CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 05-Dec-2022
Day Change Summary
Previous Current
02-Dec-2022 05-Dec-2022 Change Change % Previous Week
Open 0.6825 0.6810 -0.0015 -0.2% 0.6758
High 0.6890 0.6814 -0.0076 -1.1% 0.6890
Low 0.6805 0.6756 -0.0049 -0.7% 0.6699
Close 0.6865 0.6756 -0.0109 -1.6% 0.6865
Range 0.0086 0.0059 -0.0027 -31.6% 0.0192
ATR 0.0078 0.0080 0.0002 2.9% 0.0000
Volume 14 3 -11 -78.6% 25
Daily Pivots for day following 05-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6951 0.6912 0.6788
R3 0.6892 0.6853 0.6772
R2 0.6834 0.6834 0.6766
R1 0.6795 0.6795 0.6761 0.6785
PP 0.6775 0.6775 0.6775 0.6770
S1 0.6736 0.6736 0.6750 0.6726
S2 0.6717 0.6717 0.6745
S3 0.6658 0.6678 0.6739
S4 0.6600 0.6619 0.6723
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7392 0.7320 0.6970
R3 0.7201 0.7128 0.6917
R2 0.7009 0.7009 0.6900
R1 0.6937 0.6937 0.6882 0.6973
PP 0.6818 0.6818 0.6818 0.6836
S1 0.6745 0.6745 0.6847 0.6782
S2 0.6626 0.6626 0.6829
S3 0.6435 0.6554 0.6812
S4 0.6243 0.6362 0.6759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6890 0.6740 0.0150 2.2% 0.0053 0.8% 10% False False 4
10 0.6890 0.6653 0.0237 3.5% 0.0044 0.6% 43% False False 3
20 0.6890 0.6455 0.0435 6.4% 0.0052 0.8% 69% False False 5
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7063
2.618 0.6967
1.618 0.6909
1.000 0.6873
0.618 0.6850
HIGH 0.6814
0.618 0.6792
0.500 0.6785
0.382 0.6778
LOW 0.6756
0.618 0.6719
1.000 0.6697
1.618 0.6661
2.618 0.6602
4.250 0.6507
Fisher Pivots for day following 05-Dec-2022
Pivot 1 day 3 day
R1 0.6785 0.6823
PP 0.6775 0.6800
S1 0.6765 0.6778

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

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