CME Australian Dollar Future September 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	0.6623	0.6643	0.0021	0.3%	0.6552
High	0.6661	0.6705	0.0045	0.7%	0.6664
Low	0.6606	0.6636	0.0030	0.5%	0.6487
Close	0.6642	0.6696	0.0054	0.8%	0.6637
Range	0.0055	0.0069	0.0015	26.6%	0.0177
ATR	0.0060	0.0061	0.0001	1.0%	0.0000
Volume	1,127	23,114	21,987	1,950.9%	6,232

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6886	0.6860	0.6733
R3	0.6817	0.6791	0.6714
R2	0.6748	0.6748	0.6708
R1	0.6722	0.6722	0.6702	0.6735
PP	0.6679	0.6679	0.6679	0.6685
S1	0.6653	0.6653	0.6689	0.6666
S2	0.6610	0.6610	0.6683
S3	0.6541	0.6584	0.6677
S4	0.6472	0.6515	0.6658

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7125	0.7057	0.6734
R3	0.6949	0.6881	0.6685
R2	0.6772	0.6772	0.6669
R1	0.6704	0.6704	0.6653	0.6738
PP	0.6596	0.6596	0.6596	0.6613
S1	0.6528	0.6528	0.6620	0.6562
S2	0.6419	0.6419	0.6604
S3	0.6243	0.6351	0.6588
S4	0.6066	0.6175	0.6539

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6705	0.6487	0.0218	3.3%	0.0073	1.1%	96%	True	False	6,024
10	0.6705	0.6487	0.0218	3.3%	0.0065	1.0%	96%	True	False	3,273
20	0.6846	0.6487	0.0359	5.4%	0.0060	0.9%	58%	False	False	1,729
40	0.6846	0.6487	0.0359	5.4%	0.0056	0.8%	58%	False	False	903
60	0.6846	0.6487	0.0359	5.4%	0.0053	0.8%	58%	False	False	648
80	0.7039	0.6487	0.0552	8.2%	0.0053	0.8%	38%	False	False	499
100	0.7205	0.6487	0.0718	10.7%	0.0050	0.8%	29%	False	False	400
120	0.7205	0.6487	0.0718	10.7%	0.0047	0.7%	29%	False	False	334

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6998
2.618	0.6886
1.618	0.6817
1.000	0.6774
0.618	0.6748
HIGH	0.6705
0.618	0.6679
0.500	0.6671
0.382	0.6662
LOW	0.6636
0.618	0.6593
1.000	0.6567
1.618	0.6524
2.618	0.6455
4.250	0.6343

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	0.6687	0.6681
PP	0.6679	0.6666
S1	0.6671	0.6651

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