CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 17-Nov-2022
Day Change Summary
Previous Current
16-Nov-2022 17-Nov-2022 Change Change % Previous Week
Open 0.6795 0.6754 -0.0041 -0.6% 0.6542
High 0.6795 0.6754 -0.0041 -0.6% 0.6767
Low 0.6795 0.6700 -0.0095 -1.4% 0.6455
Close 0.6795 0.6740 -0.0055 -0.8% 0.6769
Range 0.0000 0.0054 0.0054 0.0312
ATR
Volume 0 2 2 34
Daily Pivots for day following 17-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6893 0.6870 0.6769
R3 0.6839 0.6816 0.6754
R2 0.6785 0.6785 0.6749
R1 0.6762 0.6762 0.6744 0.6747
PP 0.6731 0.6731 0.6731 0.6723
S1 0.6708 0.6708 0.6735 0.6693
S2 0.6677 0.6677 0.6730
S3 0.6623 0.6654 0.6725
S4 0.6569 0.6600 0.6710
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7600 0.7496 0.6940
R3 0.7288 0.7184 0.6854
R2 0.6976 0.6976 0.6826
R1 0.6872 0.6872 0.6797 0.6924
PP 0.6664 0.6664 0.6664 0.6689
S1 0.6560 0.6560 0.6740 0.6612
S2 0.6352 0.6352 0.6711
S3 0.6040 0.6248 0.6683
S4 0.5728 0.5936 0.6597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6826 0.6632 0.0194 2.9% 0.0055 0.8% 55% False False 6
10 0.6826 0.6344 0.0483 7.2% 0.0073 1.1% 82% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6984
2.618 0.6895
1.618 0.6841
1.000 0.6808
0.618 0.6787
HIGH 0.6754
0.618 0.6733
0.500 0.6727
0.382 0.6721
LOW 0.6700
0.618 0.6667
1.000 0.6646
1.618 0.6613
2.618 0.6559
4.250 0.6471
Fisher Pivots for day following 17-Nov-2022
Pivot 1 day 3 day
R1 0.6735 0.6763
PP 0.6731 0.6755
S1 0.6727 0.6747

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

View Archives - Comment on this page... - Back to Index of Symbols