CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 23-Jun-2023
Day Change Summary
Previous Current
22-Jun-2023 23-Jun-2023 Change Change % Previous Week
Open 0.6818 0.6743 -0.0075 -1.1% 0.6884
High 0.6824 0.6795 -0.0029 -0.4% 0.6892
Low 0.6784 0.6692 -0.0092 -1.4% 0.6692
Close 0.6787 0.6705 -0.0082 -1.2% 0.6705
Range 0.0040 0.0103 0.0063 157.5% 0.0200
ATR 0.0052 0.0055 0.0004 7.1% 0.0000
Volume 47 138 91 193.6% 261
Daily Pivots for day following 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7040 0.6975 0.6762
R3 0.6937 0.6872 0.6733
R2 0.6834 0.6834 0.6724
R1 0.6769 0.6769 0.6714 0.6750
PP 0.6731 0.6731 0.6731 0.6721
S1 0.6666 0.6666 0.6696 0.6647
S2 0.6628 0.6628 0.6686
S3 0.6525 0.6563 0.6677
S4 0.6422 0.6460 0.6648
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7363 0.7234 0.6815
R3 0.7163 0.7034 0.6760
R2 0.6963 0.6963 0.6742
R1 0.6834 0.6834 0.6723 0.6799
PP 0.6763 0.6763 0.6763 0.6745
S1 0.6634 0.6634 0.6687 0.6599
S2 0.6563 0.6563 0.6668
S3 0.6363 0.6434 0.6650
S4 0.6163 0.6234 0.6595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6921 0.6692 0.0229 3.4% 0.0067 1.0% 6% False True 97
10 0.6921 0.6692 0.0229 3.4% 0.0057 0.9% 6% False True 56
20 0.6921 0.6538 0.0384 5.7% 0.0044 0.7% 44% False False 34
40 0.6921 0.6538 0.0384 5.7% 0.0034 0.5% 44% False False 18
60 0.6921 0.6538 0.0384 5.7% 0.0032 0.5% 44% False False 12
80 0.6921 0.6538 0.0384 5.7% 0.0027 0.4% 44% False False 10
100 0.7196 0.6538 0.0658 9.8% 0.0026 0.4% 25% False False 8
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7233
2.618 0.7065
1.618 0.6962
1.000 0.6898
0.618 0.6859
HIGH 0.6795
0.618 0.6756
0.500 0.6744
0.382 0.6731
LOW 0.6692
0.618 0.6628
1.000 0.6589
1.618 0.6525
2.618 0.6422
4.250 0.6254
Fisher Pivots for day following 23-Jun-2023
Pivot 1 day 3 day
R1 0.6744 0.6763
PP 0.6731 0.6744
S1 0.6718 0.6724

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

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