CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 0.6852 0.6810 -0.0042 -0.6% 0.6810
High 0.6866 0.6810 -0.0056 -0.8% 0.6866
Low 0.6809 0.6789 -0.0020 -0.3% 0.6730
Close 0.6857 0.6797 -0.0061 -0.9% 0.6857
Range 0.0057 0.0021 -0.0036 -62.8% 0.0136
ATR 0.0074 0.0074 0.0000 -0.6% 0.0000
Volume 3 14 11 366.7% 24
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6862 0.6850 0.6808
R3 0.6841 0.6829 0.6802
R2 0.6820 0.6820 0.6800
R1 0.6808 0.6808 0.6798 0.6803
PP 0.6799 0.6799 0.6799 0.6796
S1 0.6787 0.6787 0.6795 0.6782
S2 0.6778 0.6778 0.6793
S3 0.6757 0.6766 0.6791
S4 0.6736 0.6745 0.6785
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% 0.0049 0.7% 49% False False 7
10 0.6890 0.6730 0.0160 2.4% 0.0051 0.8% 42% False False 5
20 0.6890 0.6653 0.0237 3.5% 0.0044 0.6% 61% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6899
2.618 0.6865
1.618 0.6844
1.000 0.6831
0.618 0.6823
HIGH 0.6810
0.618 0.6802
0.500 0.6800
0.382 0.6797
LOW 0.6789
0.618 0.6776
1.000 0.6768
1.618 0.6755
2.618 0.6734
4.250 0.6700
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 0.6800 0.6812
PP 0.6799 0.6807
S1 0.6798 0.6802

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

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