CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.6656	0.6717	0.0061	0.9%	0.6606
High	0.6720	0.6753	0.0033	0.5%	0.6753
Low	0.6654	0.6695	0.0041	0.6%	0.6583
Close	0.6717	0.6741	0.0025	0.4%	0.6741
Range	0.0066	0.0058	-0.0008	-11.5%	0.0170
ATR	0.0067	0.0067	-0.0001	-1.0%	0.0000
Volume	67,270	97,817	30,547	45.4%	447,631

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6903	0.6880	0.6773
R3	0.6845	0.6822	0.6757
R2	0.6787	0.6787	0.6752
R1	0.6764	0.6764	0.6746	0.6776
PP	0.6729	0.6729	0.6729	0.6735
S1	0.6706	0.6706	0.6736	0.6718
S2	0.6671	0.6671	0.6730
S3	0.6613	0.6648	0.6725
S4	0.6555	0.6590	0.6709

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7201	0.7140	0.6834
R3	0.7031	0.6971	0.6788
R2	0.6862	0.6862	0.6772
R1	0.6801	0.6801	0.6757	0.6832
PP	0.6692	0.6692	0.6692	0.6707
S1	0.6632	0.6632	0.6725	0.6662
S2	0.6523	0.6523	0.6710
S3	0.6353	0.6462	0.6694
S4	0.6184	0.6293	0.6648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6753	0.6583	0.0170	2.5%	0.0067	1.0%	93%	True	False	89,526
10	0.6753	0.6463	0.0290	4.3%	0.0069	1.0%	96%	True	False	92,644
20	0.6753	0.6463	0.0290	4.3%	0.0064	0.9%	96%	True	False	83,755
40	0.6828	0.6463	0.0365	5.4%	0.0065	1.0%	76%	False	False	80,942
60	0.6828	0.6463	0.0365	5.4%	0.0068	1.0%	76%	False	False	81,053
80	0.7012	0.6463	0.0549	8.1%	0.0071	1.1%	51%	False	False	71,895
100	0.7193	0.6463	0.0730	10.8%	0.0071	1.1%	38%	False	False	57,540
120	0.7193	0.6463	0.0730	10.8%	0.0072	1.1%	38%	False	False	47,955

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6999
2.618	0.6904
1.618	0.6846
1.000	0.6811
0.618	0.6788
HIGH	0.6753
0.618	0.6730
0.500	0.6724
0.382	0.6717
LOW	0.6695
0.618	0.6659
1.000	0.6637
1.618	0.6601
2.618	0.6543
4.250	0.6448

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.6735	0.6727
PP	0.6729	0.6713
S1	0.6724	0.6699

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