CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 0.6550 0.6600 0.0050 0.8% 0.6699
High 0.6550 0.6627 0.0077 1.2% 0.6699
Low 0.6538 0.6598 0.0061 0.9% 0.6550
Close 0.6538 0.6617 0.0080 1.2% 0.6569
Range 0.0013 0.0029 0.0016 128.0% 0.0149
ATR 0.0040 0.0044 0.0003 8.6% 0.0000
Volume 23 11 -12 -52.2% 17
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6699 0.6687 0.6633
R3 0.6671 0.6658 0.6625
R2 0.6642 0.6642 0.6622
R1 0.6630 0.6630 0.6620 0.6636
PP 0.6614 0.6614 0.6614 0.6617
S1 0.6601 0.6601 0.6614 0.6608
S2 0.6585 0.6585 0.6612
S3 0.6557 0.6573 0.6609
S4 0.6528 0.6544 0.6601
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7053 0.6960 0.6651
R3 0.6904 0.6811 0.6610
R2 0.6755 0.6755 0.6596
R1 0.6662 0.6662 0.6583 0.6634
PP 0.6606 0.6606 0.6606 0.6592
S1 0.6513 0.6513 0.6555 0.6485
S2 0.6457 0.6457 0.6542
S3 0.6308 0.6364 0.6528
S4 0.6159 0.6215 0.6487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6627 0.6538 0.0089 1.3% 0.0022 0.3% 89% True False 9
10 0.6714 0.6538 0.0177 2.7% 0.0021 0.3% 45% False False 6
20 0.6836 0.6538 0.0299 4.5% 0.0022 0.3% 27% False False 3
40 0.6849 0.6538 0.0312 4.7% 0.0025 0.4% 26% False False 3
60 0.6849 0.6538 0.0312 4.7% 0.0021 0.3% 26% False False 2
80 0.7056 0.6538 0.0519 7.8% 0.0021 0.3% 15% False False 2
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6748
2.618 0.6701
1.618 0.6673
1.000 0.6655
0.618 0.6644
HIGH 0.6627
0.618 0.6616
0.500 0.6612
0.382 0.6609
LOW 0.6598
0.618 0.6580
1.000 0.6570
1.618 0.6552
2.618 0.6523
4.250 0.6477
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 0.6615 0.6605
PP 0.6614 0.6594
S1 0.6612 0.6582

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

View Archives - Comment on this page... - Back to Index of Symbols