CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 0.6756 0.6785 0.0029 0.4% 0.6762
High 0.6800 0.6795 -0.0005 -0.1% 0.6810
Low 0.6754 0.6742 -0.0013 -0.2% 0.6711
Close 0.6796 0.6746 -0.0050 -0.7% 0.6796
Range 0.0046 0.0054 0.0008 16.3% 0.0099
ATR 0.0074 0.0072 -0.0001 -1.9% 0.0000
Volume 6,281 19,364 13,083 208.3% 13,797
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6921 0.6887 0.6775
R3 0.6868 0.6834 0.6761
R2 0.6814 0.6814 0.6756
R1 0.6780 0.6780 0.6751 0.6771
PP 0.6761 0.6761 0.6761 0.6756
S1 0.6727 0.6727 0.6741 0.6717
S2 0.6707 0.6707 0.6736
S3 0.6654 0.6673 0.6731
S4 0.6600 0.6620 0.6717
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7068 0.7030 0.6850
R3 0.6969 0.6932 0.6823
R2 0.6871 0.6871 0.6814
R1 0.6833 0.6833 0.6805 0.6852
PP 0.6772 0.6772 0.6772 0.6781
S1 0.6735 0.6735 0.6786 0.6753
S2 0.6674 0.6674 0.6777
S3 0.6575 0.6636 0.6768
S4 0.6477 0.6538 0.6741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6810 0.6711 0.0099 1.5% 0.0060 0.9% 36% False False 6,510
10 0.6948 0.6711 0.0237 3.5% 0.0063 0.9% 15% False False 3,524
20 0.7050 0.6711 0.0339 5.0% 0.0073 1.1% 10% False False 1,872
40 0.7193 0.6711 0.0482 7.1% 0.0073 1.1% 7% False False 973
60 0.7193 0.6700 0.0493 7.3% 0.0072 1.1% 9% False False 655
80 0.7193 0.6455 0.0738 10.9% 0.0068 1.0% 39% False False 492
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7022
2.618 0.6935
1.618 0.6882
1.000 0.6849
0.618 0.6828
HIGH 0.6795
0.618 0.6775
0.500 0.6768
0.382 0.6762
LOW 0.6742
0.618 0.6708
1.000 0.6688
1.618 0.6655
2.618 0.6601
4.250 0.6514
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 0.6768 0.6766
PP 0.6761 0.6760
S1 0.6753 0.6753

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

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