CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 0.6774 0.6700 -0.0074 -1.1% 0.6738
High 0.6783 0.6700 -0.0083 -1.2% 0.6826
Low 0.6721 0.6653 -0.0068 -1.0% 0.6700
Close 0.6730 0.6653 -0.0077 -1.1% 0.6730
Range 0.0062 0.0047 -0.0015 -24.2% 0.0126
ATR 0.0000 0.0081 0.0081 0.0000
Volume 14 4 -10 -71.4% 30
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6810 0.6778 0.6679
R3 0.6763 0.6731 0.6666
R2 0.6716 0.6716 0.6662
R1 0.6684 0.6684 0.6657 0.6677
PP 0.6669 0.6669 0.6669 0.6665
S1 0.6637 0.6637 0.6649 0.6630
S2 0.6622 0.6622 0.6644
S3 0.6575 0.6590 0.6640
S4 0.6528 0.6543 0.6627
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7130 0.7056 0.6799
R3 0.7004 0.6930 0.6764
R2 0.6878 0.6878 0.6753
R1 0.6804 0.6804 0.6741 0.6778
PP 0.6752 0.6752 0.6752 0.6739
S1 0.6678 0.6678 0.6718 0.6652
S2 0.6626 0.6626 0.6706
S3 0.6500 0.6552 0.6695
S4 0.6374 0.6426 0.6660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6826 0.6653 0.0173 2.6% 0.0042 0.6% 0% False True 6
10 0.6826 0.6455 0.0371 5.6% 0.0064 1.0% 53% False False 6
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6900
2.618 0.6823
1.618 0.6776
1.000 0.6747
0.618 0.6729
HIGH 0.6700
0.618 0.6682
0.500 0.6677
0.382 0.6671
LOW 0.6653
0.618 0.6624
1.000 0.6606
1.618 0.6577
2.618 0.6530
4.250 0.6453
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 0.6677 0.6718
PP 0.6669 0.6696
S1 0.6661 0.6675

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

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