CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 0.6774 0.6791 0.0018 0.3% 0.6751
High 0.6843 0.6829 -0.0014 -0.2% 0.6805
Low 0.6774 0.6754 -0.0020 -0.3% 0.6700
Close 0.6787 0.6829 0.0042 0.6% 0.6756
Range 0.0069 0.0075 0.0006 8.0% 0.0105
ATR 0.0072 0.0072 0.0000 0.3% 0.0000
Volume 23 9 -14 -60.9% 132
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7027 0.7002 0.6869
R3 0.6953 0.6928 0.6849
R2 0.6878 0.6878 0.6842
R1 0.6853 0.6853 0.6835 0.6866
PP 0.6804 0.6804 0.6804 0.6810
S1 0.6779 0.6779 0.6822 0.6791
S2 0.6729 0.6729 0.6815
S3 0.6655 0.6704 0.6808
S4 0.6580 0.6630 0.6788
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7069 0.7017 0.6813
R3 0.6964 0.6912 0.6784
R2 0.6859 0.6859 0.6775
R1 0.6807 0.6807 0.6765 0.6833
PP 0.6754 0.6754 0.6754 0.6766
S1 0.6702 0.6702 0.6746 0.6728
S2 0.6649 0.6649 0.6736
S3 0.6544 0.6597 0.6727
S4 0.6439 0.6492 0.6698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6843 0.6703 0.0140 2.1% 0.0068 1.0% 90% False False 28
10 0.6887 0.6700 0.0187 2.7% 0.0065 1.0% 69% False False 22
20 0.6927 0.6700 0.0227 3.3% 0.0059 0.9% 57% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7145
2.618 0.7024
1.618 0.6949
1.000 0.6903
0.618 0.6875
HIGH 0.6829
0.618 0.6800
0.500 0.6791
0.382 0.6782
LOW 0.6754
0.618 0.6708
1.000 0.6680
1.618 0.6633
2.618 0.6559
4.250 0.6437
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 0.6816 0.6818
PP 0.6804 0.6808
S1 0.6791 0.6798

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

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