CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 26-Jan-2023
Day Change Summary
Previous Current
25-Jan-2023 26-Jan-2023 Change Change % Previous Week
Open 0.7078 0.7163 0.0086 1.2% 0.7032
High 0.7153 0.7172 0.0019 0.3% 0.7101
Low 0.7078 0.7137 0.0059 0.8% 0.6915
Close 0.7141 0.7151 0.0011 0.1% 0.7012
Range 0.0076 0.0035 -0.0041 -53.6% 0.0186
ATR 0.0079 0.0076 -0.0003 -4.0% 0.0000
Volume 139 132 -7 -5.0% 349
Daily Pivots for day following 26-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7258 0.7240 0.7170
R3 0.7223 0.7205 0.7161
R2 0.7188 0.7188 0.7157
R1 0.7170 0.7170 0.7154 0.7161
PP 0.7153 0.7153 0.7153 0.7149
S1 0.7135 0.7135 0.7148 0.7126
S2 0.7118 0.7118 0.7145
S3 0.7083 0.7100 0.7141
S4 0.7048 0.7065 0.7132
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7567 0.7475 0.7114
R3 0.7381 0.7289 0.7063
R2 0.7195 0.7195 0.7046
R1 0.7103 0.7103 0.7029 0.7056
PP 0.7009 0.7009 0.7009 0.6986
S1 0.6917 0.6917 0.6994 0.6870
S2 0.6823 0.6823 0.6977
S3 0.6637 0.6731 0.6960
S4 0.6451 0.6545 0.6909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7172 0.6949 0.0223 3.1% 0.0060 0.8% 91% True False 91
10 0.7172 0.6915 0.0257 3.6% 0.0070 1.0% 92% True False 83
20 0.7172 0.6734 0.0438 6.1% 0.0080 1.1% 95% True False 57
40 0.7172 0.6700 0.0472 6.6% 0.0069 1.0% 96% True False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7320
2.618 0.7263
1.618 0.7228
1.000 0.7207
0.618 0.7193
HIGH 0.7172
0.618 0.7158
0.500 0.7154
0.382 0.7150
LOW 0.7137
0.618 0.7115
1.000 0.7102
1.618 0.7080
2.618 0.7045
4.250 0.6988
Fisher Pivots for day following 26-Jan-2023
Pivot 1 day 3 day
R1 0.7154 0.7136
PP 0.7153 0.7121
S1 0.7152 0.7105

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

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