CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 0.6818 0.6907 0.0089 1.3% 0.6785
High 0.6918 0.6921 0.0004 0.1% 0.6921
Low 0.6818 0.6885 0.0067 1.0% 0.6779
Close 0.6918 0.6907 -0.0011 -0.2% 0.6907
Range 0.0100 0.0036 -0.0064 -63.8% 0.0142
ATR 0.0048 0.0047 -0.0001 -1.7% 0.0000
Volume 16 228 212 1,325.0% 274
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7012 0.6996 0.6927
R3 0.6976 0.6960 0.6917
R2 0.6940 0.6940 0.6914
R1 0.6924 0.6924 0.6910 0.6925
PP 0.6904 0.6904 0.6904 0.6905
S1 0.6888 0.6888 0.6904 0.6889
S2 0.6868 0.6868 0.6900
S3 0.6832 0.6852 0.6897
S4 0.6796 0.6816 0.6887
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7295 0.7243 0.6985
R3 0.7153 0.7101 0.6946
R2 0.7011 0.7011 0.6933
R1 0.6959 0.6959 0.6920 0.6985
PP 0.6869 0.6869 0.6869 0.6882
S1 0.6817 0.6817 0.6894 0.6843
S2 0.6727 0.6727 0.6881
S3 0.6585 0.6675 0.6868
S4 0.6443 0.6533 0.6829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6921 0.6779 0.0142 2.1% 0.0044 0.6% 90% True False 54
10 0.6921 0.6660 0.0262 3.8% 0.0044 0.6% 95% True False 35
20 0.6921 0.6538 0.0384 5.6% 0.0033 0.5% 96% True False 21
40 0.6921 0.6538 0.0384 5.6% 0.0029 0.4% 96% True False 11
60 0.6921 0.6538 0.0384 5.6% 0.0028 0.4% 96% True False 8
80 0.6921 0.6538 0.0384 5.6% 0.0025 0.4% 96% True False 7
100 0.7197 0.6538 0.0660 9.5% 0.0023 0.3% 56% False False 5
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7074
2.618 0.7015
1.618 0.6979
1.000 0.6957
0.618 0.6943
HIGH 0.6921
0.618 0.6907
0.500 0.6903
0.382 0.6899
LOW 0.6885
0.618 0.6863
1.000 0.6849
1.618 0.6827
2.618 0.6791
4.250 0.6732
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 0.6906 0.6892
PP 0.6904 0.6877
S1 0.6903 0.6861

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

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