CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	0.6758	0.6766	0.0008	0.1%	0.6851
High	0.6782	0.6821	0.0039	0.6%	0.6877
Low	0.6744	0.6763	0.0019	0.3%	0.6752
Close	0.6772	0.6815	0.0044	0.6%	0.6760
Range	0.0038	0.0059	0.0021	53.9%	0.0126
ATR	0.0061	0.0061	0.0000	-0.3%	0.0000
Volume	200	150	-50	-25.0%	775

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6975	0.6954	0.6847
R3	0.6917	0.6895	0.6831
R2	0.6858	0.6858	0.6826
R1	0.6837	0.6837	0.6820	0.6847
PP	0.6800	0.6800	0.6800	0.6805
S1	0.6778	0.6778	0.6810	0.6789
S2	0.6741	0.6741	0.6804
S3	0.6683	0.6720	0.6799
S4	0.6624	0.6661	0.6783

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7173	0.7092	0.6829
R3	0.7047	0.6966	0.6795
R2	0.6922	0.6922	0.6783
R1	0.6841	0.6841	0.6772	0.6819
PP	0.6796	0.6796	0.6796	0.6785
S1	0.6715	0.6715	0.6748	0.6693
S2	0.6671	0.6671	0.6737
S3	0.6545	0.6590	0.6725
S4	0.6420	0.6464	0.6691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6877	0.6744	0.0133	2.0%	0.0056	0.8%	53%	False	False	150
10	0.6928	0.6717	0.0211	3.1%	0.0064	0.9%	47%	False	False	167
20	0.6928	0.6628	0.0300	4.4%	0.0062	0.9%	62%	False	False	167
40	0.6928	0.6538	0.0390	5.7%	0.0053	0.8%	71%	False	False	101
60	0.6928	0.6538	0.0390	5.7%	0.0043	0.6%	71%	False	False	68
80	0.6928	0.6538	0.0390	5.7%	0.0040	0.6%	71%	False	False	52
100	0.6928	0.6538	0.0390	5.7%	0.0034	0.5%	71%	False	False	42
120	0.7151	0.6538	0.0613	9.0%	0.0032	0.5%	45%	False	False	35

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7070
2.618	0.6974
1.618	0.6916
1.000	0.6880
0.618	0.6857
HIGH	0.6821
0.618	0.6799
0.500	0.6792
0.382	0.6785
LOW	0.6763
0.618	0.6726
1.000	0.6704
1.618	0.6668
2.618	0.6609
4.250	0.6514

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	0.6807	0.6804
PP	0.6800	0.6793
S1	0.6792	0.6783

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