CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Jun-2023
Day Change Summary
Previous Current
13-Jun-2023 14-Jun-2023 Change Change % Previous Week
Open 0.6810 0.6825 0.0015 0.2% 0.6660
High 0.6814 0.6848 0.0034 0.5% 0.6782
Low 0.6790 0.6802 0.0012 0.2% 0.6660
Close 0.6795 0.6835 0.0040 0.6% 0.6773
Range 0.0024 0.0046 0.0022 91.7% 0.0123
ATR 0.0043 0.0044 0.0001 1.7% 0.0000
Volume 7 13 6 85.7% 76
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6966 0.6946 0.6860
R3 0.6920 0.6900 0.6847
R2 0.6874 0.6874 0.6843
R1 0.6854 0.6854 0.6839 0.6864
PP 0.6828 0.6828 0.6828 0.6833
S1 0.6808 0.6808 0.6830 0.6818
S2 0.6782 0.6782 0.6826
S3 0.6736 0.6762 0.6822
S4 0.6690 0.6716 0.6809
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 0.6848 0.6698 0.0150 2.2% 0.0038 0.6% 91% True False 12
10 0.6848 0.6598 0.0250 3.7% 0.0036 0.5% 95% True False 13
20 0.6848 0.6538 0.0310 4.5% 0.0028 0.4% 96% True False 9
40 0.6848 0.6538 0.0310 4.5% 0.0026 0.4% 96% True False 5
60 0.6849 0.6538 0.0312 4.6% 0.0026 0.4% 95% False False 4
80 0.6885 0.6538 0.0348 5.1% 0.0024 0.3% 85% False False 4
100 0.7197 0.6538 0.0660 9.6% 0.0022 0.3% 45% 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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7043
2.618 0.6968
1.618 0.6922
1.000 0.6894
0.618 0.6876
HIGH 0.6848
0.618 0.6830
0.500 0.6825
0.382 0.6819
LOW 0.6802
0.618 0.6773
1.000 0.6756
1.618 0.6727
2.618 0.6681
4.250 0.6606
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 0.6831 0.6827
PP 0.6828 0.6820
S1 0.6825 0.6813

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

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