CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 14-Dec-2022
Day Change Summary
Previous Current
13-Dec-2022 14-Dec-2022 Change Change % Previous Week
Open 0.6819 0.6886 0.0067 1.0% 0.6810
High 0.6927 0.6900 -0.0027 -0.4% 0.6866
Low 0.6819 0.6875 0.0056 0.8% 0.6730
Close 0.6911 0.6899 -0.0012 -0.2% 0.6857
Range 0.0108 0.0025 -0.0083 -76.7% 0.0136
ATR 0.0078 0.0075 -0.0003 -3.9% 0.0000
Volume 25 7 -18 -72.0% 24
Daily Pivots for day following 14-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6966 0.6958 0.6913
R3 0.6941 0.6933 0.6906
R2 0.6916 0.6916 0.6904
R1 0.6908 0.6908 0.6901 0.6912
PP 0.6891 0.6891 0.6891 0.6894
S1 0.6883 0.6883 0.6897 0.6887
S2 0.6866 0.6866 0.6894
S3 0.6841 0.6858 0.6892
S4 0.6816 0.6833 0.6885
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 0.6927 0.6758 0.0169 2.4% 0.0055 0.8% 84% False False 13
10 0.6927 0.6730 0.0197 2.8% 0.0053 0.8% 86% False False 8
20 0.6927 0.6653 0.0274 4.0% 0.0046 0.7% 90% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7006
2.618 0.6965
1.618 0.6940
1.000 0.6925
0.618 0.6915
HIGH 0.6900
0.618 0.6890
0.500 0.6888
0.382 0.6885
LOW 0.6875
0.618 0.6860
1.000 0.6850
1.618 0.6835
2.618 0.6810
4.250 0.6769
Fisher Pivots for day following 14-Dec-2022
Pivot 1 day 3 day
R1 0.6895 0.6885
PP 0.6891 0.6872
S1 0.6888 0.6858

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

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