CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 0.6787 0.6780 -0.0007 -0.1% 0.6700
High 0.6787 0.6829 0.0042 0.6% 0.6829
Low 0.6787 0.6780 -0.0007 -0.1% 0.6653
Close 0.6787 0.6796 0.0009 0.1% 0.6796
Range 0.0000 0.0049 0.0049 0.0176
ATR 0.0079 0.0077 -0.0002 -2.7% 0.0000
Volume 0 4 4 9
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6949 0.6921 0.6822
R3 0.6900 0.6872 0.6809
R2 0.6851 0.6851 0.6804
R1 0.6823 0.6823 0.6800 0.6837
PP 0.6802 0.6802 0.6802 0.6808
S1 0.6774 0.6774 0.6791 0.6788
S2 0.6753 0.6753 0.6787
S3 0.6704 0.6725 0.6782
S4 0.6655 0.6676 0.6769
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7287 0.7217 0.6892
R3 0.7111 0.7041 0.6844
R2 0.6935 0.6935 0.6828
R1 0.6865 0.6865 0.6812 0.6900
PP 0.6759 0.6759 0.6759 0.6777
S1 0.6689 0.6689 0.6779 0.6724
S2 0.6583 0.6583 0.6763
S3 0.6407 0.6513 0.6747
S4 0.6231 0.6337 0.6699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6829 0.6653 0.0176 2.6% 0.0032 0.5% 81% True False 4
10 0.6829 0.6632 0.0197 2.9% 0.0043 0.6% 83% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7037
2.618 0.6957
1.618 0.6908
1.000 0.6878
0.618 0.6859
HIGH 0.6829
0.618 0.6810
0.500 0.6805
0.382 0.6799
LOW 0.6780
0.618 0.6750
1.000 0.6731
1.618 0.6701
2.618 0.6652
4.250 0.6572
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 0.6805 0.6785
PP 0.6802 0.6774
S1 0.6799 0.6764

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

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