CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 18-Nov-2022
Day Change Summary
Previous Current
17-Nov-2022 18-Nov-2022 Change Change % Previous Week
Open 0.6754 0.6774 0.0020 0.3% 0.6738
High 0.6754 0.6783 0.0029 0.4% 0.6826
Low 0.6700 0.6721 0.0021 0.3% 0.6700
Close 0.6740 0.6730 -0.0010 -0.1% 0.6730
Range 0.0054 0.0062 0.0008 14.8% 0.0126
ATR
Volume 2 14 12 600.0% 30
Daily Pivots for day following 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6931 0.6892 0.6764
R3 0.6869 0.6830 0.6747
R2 0.6807 0.6807 0.6741
R1 0.6768 0.6768 0.6735 0.6756
PP 0.6745 0.6745 0.6745 0.6739
S1 0.6706 0.6706 0.6724 0.6694
S2 0.6683 0.6683 0.6718
S3 0.6621 0.6644 0.6712
S4 0.6559 0.6582 0.6695
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7130 0.7056 0.6799
R3 0.7004 0.6930 0.6764
R2 0.6878 0.6878 0.6753
R1 0.6804 0.6804 0.6741 0.6778
PP 0.6752 0.6752 0.6752 0.6739
S1 0.6678 0.6678 0.6718 0.6652
S2 0.6626 0.6626 0.6706
S3 0.6500 0.6552 0.6695
S4 0.6374 0.6426 0.6660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6826 0.6700 0.0126 1.9% 0.0040 0.6% 23% False False 6
10 0.6826 0.6455 0.0371 5.5% 0.0061 0.9% 74% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7047
2.618 0.6945
1.618 0.6883
1.000 0.6845
0.618 0.6821
HIGH 0.6783
0.618 0.6759
0.500 0.6752
0.382 0.6745
LOW 0.6721
0.618 0.6683
1.000 0.6659
1.618 0.6621
2.618 0.6559
4.250 0.6458
Fisher Pivots for day following 18-Nov-2022
Pivot 1 day 3 day
R1 0.6752 0.6747
PP 0.6745 0.6741
S1 0.6737 0.6735

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

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