CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 0.6884 0.6818 -0.0066 -1.0% 0.6785
High 0.6892 0.6834 -0.0059 -0.8% 0.6921
Low 0.6787 0.6784 -0.0003 0.0% 0.6779
Close 0.6817 0.6834 0.0017 0.2% 0.6907
Range 0.0106 0.0050 -0.0056 -53.1% 0.0142
ATR 0.0052 0.0052 0.0000 -0.3% 0.0000
Volume 47 29 -18 -38.3% 274
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6966 0.6949 0.6861
R3 0.6916 0.6900 0.6847
R2 0.6867 0.6867 0.6843
R1 0.6850 0.6850 0.6838 0.6858
PP 0.6817 0.6817 0.6817 0.6821
S1 0.6801 0.6801 0.6829 0.6809
S2 0.6768 0.6768 0.6824
S3 0.6718 0.6751 0.6820
S4 0.6669 0.6702 0.6806
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 0.6784 0.0137 2.0% 0.0067 1.0% 36% False True 66
10 0.6921 0.6690 0.0231 3.4% 0.0053 0.8% 62% False False 39
20 0.6921 0.6538 0.0384 5.6% 0.0040 0.6% 77% False False 25
40 0.6921 0.6538 0.0384 5.6% 0.0032 0.5% 77% False False 13
60 0.6921 0.6538 0.0384 5.6% 0.0030 0.4% 77% False False 9
80 0.6921 0.6538 0.0384 5.6% 0.0026 0.4% 77% False False 7
100 0.7196 0.6538 0.0658 9.6% 0.0025 0.4% 45% False False 6
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7044
2.618 0.6963
1.618 0.6914
1.000 0.6883
0.618 0.6864
HIGH 0.6834
0.618 0.6815
0.500 0.6809
0.382 0.6803
LOW 0.6784
0.618 0.6753
1.000 0.6735
1.618 0.6704
2.618 0.6654
4.250 0.6574
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 0.6825 0.6853
PP 0.6817 0.6846
S1 0.6809 0.6840

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

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