CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 0.6724 0.6721 -0.0003 0.0% 0.6684
High 0.6736 0.6765 0.0029 0.4% 0.6824
Low 0.6698 0.6714 0.0016 0.2% 0.6637
Close 0.6718 0.6744 0.0026 0.4% 0.6723
Range 0.0038 0.0051 0.0013 34.2% 0.0187
ATR 0.0077 0.0075 -0.0002 -2.4% 0.0000
Volume 56,870 57,075 205 0.4% 339,129
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6894 0.6870 0.6772
R3 0.6843 0.6819 0.6758
R2 0.6792 0.6792 0.6753
R1 0.6768 0.6768 0.6749 0.6780
PP 0.6741 0.6741 0.6741 0.6747
S1 0.6717 0.6717 0.6739 0.6729
S2 0.6690 0.6690 0.6735
S3 0.6639 0.6666 0.6730
S4 0.6588 0.6615 0.6716
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7287 0.7191 0.6825
R3 0.7101 0.7005 0.6774
R2 0.6914 0.6914 0.6757
R1 0.6818 0.6818 0.6740 0.6866
PP 0.6728 0.6728 0.6728 0.6752
S1 0.6632 0.6632 0.6705 0.6680
S2 0.6541 0.6541 0.6688
S3 0.6355 0.6445 0.6671
S4 0.6168 0.6259 0.6620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6824 0.6667 0.0157 2.3% 0.0078 1.1% 49% False False 71,595
10 0.6824 0.6637 0.0187 2.8% 0.0074 1.1% 57% False False 70,025
20 0.6824 0.6637 0.0187 2.8% 0.0074 1.1% 57% False False 75,671
40 0.6948 0.6590 0.0358 5.3% 0.0074 1.1% 43% False False 68,117
60 0.7193 0.6590 0.0604 8.9% 0.0075 1.1% 26% False False 45,462
80 0.7193 0.6590 0.0604 8.9% 0.0076 1.1% 26% False False 34,107
100 0.7193 0.6590 0.0604 8.9% 0.0071 1.1% 26% False False 27,288
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6982
2.618 0.6899
1.618 0.6848
1.000 0.6816
0.618 0.6797
HIGH 0.6765
0.618 0.6746
0.500 0.6740
0.382 0.6733
LOW 0.6714
0.618 0.6682
1.000 0.6663
1.618 0.6631
2.618 0.6580
4.250 0.6497
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 0.6743 0.6761
PP 0.6741 0.6755
S1 0.6740 0.6750

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

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