CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 0.6886 0.6883 -0.0004 -0.1% 0.6810
High 0.6900 0.6887 -0.0013 -0.2% 0.6866
Low 0.6875 0.6729 -0.0146 -2.1% 0.6730
Close 0.6899 0.6751 -0.0149 -2.2% 0.6857
Range 0.0025 0.0158 0.0133 532.0% 0.0136
ATR 0.0075 0.0081 0.0007 9.1% 0.0000
Volume 7 47 40 571.4% 24
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7263 0.7165 0.6837
R3 0.7105 0.7007 0.6794
R2 0.6947 0.6947 0.6779
R1 0.6849 0.6849 0.6765 0.6819
PP 0.6789 0.6789 0.6789 0.6774
S1 0.6691 0.6691 0.6736 0.6661
S2 0.6631 0.6631 0.6722
S3 0.6473 0.6533 0.6707
S4 0.6315 0.6375 0.6664
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7224 0.7176 0.6932
R3 0.7089 0.7041 0.6894
R2 0.6953 0.6953 0.6882
R1 0.6905 0.6905 0.6869 0.6929
PP 0.6818 0.6818 0.6818 0.6830
S1 0.6770 0.6770 0.6845 0.6794
S2 0.6682 0.6682 0.6832
S3 0.6547 0.6634 0.6820
S4 0.6411 0.6499 0.6782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6927 0.6729 0.0198 2.9% 0.0074 1.1% 11% False True 19
10 0.6927 0.6729 0.0198 2.9% 0.0068 1.0% 11% False True 13
20 0.6927 0.6653 0.0274 4.1% 0.0054 0.8% 36% False False 8
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 0.0005
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7559
2.618 0.7301
1.618 0.7143
1.000 0.7045
0.618 0.6985
HIGH 0.6887
0.618 0.6827
0.500 0.6808
0.382 0.6789
LOW 0.6729
0.618 0.6631
1.000 0.6571
1.618 0.6473
2.618 0.6315
4.250 0.6058
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 0.6808 0.6828
PP 0.6789 0.6802
S1 0.6770 0.6776

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

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