CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 0.6700 0.6700 0.0000 0.0% 0.6738
High 0.6700 0.6700 0.0000 0.0% 0.6826
Low 0.6653 0.6698 0.0045 0.7% 0.6700
Close 0.6653 0.6698 0.0045 0.7% 0.6730
Range 0.0047 0.0002 -0.0045 -95.7% 0.0126
ATR 0.0081 0.0079 -0.0002 -3.0% 0.0000
Volume 4 1 -3 -75.0% 30
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6705 0.6703 0.6699
R3 0.6703 0.6701 0.6699
R2 0.6701 0.6701 0.6698
R1 0.6699 0.6699 0.6698 0.6699
PP 0.6699 0.6699 0.6699 0.6699
S1 0.6697 0.6697 0.6698 0.6697
S2 0.6697 0.6697 0.6698
S3 0.6695 0.6695 0.6697
S4 0.6693 0.6693 0.6697
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 0.6795 0.6653 0.0142 2.1% 0.0033 0.5% 32% False False 4
10 0.6826 0.6455 0.0371 5.5% 0.0060 0.9% 65% False False 6
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6709
2.618 0.6705
1.618 0.6703
1.000 0.6702
0.618 0.6701
HIGH 0.6700
0.618 0.6699
0.500 0.6699
0.382 0.6699
LOW 0.6698
0.618 0.6697
1.000 0.6696
1.618 0.6695
2.618 0.6693
4.250 0.6690
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 0.6699 0.6718
PP 0.6699 0.6711
S1 0.6698 0.6705

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

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