CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 0.6651 0.6570 -0.0082 -1.2% 0.6758
High 0.6651 0.6598 -0.0054 -0.8% 0.6851
Low 0.6561 0.6548 -0.0013 -0.2% 0.6655
Close 0.6577 0.6578 0.0002 0.0% 0.6683
Range 0.0090 0.0050 -0.0041 -45.0% 0.0196
ATR 0.0072 0.0071 -0.0002 -2.2% 0.0000
Volume 469 582 113 24.1% 1,174
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6723 0.6700 0.6605
R3 0.6674 0.6651 0.6592
R2 0.6624 0.6624 0.6587
R1 0.6601 0.6601 0.6583 0.6613
PP 0.6575 0.6575 0.6575 0.6580
S1 0.6552 0.6552 0.6573 0.6563
S2 0.6525 0.6525 0.6569
S3 0.6476 0.6502 0.6564
S4 0.6426 0.6453 0.6551
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 0.6769 0.6548 0.0221 3.4% 0.0086 1.3% 14% False True 375
10 0.6851 0.6548 0.0303 4.6% 0.0076 1.1% 10% False True 271
20 0.6928 0.6548 0.0380 5.8% 0.0071 1.1% 8% False True 221
40 0.6928 0.6548 0.0380 5.8% 0.0063 1.0% 8% False True 156
60 0.6928 0.6538 0.0390 5.9% 0.0049 0.7% 10% False False 106
80 0.6928 0.6538 0.0390 5.9% 0.0044 0.7% 10% False False 80
100 0.6928 0.6538 0.0390 5.9% 0.0038 0.6% 10% False False 64
120 0.7056 0.6538 0.0519 7.9% 0.0035 0.5% 8% False False 54
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6808
2.618 0.6727
1.618 0.6678
1.000 0.6647
0.618 0.6628
HIGH 0.6598
0.618 0.6579
0.500 0.6573
0.382 0.6567
LOW 0.6548
0.618 0.6517
1.000 0.6499
1.618 0.6468
2.618 0.6418
4.250 0.6338
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 0.6576 0.6650
PP 0.6575 0.6626
S1 0.6573 0.6602

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.