CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 0.6780 0.6758 -0.0022 -0.3% 0.6700
High 0.6829 0.6770 -0.0059 -0.9% 0.6829
Low 0.6780 0.6699 -0.0082 -1.2% 0.6653
Close 0.6796 0.6699 -0.0097 -1.4% 0.6796
Range 0.0049 0.0072 0.0023 45.9% 0.0176
ATR 0.0077 0.0079 0.0001 1.8% 0.0000
Volume 4 5 1 25.0% 9
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6937 0.6889 0.6738
R3 0.6865 0.6818 0.6718
R2 0.6794 0.6794 0.6712
R1 0.6746 0.6746 0.6705 0.6734
PP 0.6722 0.6722 0.6722 0.6716
S1 0.6675 0.6675 0.6692 0.6663
S2 0.6651 0.6651 0.6685
S3 0.6579 0.6603 0.6679
S4 0.6508 0.6532 0.6659
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% 0.0034 0.5% 26% False False 2
10 0.6829 0.6653 0.0176 2.6% 0.0037 0.6% 26% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7074
2.618 0.6957
1.618 0.6886
1.000 0.6842
0.618 0.6814
HIGH 0.6770
0.618 0.6743
0.500 0.6734
0.382 0.6726
LOW 0.6699
0.618 0.6654
1.000 0.6627
1.618 0.6583
2.618 0.6511
4.250 0.6395
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 0.6734 0.6764
PP 0.6722 0.6742
S1 0.6710 0.6720

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

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