CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Jun-2023
Day Change Summary
Previous Current
12-Jun-2023 13-Jun-2023 Change Change % Previous Week
Open 0.6785 0.6810 0.0025 0.4% 0.6660
High 0.6793 0.6814 0.0021 0.3% 0.6782
Low 0.6779 0.6790 0.0011 0.2% 0.6660
Close 0.6786 0.6795 0.0009 0.1% 0.6773
Range 0.0014 0.0024 0.0010 71.4% 0.0123
ATR 0.0044 0.0043 -0.0001 -2.6% 0.0000
Volume 10 7 -3 -30.0% 76
Daily Pivots for day following 13-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6872 0.6857 0.6808
R3 0.6848 0.6833 0.6801
R2 0.6824 0.6824 0.6799
R1 0.6809 0.6809 0.6797 0.6804
PP 0.6800 0.6800 0.6800 0.6797
S1 0.6785 0.6785 0.6792 0.6780
S2 0.6776 0.6776 0.6790
S3 0.6752 0.6761 0.6788
S4 0.6728 0.6737 0.6781
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7106 0.7062 0.6840
R3 0.6983 0.6939 0.6807
R2 0.6861 0.6861 0.6795
R1 0.6817 0.6817 0.6784 0.6839
PP 0.6738 0.6738 0.6738 0.6749
S1 0.6694 0.6694 0.6762 0.6716
S2 0.6616 0.6616 0.6751
S3 0.6493 0.6572 0.6739
S4 0.6371 0.6449 0.6706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6814 0.6690 0.0124 1.8% 0.0039 0.6% 84% True False 12
10 0.6814 0.6538 0.0277 4.1% 0.0033 0.5% 93% True False 14
20 0.6814 0.6538 0.0277 4.1% 0.0026 0.4% 93% True False 8
40 0.6836 0.6538 0.0299 4.4% 0.0024 0.4% 86% False False 5
60 0.6849 0.6538 0.0312 4.6% 0.0025 0.4% 83% False False 4
80 0.6918 0.6538 0.0380 5.6% 0.0023 0.3% 68% False False 3
100 0.7197 0.6538 0.0660 9.7% 0.0022 0.3% 39% False False 3
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6916
2.618 0.6877
1.618 0.6853
1.000 0.6838
0.618 0.6829
HIGH 0.6814
0.618 0.6805
0.500 0.6802
0.382 0.6799
LOW 0.6790
0.618 0.6775
1.000 0.6766
1.618 0.6751
2.618 0.6727
4.250 0.6688
Fisher Pivots for day following 13-Jun-2023
Pivot 1 day 3 day
R1 0.6802 0.6787
PP 0.6800 0.6779
S1 0.6797 0.6771

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

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