CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 0.6663 0.6723 0.0060 0.9% 0.6578
High 0.6724 0.6740 0.0017 0.2% 0.6679
Low 0.6663 0.6690 0.0027 0.4% 0.6538
Close 0.6712 0.6690 -0.0022 -0.3% 0.6655
Range 0.0061 0.0050 -0.0011 -17.4% 0.0141
ATR 0.0044 0.0044 0.0000 1.0% 0.0000
Volume 33 9 -24 -72.7% 60
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6857 0.6823 0.6718
R3 0.6807 0.6773 0.6704
R2 0.6757 0.6757 0.6699
R1 0.6723 0.6723 0.6695 0.6715
PP 0.6707 0.6707 0.6707 0.6703
S1 0.6673 0.6673 0.6685 0.6665
S2 0.6657 0.6657 0.6681
S3 0.6607 0.6623 0.6676
S4 0.6557 0.6573 0.6663
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7047 0.6992 0.6733
R3 0.6906 0.6851 0.6694
R2 0.6765 0.6765 0.6681
R1 0.6710 0.6710 0.6668 0.6737
PP 0.6624 0.6624 0.6624 0.6637
S1 0.6569 0.6569 0.6642 0.6596
S2 0.6483 0.6483 0.6629
S3 0.6342 0.6428 0.6616
S4 0.6201 0.6287 0.6577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6740 0.6598 0.0142 2.1% 0.0034 0.5% 65% True False 14
10 0.6740 0.6538 0.0203 3.0% 0.0032 0.5% 75% True False 11
20 0.6820 0.6538 0.0283 4.2% 0.0024 0.4% 54% False False 6
40 0.6849 0.6538 0.0312 4.7% 0.0027 0.4% 49% False False 4
60 0.6849 0.6538 0.0312 4.7% 0.0023 0.3% 49% False False 3
80 0.7056 0.6538 0.0519 7.8% 0.0022 0.3% 29% False False 3
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6953
2.618 0.6871
1.618 0.6821
1.000 0.6790
0.618 0.6771
HIGH 0.6740
0.618 0.6721
0.500 0.6715
0.382 0.6709
LOW 0.6690
0.618 0.6659
1.000 0.6640
1.618 0.6609
2.618 0.6559
4.250 0.6478
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 0.6715 0.6700
PP 0.6707 0.6697
S1 0.6698 0.6693

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

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