CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 0.6583 0.6603 0.0020 0.3% 0.6686
High 0.6637 0.6618 -0.0019 -0.3% 0.6769
Low 0.6577 0.6586 0.0009 0.1% 0.6548
Close 0.6603 0.6604 0.0001 0.0% 0.6603
Range 0.0060 0.0032 -0.0028 -46.7% 0.0221
ATR 0.0070 0.0067 -0.0003 -3.9% 0.0000
Volume 332 489 157 47.3% 1,794
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6699 0.6683 0.6621
R3 0.6667 0.6651 0.6612
R2 0.6635 0.6635 0.6609
R1 0.6619 0.6619 0.6606 0.6627
PP 0.6603 0.6603 0.6603 0.6606
S1 0.6587 0.6587 0.6601 0.6595
S2 0.6571 0.6571 0.6598
S3 0.6539 0.6555 0.6595
S4 0.6507 0.6523 0.6586
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 0.6753 0.6548 0.0205 3.1% 0.0070 1.1% 27% False False 421
10 0.6851 0.6548 0.0303 4.6% 0.0075 1.1% 18% False False 325
20 0.6928 0.6548 0.0380 5.7% 0.0068 1.0% 15% False False 246
40 0.6928 0.6548 0.0380 5.7% 0.0063 1.0% 15% False False 176
60 0.6928 0.6538 0.0390 5.9% 0.0051 0.8% 17% False False 120
80 0.6928 0.6538 0.0390 5.9% 0.0045 0.7% 17% False False 90
100 0.6928 0.6538 0.0390 5.9% 0.0039 0.6% 17% False False 72
120 0.6978 0.6538 0.0440 6.7% 0.0036 0.5% 15% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.6754
2.618 0.6702
1.618 0.6670
1.000 0.6650
0.618 0.6638
HIGH 0.6618
0.618 0.6606
0.500 0.6602
0.382 0.6598
LOW 0.6586
0.618 0.6566
1.000 0.6554
1.618 0.6534
2.618 0.6502
4.250 0.6450
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 0.6603 0.6600
PP 0.6603 0.6596
S1 0.6602 0.6593

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

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