CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 0.6785 0.6885 0.0100 1.5% 0.6700
High 0.6845 0.6885 0.0040 0.6% 0.6829
Low 0.6765 0.6873 0.0108 1.6% 0.6653
Close 0.6845 0.6873 0.0028 0.4% 0.6796
Range 0.0080 0.0013 -0.0068 -84.4% 0.0176
ATR 0.0080 0.0077 -0.0003 -3.5% 0.0000
Volume 3 2 -1 -33.3% 9
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6914 0.6906 0.6879
R3 0.6902 0.6893 0.6876
R2 0.6889 0.6889 0.6875
R1 0.6881 0.6881 0.6874 0.6879
PP 0.6877 0.6877 0.6877 0.6876
S1 0.6868 0.6868 0.6871 0.6866
S2 0.6864 0.6864 0.6870
S3 0.6852 0.6856 0.6869
S4 0.6839 0.6843 0.6866
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 0.6885 0.6699 0.0187 2.7% 0.0049 0.7% 93% True False 3
10 0.6885 0.6653 0.0232 3.4% 0.0041 0.6% 95% True False 3
20 0.6885 0.6344 0.0542 7.9% 0.0055 0.8% 98% True False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6938
2.618 0.6918
1.618 0.6905
1.000 0.6898
0.618 0.6893
HIGH 0.6885
0.618 0.6880
0.500 0.6879
0.382 0.6877
LOW 0.6873
0.618 0.6865
1.000 0.6860
1.618 0.6852
2.618 0.6840
4.250 0.6819
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 0.6879 0.6853
PP 0.6877 0.6833
S1 0.6875 0.6813

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

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