CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 0.6740 0.6751 0.0011 0.2% 0.6810
High 0.6778 0.6778 0.0001 0.0% 0.6927
Low 0.6726 0.6742 0.0016 0.2% 0.6726
Close 0.6740 0.6742 0.0002 0.0% 0.6740
Range 0.0052 0.0037 -0.0015 -29.1% 0.0201
ATR 0.0079 0.0076 -0.0003 -3.7% 0.0000
Volume 2 25 23 1,150.0% 95
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6863 0.6839 0.6762
R3 0.6827 0.6802 0.6752
R2 0.6790 0.6790 0.6748
R1 0.6766 0.6766 0.6745 0.6760
PP 0.6754 0.6754 0.6754 0.6751
S1 0.6729 0.6729 0.6738 0.6723
S2 0.6717 0.6717 0.6735
S3 0.6681 0.6693 0.6731
S4 0.6644 0.6656 0.6721
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% 0.0076 1.1% 8% False False 21
10 0.6927 0.6726 0.0201 3.0% 0.0062 0.9% 8% False False 14
20 0.6927 0.6653 0.0274 4.1% 0.0053 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6933
2.618 0.6874
1.618 0.6837
1.000 0.6815
0.618 0.6801
HIGH 0.6778
0.618 0.6764
0.500 0.6760
0.382 0.6755
LOW 0.6742
0.618 0.6719
1.000 0.6705
1.618 0.6682
2.618 0.6646
4.250 0.6586
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 0.6760 0.6807
PP 0.6754 0.6785
S1 0.6748 0.6763

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

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