CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 0.6825 0.6818 -0.0007 -0.1% 0.6660
High 0.6848 0.6918 0.0070 1.0% 0.6782
Low 0.6802 0.6818 0.0017 0.2% 0.6660
Close 0.6835 0.6918 0.0083 1.2% 0.6773
Range 0.0046 0.0100 0.0054 116.3% 0.0123
ATR 0.0044 0.0048 0.0004 9.2% 0.0000
Volume 13 16 3 23.1% 76
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7183 0.7150 0.6972
R3 0.7083 0.7050 0.6945
R2 0.6984 0.6984 0.6936
R1 0.6951 0.6951 0.6927 0.6967
PP 0.6884 0.6884 0.6884 0.6893
S1 0.6851 0.6851 0.6908 0.6868
S2 0.6785 0.6785 0.6899
S3 0.6685 0.6752 0.6890
S4 0.6586 0.6652 0.6863
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 0.6918 0.6728 0.0190 2.7% 0.0048 0.7% 100% True False 14
10 0.6918 0.6648 0.0270 3.9% 0.0043 0.6% 100% True False 14
20 0.6918 0.6538 0.0380 5.5% 0.0032 0.5% 100% True False 10
40 0.6918 0.6538 0.0380 5.5% 0.0028 0.4% 100% True False 5
60 0.6918 0.6538 0.0380 5.5% 0.0027 0.4% 100% True False 4
80 0.6918 0.6538 0.0380 5.5% 0.0025 0.4% 100% True False 4
100 0.7197 0.6538 0.0660 9.5% 0.0023 0.3% 58% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7340
2.618 0.7178
1.618 0.7078
1.000 0.7017
0.618 0.6979
HIGH 0.6918
0.618 0.6879
0.500 0.6868
0.382 0.6856
LOW 0.6818
0.618 0.6757
1.000 0.6719
1.618 0.6657
2.618 0.6558
4.250 0.6395
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 0.6901 0.6896
PP 0.6884 0.6875
S1 0.6868 0.6854

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

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