CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Dec-2022
Day Change Summary
Previous Current
08-Dec-2022 09-Dec-2022 Change Change % Previous Week
Open 0.6758 0.6852 0.0094 1.4% 0.6810
High 0.6825 0.6866 0.0041 0.6% 0.6866
Low 0.6758 0.6809 0.0051 0.8% 0.6730
Close 0.6825 0.6857 0.0033 0.5% 0.6857
Range 0.0067 0.0057 -0.0010 -15.0% 0.0136
ATR 0.0075 0.0074 -0.0001 -1.8% 0.0000
Volume 16 3 -13 -81.3% 24
Daily Pivots for day following 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7013 0.6992 0.6888
R3 0.6957 0.6935 0.6873
R2 0.6900 0.6900 0.6867
R1 0.6879 0.6879 0.6862 0.6890
PP 0.6844 0.6844 0.6844 0.6849
S1 0.6822 0.6822 0.6852 0.6833
S2 0.6787 0.6787 0.6847
S3 0.6731 0.6766 0.6841
S4 0.6674 0.6709 0.6826
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7224 0.7176 0.6932
R3 0.7089 0.7041 0.6894
R2 0.6953 0.6953 0.6882
R1 0.6905 0.6905 0.6869 0.6929
PP 0.6818 0.6818 0.6818 0.6830
S1 0.6770 0.6770 0.6845 0.6794
S2 0.6682 0.6682 0.6832
S3 0.6547 0.6634 0.6820
S4 0.6411 0.6499 0.6782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6866 0.6730 0.0136 2.0% 0.0056 0.8% 94% True False 4
10 0.6890 0.6699 0.0192 2.8% 0.0056 0.8% 83% False False 4
20 0.6890 0.6632 0.0258 3.8% 0.0050 0.7% 87% 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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7106
2.618 0.7013
1.618 0.6957
1.000 0.6922
0.618 0.6900
HIGH 0.6866
0.618 0.6844
0.500 0.6837
0.382 0.6831
LOW 0.6809
0.618 0.6774
1.000 0.6753
1.618 0.6718
2.618 0.6661
4.250 0.6569
Fisher Pivots for day following 09-Dec-2022
Pivot 1 day 3 day
R1 0.6850 0.6837
PP 0.6844 0.6818
S1 0.6837 0.6798

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

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