7318 0.7196 0.6790
R3 0.7122 0.7000 0.6736
R2 0.6926 0.6926 0.6718
R1 0.6804 0.6804 0.6700 0.6767
PP 0.6730 0.6730 0.6730 0.6711
S1 0.6608 0.6608 0.6665 0.6571
S2 0.6534 0.6534 0.6647
S3 0.6338 0.6412 0.6629
S4 0.6142 0.6216 0.6575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6851 0.6636 0.0215 3.2% 0.0091 1.4% 2% False True 247
10 0.6877 0.6636 0.0241 3.6% 0.0074 1.1% 2% False True 198
20 0.6928 0.6636 0.0292 4.4% 0.0070 1.1% 1% False True 177
40 0.6928 0.6628 0.0300 4.5% 0.0061 0.9% 4% False False 131
60 0.6928 0.6538 0.0390 5.9% 0.0048 0.7% 26% False False 89
80 0.6928 0.6538 0.0390 5.9% 0.0043 0.6% 26% False False 67
100 0.6928 0.6538 0.0390 5.9% 0.0038 0.6% 26% False False 54
120 0.7056 0.6538 0.0519 7.8% 0.0035 0.5% 20% False False 45
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7248
2.618 0.7057
1.618 0.6941
1.000 0.6869
0.618 0.6824
HIGH 0.6753
0.618 0.6708
0.500 0.6694
0.382 0.6681
LOW 0.6636
0.618 0.6564
1.000 0.6520
1.618 0.6448
2.618 0.6331
4.250 0.6141
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 0.6694 0.6703
PP 0.6676 0.6682
S1 0.6658 0.6661

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

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