CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Dec-2022
Day Change Summary
Previous Current
15-Dec-2022 16-Dec-2022 Change Change % Previous Week
Open 0.6883 0.6740 -0.0143 -2.1% 0.6810
High 0.6887 0.6778 -0.0110 -1.6% 0.6927
Low 0.6729 0.6726 -0.0003 0.0% 0.6726
Close 0.6751 0.6740 -0.0011 -0.2% 0.6740
Range 0.0158 0.0052 -0.0107 -67.4% 0.0201
ATR 0.0081 0.0079 -0.0002 -2.6% 0.0000
Volume 47 2 -45 -95.7% 95
Daily Pivots for day following 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6902 0.6873 0.6768
R3 0.6851 0.6821 0.6754
R2 0.6799 0.6799 0.6749
R1 0.6770 0.6770 0.6745 0.6766
PP 0.6748 0.6748 0.6748 0.6746
S1 0.6718 0.6718 0.6735 0.6714
S2 0.6696 0.6696 0.6731
S3 0.6645 0.6667 0.6726
S4 0.6593 0.6615 0.6712
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7399 0.7270 0.6850
R3 0.7199 0.7070 0.6795
R2 0.6998 0.6998 0.6777
R1 0.6869 0.6869 0.6758 0.6833
PP 0.6798 0.6798 0.6798 0.6780
S1 0.6669 0.6669 0.6722 0.6633
S2 0.6597 0.6597 0.6703
S3 0.6397 0.6468 0.6685
S4 0.6196 0.6268 0.6630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6927 0.6726 0.0201 3.0% 0.0073 1.1% 7% False True 19
10 0.6927 0.6726 0.0201 3.0% 0.0064 1.0% 7% False True 11
20 0.6927 0.6653 0.0274 4.1% 0.0054 0.8% 32% False False 8
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6996
2.618 0.6912
1.618 0.6861
1.000 0.6829
0.618 0.6809
HIGH 0.6778
0.618 0.6758
0.500 0.6752
0.382 0.6746
LOW 0.6726
0.618 0.6694
1.000 0.6675
1.618 0.6643
2.618 0.6591
4.250 0.6507
Fisher Pivots for day following 16-Dec-2022
Pivot 1 day 3 day
R1 0.6752 0.6813
PP 0.6748 0.6789
S1 0.6744 0.6764

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

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