CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 0.6615 0.6615 0.0000 0.0% 0.6762
High 0.6654 0.6662 0.0008 0.1% 0.6810
Low 0.6595 0.6602 0.0007 0.1% 0.6711
Close 0.6616 0.6613 -0.0003 0.0% 0.6796
Range 0.0059 0.0061 0.0002 2.5% 0.0099
ATR 0.0078 0.0076 -0.0001 -1.6% 0.0000
Volume 133,481 80,620 -52,861 -39.6% 13,797
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6807 0.6770 0.6646
R3 0.6746 0.6710 0.6629
R2 0.6686 0.6686 0.6624
R1 0.6649 0.6649 0.6618 0.6637
PP 0.6625 0.6625 0.6625 0.6619
S1 0.6589 0.6589 0.6607 0.6577
S2 0.6565 0.6565 0.6601
S3 0.6504 0.6528 0.6596
S4 0.6444 0.6468 0.6579
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 0.6800 0.6595 0.0205 3.1% 0.0077 1.2% 9% False False 62,044
10 0.6851 0.6595 0.0256 3.9% 0.0073 1.1% 7% False False 31,922
20 0.7050 0.6595 0.0455 6.9% 0.0076 1.1% 4% False False 16,072
40 0.7193 0.6595 0.0598 9.0% 0.0073 1.1% 3% False False 8,085
60 0.7193 0.6595 0.0598 9.0% 0.0074 1.1% 3% False False 5,398
80 0.7193 0.6595 0.0598 9.0% 0.0068 1.0% 3% False False 4,049
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6919
2.618 0.6820
1.618 0.6760
1.000 0.6723
0.618 0.6699
HIGH 0.6662
0.618 0.6639
0.500 0.6632
0.382 0.6625
LOW 0.6602
0.618 0.6564
1.000 0.6541
1.618 0.6504
2.618 0.6443
4.250 0.6344
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 0.6632 0.6684
PP 0.6625 0.6660
S1 0.6619 0.6636

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

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