CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 0.6790 0.6795 0.0005 0.1% 0.6542
High 0.6826 0.6795 -0.0032 -0.5% 0.6767
Low 0.6779 0.6795 0.0016 0.2% 0.6455
Close 0.6826 0.6795 -0.0032 -0.5% 0.6769
Range 0.0048 0.0000 -0.0048 -100.0% 0.0312
ATR
Volume 12 0 -12 -100.0% 34
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6795 0.6795 0.6795
R3 0.6795 0.6795 0.6795
R2 0.6795 0.6795 0.6795
R1 0.6795 0.6795 0.6795 0.6795
PP 0.6795 0.6795 0.6795 0.6795
S1 0.6795 0.6795 0.6795 0.6795
S2 0.6795 0.6795 0.6795
S3 0.6795 0.6795 0.6795
S4 0.6795 0.6795 0.6795
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7600 0.7496 0.6940
R3 0.7288 0.7184 0.6854
R2 0.6976 0.6976 0.6826
R1 0.6872 0.6872 0.6797 0.6924
PP 0.6664 0.6664 0.6664 0.6689
S1 0.6560 0.6560 0.6740 0.6612
S2 0.6352 0.6352 0.6711
S3 0.6040 0.6248 0.6683
S4 0.5728 0.5936 0.6597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6826 0.6455 0.0371 5.5% 0.0082 1.2% 92% False False 8
10 0.6826 0.6344 0.0483 7.1% 0.0068 1.0% 93% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.6795
2.618 0.6795
1.618 0.6795
1.000 0.6795
0.618 0.6795
HIGH 0.6795
0.618 0.6795
0.500 0.6795
0.382 0.6795
LOW 0.6795
0.618 0.6795
1.000 0.6795
1.618 0.6795
2.618 0.6795
4.250 0.6795
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 0.6795 0.6790
PP 0.6795 0.6786
S1 0.6795 0.6782

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

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