CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 0.6751 0.6738 -0.0013 -0.2% 0.6810
High 0.6778 0.6742 -0.0036 -0.5% 0.6927
Low 0.6742 0.6700 -0.0042 -0.6% 0.6726
Close 0.6742 0.6725 -0.0017 -0.2% 0.6740
Range 0.0037 0.0042 0.0006 15.1% 0.0201
ATR 0.0076 0.0074 -0.0002 -3.2% 0.0000
Volume 25 8 -17 -68.0% 95
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6848 0.6829 0.6748
R3 0.6806 0.6787 0.6737
R2 0.6764 0.6764 0.6733
R1 0.6745 0.6745 0.6729 0.6734
PP 0.6722 0.6722 0.6722 0.6717
S1 0.6703 0.6703 0.6721 0.6692
S2 0.6680 0.6680 0.6717
S3 0.6638 0.6661 0.6713
S4 0.6596 0.6619 0.6702
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 0.6900 0.6700 0.0200 3.0% 0.0063 0.9% 13% False True 17
10 0.6927 0.6700 0.0227 3.4% 0.0062 0.9% 11% False True 14
20 0.6927 0.6698 0.0229 3.4% 0.0053 0.8% 12% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6921
2.618 0.6852
1.618 0.6810
1.000 0.6784
0.618 0.6768
HIGH 0.6742
0.618 0.6726
0.500 0.6721
0.382 0.6716
LOW 0.6700
0.618 0.6674
1.000 0.6658
1.618 0.6632
2.618 0.6590
4.250 0.6522
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 0.6724 0.6739
PP 0.6722 0.6734
S1 0.6721 0.6730

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

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