CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 0.6731 0.6701 -0.0031 -0.5% 0.6663
High 0.6757 0.6810 0.0053 0.8% 0.6757
Low 0.6689 0.6670 -0.0019 -0.3% 0.6655
Close 0.6701 0.6804 0.0103 1.5% 0.6701
Range 0.0068 0.0140 0.0072 105.1% 0.0103
ATR 0.0072 0.0077 0.0005 6.6% 0.0000
Volume 79,959 116,415 36,456 45.6% 342,198
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7180 0.7131 0.6881
R3 0.7040 0.6992 0.6842
R2 0.6901 0.6901 0.6830
R1 0.6852 0.6852 0.6817 0.6877
PP 0.6761 0.6761 0.6761 0.6773
S1 0.6713 0.6713 0.6791 0.6737
S2 0.6622 0.6622 0.6778
S3 0.6482 0.6573 0.6766
S4 0.6343 0.6434 0.6727
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7012 0.6959 0.6757
R3 0.6909 0.6856 0.6729
R2 0.6807 0.6807 0.6720
R1 0.6754 0.6754 0.6710 0.6780
PP 0.6704 0.6704 0.6704 0.6717
S1 0.6651 0.6651 0.6692 0.6678
S2 0.6602 0.6602 0.6682
S3 0.6499 0.6549 0.6673
S4 0.6397 0.6446 0.6645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6810 0.6670 0.0140 2.1% 0.0076 1.1% 96% True False 79,673
10 0.6810 0.6646 0.0164 2.4% 0.0074 1.1% 97% True False 81,317
20 0.6810 0.6590 0.0220 3.2% 0.0080 1.2% 98% True False 99,459
40 0.7050 0.6590 0.0461 6.8% 0.0077 1.1% 47% False False 50,666
60 0.7193 0.6590 0.0604 8.9% 0.0075 1.1% 36% False False 33,801
80 0.7193 0.6590 0.0604 8.9% 0.0074 1.1% 36% False False 25,356
100 0.7193 0.6455 0.0738 10.8% 0.0070 1.0% 47% False False 20,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7402
2.618 0.7175
1.618 0.7035
1.000 0.6949
0.618 0.6896
HIGH 0.6810
0.618 0.6756
0.500 0.6740
0.382 0.6723
LOW 0.6670
0.618 0.6584
1.000 0.6531
1.618 0.6444
2.618 0.6305
4.250 0.6077
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 0.6783 0.6783
PP 0.6761 0.6761
S1 0.6740 0.6740

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

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