CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	0.6792	0.6742	-0.0050	-0.7%	0.6758
High	0.6851	0.6744	-0.0107	-1.6%	0.6851
Low	0.6734	0.6655	-0.0079	-1.2%	0.6655
Close	0.6735	0.6683	-0.0053	-0.8%	0.6683
Range	0.0117	0.0089	-0.0028	-23.9%	0.0196
ATR	0.0064	0.0066	0.0002	2.8%	0.0000
Volume	171	414	243	142.1%	1,174

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6961	0.6911	0.6731
R3	0.6872	0.6822	0.6707
R2	0.6783	0.6783	0.6699
R1	0.6733	0.6733	0.6691	0.6713
PP	0.6694	0.6694	0.6694	0.6684
S1	0.6644	0.6644	0.6674	0.6624
S2	0.6605	0.6605	0.6666
S3	0.6516	0.6555	0.6658
S4	0.6427	0.6466	0.6634

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	0.6851	0.6655	0.0196	2.9%	0.0070	1.1%	14%	False	True	234
10	0.6877	0.6655	0.0222	3.3%	0.0062	0.9%	12%	False	True	194
20	0.6928	0.6633	0.0295	4.4%	0.0066	1.0%	17%	False	False	163
40	0.6928	0.6598	0.0330	4.9%	0.0058	0.9%	26%	False	False	121
60	0.6928	0.6538	0.0390	5.8%	0.0046	0.7%	37%	False	False	82
80	0.6928	0.6538	0.0390	5.8%	0.0042	0.6%	37%	False	False	62
100	0.6928	0.6538	0.0390	5.8%	0.0036	0.5%	37%	False	False	50
120	0.7056	0.6538	0.0519	7.8%	0.0033	0.5%	28%	False	False	42

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7122
2.618	0.6977
1.618	0.6888
1.000	0.6833
0.618	0.6799
HIGH	0.6744
0.618	0.6710
0.500	0.6700
0.382	0.6689
LOW	0.6655
0.618	0.6600
1.000	0.6566
1.618	0.6511
2.618	0.6422
4.250	0.6277

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	0.6700	0.6753
PP	0.6694	0.6730
S1	0.6688	0.6706

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