CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 0.6818 0.6818 -0.0001 0.0% 0.6785
High 0.6834 0.6824 -0.0010 -0.1% 0.6921
Low 0.6784 0.6784 0.0000 0.0% 0.6779
Close 0.6834 0.6787 -0.0047 -0.7% 0.6907
Range 0.0050 0.0040 -0.0010 -19.2% 0.0142
ATR 0.0052 0.0052 0.0000 -0.3% 0.0000
Volume 29 47 18 62.1% 274
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6918 0.6893 0.6809
R3 0.6878 0.6853 0.6798
R2 0.6838 0.6838 0.6794
R1 0.6813 0.6813 0.6791 0.6806
PP 0.6798 0.6798 0.6798 0.6795
S1 0.6773 0.6773 0.6783 0.6766
S2 0.6758 0.6758 0.6780
S3 0.6718 0.6733 0.6776
S4 0.6678 0.6693 0.6765
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% 0.0066 1.0% 2% False True 73
10 0.6921 0.6698 0.0224 3.3% 0.0052 0.8% 40% False False 43
20 0.6921 0.6538 0.0384 5.7% 0.0042 0.6% 65% False False 27
40 0.6921 0.6538 0.0384 5.7% 0.0032 0.5% 65% False False 14
60 0.6921 0.6538 0.0384 5.7% 0.0030 0.4% 65% False False 10
80 0.6921 0.6538 0.0384 5.7% 0.0026 0.4% 65% False False 8
100 0.7196 0.6538 0.0658 9.7% 0.0025 0.4% 38% False False 7
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6994
2.618 0.6929
1.618 0.6889
1.000 0.6864
0.618 0.6849
HIGH 0.6824
0.618 0.6809
0.500 0.6804
0.382 0.6799
LOW 0.6784
0.618 0.6759
1.000 0.6744
1.618 0.6719
2.618 0.6679
4.250 0.6614
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 0.6804 0.6838
PP 0.6798 0.6821
S1 0.6793 0.6804

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

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