CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	0.6606	0.6620	0.0014	0.2%	0.6526
High	0.6641	0.6690	0.0049	0.7%	0.6642
Low	0.6583	0.6613	0.0030	0.5%	0.6463
Close	0.6620	0.6677	0.0057	0.9%	0.6616
Range	0.0058	0.0077	0.0019	33.0%	0.0179
ATR	0.0066	0.0067	0.0001	1.1%	0.0000
Volume	76,286	113,617	37,331	48.9%	394,417

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6889	0.6859	0.6719
R3	0.6813	0.6783	0.6698
R2	0.6736	0.6736	0.6691
R1	0.6706	0.6706	0.6684	0.6721
PP	0.6660	0.6660	0.6660	0.6667
S1	0.6630	0.6630	0.6669	0.6645
S2	0.6583	0.6583	0.6662
S3	0.6507	0.6553	0.6655
S4	0.6430	0.6477	0.6634

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7111	0.7042	0.6714
R3	0.6932	0.6863	0.6665
R2	0.6753	0.6753	0.6648
R1	0.6684	0.6684	0.6632	0.6718
PP	0.6574	0.6574	0.6574	0.6591
S1	0.6505	0.6505	0.6599	0.6539
S2	0.6395	0.6395	0.6583
S3	0.6216	0.6326	0.6566
S4	0.6037	0.6147	0.6517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6690	0.6463	0.0227	3.4%	0.0076	1.1%	94%	True	False	97,022
10	0.6690	0.6463	0.0227	3.4%	0.0068	1.0%	94%	True	False	92,427
20	0.6828	0.6463	0.0365	5.5%	0.0065	1.0%	58%	False	False	85,123
40	0.6828	0.6463	0.0365	5.5%	0.0066	1.0%	58%	False	False	79,551
60	0.6828	0.6463	0.0365	5.5%	0.0070	1.0%	58%	False	False	83,637
80	0.7050	0.6463	0.0587	8.8%	0.0071	1.1%	36%	False	False	68,680
100	0.7193	0.6463	0.0730	10.9%	0.0072	1.1%	29%	False	False	54,964
120	0.7193	0.6463	0.0730	10.9%	0.0072	1.1%	29%	False	False	45,808

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7015
2.618	0.6890
1.618	0.6813
1.000	0.6766
0.618	0.6737
HIGH	0.6690
0.618	0.6660
0.500	0.6651
0.382	0.6642
LOW	0.6613
0.618	0.6566
1.000	0.6537
1.618	0.6489
2.618	0.6413
4.250	0.6288

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	0.6668	0.6662
PP	0.6660	0.6647
S1	0.6651	0.6632

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols