CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary
Previous Current
05-Jul-2023 06-Jul-2023 Change Change % Previous Week
Open 0.6703 0.6683 -0.0020 -0.3% 0.6706
High 0.6732 0.6716 -0.0016 -0.2% 0.6749
Low 0.6677 0.6639 -0.0038 -0.6% 0.6628
Close 0.6687 0.6657 -0.0030 -0.4% 0.6694
Range 0.0056 0.0077 0.0022 38.7% 0.0121
ATR 0.0054 0.0056 0.0002 3.0% 0.0000
Volume 112 72 -40 -35.7% 1,039
Daily Pivots for day following 06-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6902 0.6856 0.6699
R3 0.6825 0.6779 0.6678
R2 0.6748 0.6748 0.6671
R1 0.6702 0.6702 0.6664 0.6687
PP 0.6671 0.6671 0.6671 0.6663
S1 0.6625 0.6625 0.6650 0.6610
S2 0.6594 0.6594 0.6643
S3 0.6517 0.6548 0.6636
S4 0.6440 0.6471 0.6615
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7052 0.6993 0.6760
R3 0.6931 0.6873 0.6727
R2 0.6811 0.6811 0.6716
R1 0.6752 0.6752 0.6705 0.6721
PP 0.6690 0.6690 0.6690 0.6675
S1 0.6632 0.6632 0.6682 0.6601
S2 0.6570 0.6570 0.6671
S3 0.6449 0.6511 0.6660
S4 0.6329 0.6391 0.6627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6732 0.6628 0.0104 1.6% 0.0057 0.9% 28% False False 149
10 0.6824 0.6628 0.0196 2.9% 0.0058 0.9% 15% False False 145
20 0.6921 0.6628 0.0293 4.4% 0.0055 0.8% 10% False False 92
40 0.6921 0.6538 0.0384 5.8% 0.0039 0.6% 31% False False 49
60 0.6921 0.6538 0.0384 5.8% 0.0036 0.5% 31% False False 33
80 0.6921 0.6538 0.0384 5.8% 0.0030 0.5% 31% False False 25
100 0.7056 0.6538 0.0519 7.8% 0.0028 0.4% 23% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7043
2.618 0.6918
1.618 0.6841
1.000 0.6793
0.618 0.6764
HIGH 0.6716
0.618 0.6687
0.500 0.6678
0.382 0.6668
LOW 0.6639
0.618 0.6591
1.000 0.6562
1.618 0.6514
2.618 0.6437
4.250 0.6312
Fisher Pivots for day following 06-Jul-2023
Pivot 1 day 3 day
R1 0.6678 0.6686
PP 0.6671 0.6676
S1 0.6664 0.6667

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

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