CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 0.6752 0.6651 -0.0101 -1.5% 0.6758
High 0.6753 0.6651 -0.0102 -1.5% 0.6851
Low 0.6636 0.6561 -0.0075 -1.1% 0.6655
Close 0.6640 0.6577 -0.0064 -1.0% 0.6683
Range 0.0117 0.0090 -0.0027 -22.7% 0.0196
ATR 0.0071 0.0072 0.0001 1.9% 0.0000
Volume 235 469 234 99.6% 1,174
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6866 0.6811 0.6626
R3 0.6776 0.6721 0.6601
R2 0.6686 0.6686 0.6593
R1 0.6631 0.6631 0.6585 0.6614
PP 0.6596 0.6596 0.6596 0.6587
S1 0.6541 0.6541 0.6568 0.6524
S2 0.6506 0.6506 0.6560
S3 0.6416 0.6451 0.6552
S4 0.6326 0.6361 0.6527
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 0.6561 0.0290 4.4% 0.0099 1.5% 5% False True 293
10 0.6877 0.6561 0.0316 4.8% 0.0078 1.2% 5% False True 235
20 0.6928 0.6561 0.0367 5.6% 0.0072 1.1% 4% False True 195
40 0.6928 0.6561 0.0367 5.6% 0.0063 1.0% 4% False True 142
60 0.6928 0.6538 0.0390 5.9% 0.0049 0.7% 10% False False 96
80 0.6928 0.6538 0.0390 5.9% 0.0044 0.7% 10% False False 73
100 0.6928 0.6538 0.0390 5.9% 0.0038 0.6% 10% False False 58
120 0.7056 0.6538 0.0519 7.9% 0.0035 0.5% 8% False False 49
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7034
2.618 0.6887
1.618 0.6797
1.000 0.6741
0.618 0.6707
HIGH 0.6651
0.618 0.6617
0.500 0.6606
0.382 0.6595
LOW 0.6561
0.618 0.6505
1.000 0.6471
1.618 0.6415
2.618 0.6325
4.250 0.6179
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 0.6606 0.6665
PP 0.6596 0.6636
S1 0.6586 0.6606

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

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