CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 0.6705 0.6708 0.0003 0.0% 0.6884
High 0.6749 0.6715 -0.0034 -0.5% 0.6892
Low 0.6705 0.6628 -0.0077 -1.1% 0.6692
Close 0.6719 0.6638 -0.0082 -1.2% 0.6705
Range 0.0044 0.0087 0.0043 97.7% 0.0200
ATR 0.0052 0.0055 0.0003 5.3% 0.0000
Volume 109 363 254 233.0% 261
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6921 0.6866 0.6685
R3 0.6834 0.6779 0.6661
R2 0.6747 0.6747 0.6653
R1 0.6692 0.6692 0.6645 0.6676
PP 0.6660 0.6660 0.6660 0.6652
S1 0.6605 0.6605 0.6630 0.6589
S2 0.6573 0.6573 0.6622
S3 0.6486 0.6518 0.6614
S4 0.6399 0.6431 0.6590
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 0.6824 0.6628 0.0196 3.0% 0.0059 0.9% 5% False True 141
10 0.6921 0.6628 0.0293 4.4% 0.0063 1.0% 3% False True 103
20 0.6921 0.6538 0.0384 5.8% 0.0048 0.7% 26% False False 59
40 0.6921 0.6538 0.0384 5.8% 0.0036 0.5% 26% False False 30
60 0.6921 0.6538 0.0384 5.8% 0.0033 0.5% 26% False False 21
80 0.6921 0.6538 0.0384 5.8% 0.0028 0.4% 26% False False 16
100 0.7056 0.6538 0.0519 7.8% 0.0026 0.4% 19% False False 13
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7085
2.618 0.6943
1.618 0.6856
1.000 0.6802
0.618 0.6769
HIGH 0.6715
0.618 0.6682
0.500 0.6672
0.382 0.6661
LOW 0.6628
0.618 0.6574
1.000 0.6541
1.618 0.6487
2.618 0.6400
4.250 0.6258
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 0.6672 0.6688
PP 0.6660 0.6671
S1 0.6649 0.6654

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

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