CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.6721	0.6661	-0.0061	-0.9%	0.6743
High	0.6725	0.6751	0.0027	0.4%	0.6833
Low	0.6634	0.6660	0.0026	0.4%	0.6634
Close	0.6663	0.6729	0.0067	1.0%	0.6663
Range	0.0091	0.0092	0.0001	0.5%	0.0200
ATR	0.0074	0.0075	0.0001	1.7%	0.0000
Volume	116,261	75,699	-40,562	-34.9%	479,236

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6988	0.6950	0.6779
R3	0.6896	0.6858	0.6754
R2	0.6805	0.6805	0.6746
R1	0.6767	0.6767	0.6737	0.6786
PP	0.6713	0.6713	0.6713	0.6723
S1	0.6675	0.6675	0.6721	0.6694
S2	0.6622	0.6622	0.6712
S3	0.6530	0.6584	0.6704
S4	0.6439	0.6492	0.6679

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7308	0.7185	0.6772
R3	0.7109	0.6985	0.6717
R2	0.6909	0.6909	0.6699
R1	0.6786	0.6786	0.6681	0.6748
PP	0.6710	0.6710	0.6710	0.6691
S1	0.6586	0.6586	0.6644	0.6548
S2	0.6510	0.6510	0.6626
S3	0.6311	0.6387	0.6608
S4	0.6111	0.6187	0.6553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6833	0.6634	0.0200	3.0%	0.0088	1.3%	48%	False	False	93,411
10	0.6860	0.6634	0.0226	3.4%	0.0075	1.1%	42%	False	False	87,189
20	0.6910	0.6614	0.0296	4.4%	0.0075	1.1%	39%	False	False	89,923
40	0.6915	0.6596	0.0319	4.7%	0.0072	1.1%	42%	False	False	79,715
60	0.6915	0.6487	0.0428	6.4%	0.0068	1.0%	57%	False	False	53,287
80	0.6915	0.6487	0.0428	6.4%	0.0063	0.9%	57%	False	False	39,978
100	0.6915	0.6487	0.0428	6.4%	0.0061	0.9%	57%	False	False	32,015
120	0.7054	0.6487	0.0567	8.4%	0.0059	0.9%	43%	False	False	26,684

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7140
2.618	0.6991
1.618	0.6899
1.000	0.6843
0.618	0.6808
HIGH	0.6751
0.618	0.6716
0.500	0.6705
0.382	0.6694
LOW	0.6660
0.618	0.6603
1.000	0.6568
1.618	0.6511
2.618	0.6420
4.250	0.6271

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.6721	0.6733
PP	0.6713	0.6732
S1	0.6705	0.6730

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