CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 0.6770 0.6785 0.0015 0.2% 0.6700
High 0.6770 0.6845 0.0075 1.1% 0.6829
Low 0.6740 0.6765 0.0025 0.4% 0.6653
Close 0.6740 0.6845 0.0105 1.6% 0.6796
Range 0.0030 0.0080 0.0050 166.7% 0.0176
ATR 0.0078 0.0080 0.0002 2.4% 0.0000
Volume 1 3 2 200.0% 9
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7058 0.7031 0.6889
R3 0.6978 0.6951 0.6867
R2 0.6898 0.6898 0.6859
R1 0.6871 0.6871 0.6852 0.6885
PP 0.6818 0.6818 0.6818 0.6825
S1 0.6791 0.6791 0.6837 0.6805
S2 0.6738 0.6738 0.6830
S3 0.6658 0.6711 0.6823
S4 0.6578 0.6631 0.6801
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 0.6845 0.6699 0.0147 2.1% 0.0046 0.7% 100% True False 2
10 0.6845 0.6653 0.0192 2.8% 0.0040 0.6% 100% True False 3
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 0.0004
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7185
2.618 0.7054
1.618 0.6974
1.000 0.6925
0.618 0.6894
HIGH 0.6845
0.618 0.6814
0.500 0.6805
0.382 0.6796
LOW 0.6765
0.618 0.6716
1.000 0.6685
1.618 0.6636
2.618 0.6556
4.250 0.6425
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 0.6831 0.6820
PP 0.6818 0.6796
S1 0.6805 0.6772

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

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