CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 0.6570 0.6583 0.0014 0.2% 0.6686
High 0.6598 0.6637 0.0040 0.6% 0.6769
Low 0.6548 0.6577 0.0029 0.4% 0.6548
Close 0.6578 0.6603 0.0025 0.4% 0.6603
Range 0.0050 0.0060 0.0011 21.2% 0.0221
ATR 0.0071 0.0070 -0.0001 -1.1% 0.0000
Volume 582 332 -250 -43.0% 1,794
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6786 0.6754 0.6636
R3 0.6726 0.6694 0.6619
R2 0.6666 0.6666 0.6614
R1 0.6634 0.6634 0.6608 0.6650
PP 0.6606 0.6606 0.6606 0.6613
S1 0.6574 0.6574 0.6597 0.6590
S2 0.6546 0.6546 0.6592
S3 0.6486 0.6514 0.6586
S4 0.6426 0.6454 0.6570
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7303 0.7174 0.6724
R3 0.7082 0.6953 0.6663
R2 0.6861 0.6861 0.6643
R1 0.6732 0.6732 0.6623 0.6686
PP 0.6640 0.6640 0.6640 0.6617
S1 0.6511 0.6511 0.6582 0.6465
S2 0.6419 0.6419 0.6562
S3 0.6198 0.6290 0.6542
S4 0.5977 0.6069 0.6481
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 3.3% 0.0080 1.2% 25% False False 358
10 0.6851 0.6548 0.0303 4.6% 0.0075 1.1% 18% False False 296
20 0.6928 0.6548 0.0380 5.7% 0.0070 1.1% 14% False False 231
40 0.6928 0.6548 0.0380 5.7% 0.0063 1.0% 14% False False 164
60 0.6928 0.6538 0.0390 5.9% 0.0050 0.8% 17% False False 112
80 0.6928 0.6538 0.0390 5.9% 0.0045 0.7% 17% False False 84
100 0.6928 0.6538 0.0390 5.9% 0.0039 0.6% 17% False False 67
120 0.7056 0.6538 0.0519 7.9% 0.0036 0.5% 13% False False 57
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6892
2.618 0.6794
1.618 0.6734
1.000 0.6697
0.618 0.6674
HIGH 0.6637
0.618 0.6614
0.500 0.6607
0.382 0.6600
LOW 0.6577
0.618 0.6540
1.000 0.6517
1.618 0.6480
2.618 0.6420
4.250 0.6322
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 0.6607 0.6602
PP 0.6606 0.6601
S1 0.6604 0.6600

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

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