CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 0.6810 0.6788 -0.0022 -0.3% 0.6758
High 0.6814 0.6788 -0.0026 -0.4% 0.6890
Low 0.6756 0.6744 -0.0012 -0.2% 0.6699
Close 0.6756 0.6744 -0.0012 -0.2% 0.6865
Range 0.0059 0.0045 -0.0014 -23.9% 0.0192
ATR 0.0080 0.0078 -0.0003 -3.2% 0.0000
Volume 3 1 -2 -66.7% 25
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6892 0.6862 0.6768
R3 0.6847 0.6818 0.6756
R2 0.6803 0.6803 0.6752
R1 0.6773 0.6773 0.6748 0.6766
PP 0.6758 0.6758 0.6758 0.6755
S1 0.6729 0.6729 0.6739 0.6721
S2 0.6714 0.6714 0.6735
S3 0.6669 0.6684 0.6731
S4 0.6625 0.6640 0.6719
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7392 0.7320 0.6970
R3 0.7201 0.7128 0.6917
R2 0.7009 0.7009 0.6900
R1 0.6937 0.6937 0.6882 0.6973
PP 0.6818 0.6818 0.6818 0.6836
S1 0.6745 0.6745 0.6847 0.6782
S2 0.6626 0.6626 0.6829
S3 0.6435 0.6554 0.6812
S4 0.6243 0.6362 0.6759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6890 0.6744 0.0147 2.2% 0.0056 0.8% 0% False True 4
10 0.6890 0.6698 0.0192 2.8% 0.0043 0.6% 24% False False 3
20 0.6890 0.6455 0.0435 6.5% 0.0054 0.8% 66% False False 5
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6977
2.618 0.6905
1.618 0.6860
1.000 0.6833
0.618 0.6816
HIGH 0.6788
0.618 0.6771
0.500 0.6766
0.382 0.6760
LOW 0.6744
0.618 0.6716
1.000 0.6699
1.618 0.6671
2.618 0.6627
4.250 0.6554
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 0.6766 0.6817
PP 0.6758 0.6792
S1 0.6751 0.6768

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

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