CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.6835 0.6762 -0.0073 -1.1% 0.6901
High 0.6851 0.6771 -0.0080 -1.2% 0.6948
Low 0.6747 0.6728 -0.0019 -0.3% 0.6747
Close 0.6753 0.6762 0.0009 0.1% 0.6753
Range 0.0104 0.0043 -0.0062 -59.1% 0.0201
ATR 0.0081 0.0078 -0.0003 -3.4% 0.0000
Volume 1,487 607 -880 -59.2% 2,079
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6881 0.6864 0.6785
R3 0.6838 0.6821 0.6773
R2 0.6796 0.6796 0.6769
R1 0.6779 0.6779 0.6765 0.6766
PP 0.6753 0.6753 0.6753 0.6747
S1 0.6736 0.6736 0.6758 0.6724
S2 0.6711 0.6711 0.6754
S3 0.6668 0.6694 0.6750
S4 0.6626 0.6651 0.6738
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7419 0.7287 0.6863
R3 0.7218 0.7086 0.6808
R2 0.7017 0.7017 0.6789
R1 0.6885 0.6885 0.6771 0.6850
PP 0.6816 0.6816 0.6816 0.6798
S1 0.6684 0.6684 0.6734 0.6649
S2 0.6615 0.6615 0.6716
S3 0.6414 0.6483 0.6697
S4 0.6213 0.6282 0.6642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6948 0.6728 0.0220 3.2% 0.0067 1.0% 15% False True 537
10 0.7050 0.6728 0.0322 4.8% 0.0080 1.2% 10% False True 387
20 0.7193 0.6728 0.0465 6.9% 0.0078 1.2% 7% False True 265
40 0.7193 0.6728 0.0465 6.9% 0.0078 1.2% 7% False True 162
60 0.7193 0.6700 0.0493 7.3% 0.0072 1.1% 12% False False 113
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 0.0017
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.6951
2.618 0.6882
1.618 0.6839
1.000 0.6813
0.618 0.6797
HIGH 0.6771
0.618 0.6754
0.500 0.6749
0.382 0.6744
LOW 0.6728
0.618 0.6702
1.000 0.6686
1.618 0.6659
2.618 0.6617
4.250 0.6547
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.6757 0.6797
PP 0.6753 0.6785
S1 0.6749 0.6773

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

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