CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 0.7132 0.7081 -0.0051 -0.7% 0.7012
High 0.7132 0.7090 -0.0042 -0.6% 0.7172
Low 0.7095 0.7039 -0.0056 -0.8% 0.7010
Close 0.7095 0.7090 -0.0005 -0.1% 0.7148
Range 0.0037 0.0051 0.0014 37.8% 0.0162
ATR 0.0072 0.0071 -0.0001 -1.6% 0.0000
Volume 123 29 -94 -76.4% 449
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7226 0.7209 0.7118
R3 0.7175 0.7158 0.7104
R2 0.7124 0.7124 0.7099
R1 0.7107 0.7107 0.7094 0.7115
PP 0.7073 0.7073 0.7073 0.7077
S1 0.7056 0.7056 0.7085 0.7064
S2 0.7022 0.7022 0.7080
S3 0.6971 0.7005 0.7075
S4 0.6920 0.6954 0.7061
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7594 0.7533 0.7237
R3 0.7433 0.7371 0.7192
R2 0.7271 0.7271 0.7178
R1 0.7210 0.7210 0.7163 0.7241
PP 0.7110 0.7110 0.7110 0.7125
S1 0.7048 0.7048 0.7133 0.7079
S2 0.6948 0.6948 0.7118
S3 0.6787 0.6887 0.7104
S4 0.6625 0.6725 0.7059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7172 0.7039 0.0133 1.9% 0.0049 0.7% 38% False True 94
10 0.7172 0.6915 0.0257 3.6% 0.0060 0.8% 68% False False 90
20 0.7172 0.6734 0.0438 6.2% 0.0076 1.1% 81% False False 64
40 0.7172 0.6700 0.0472 6.7% 0.0069 1.0% 83% False False 40
60 0.7172 0.6344 0.0828 11.7% 0.0064 0.9% 90% False False 28
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 0.7306
2.618 0.7223
1.618 0.7172
1.000 0.7141
0.618 0.7121
HIGH 0.7090
0.618 0.7070
0.500 0.7064
0.382 0.7058
LOW 0.7039
0.618 0.7007
1.000 0.6988
1.618 0.6956
2.618 0.6905
4.250 0.6822
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 0.7081 0.7103
PP 0.7073 0.7098
S1 0.7064 0.7094

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

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