CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Dec-2022
Day Change Summary
Previous Current
21-Dec-2022 22-Dec-2022 Change Change % Previous Week
Open 0.6740 0.6773 0.0033 0.5% 0.6810
High 0.6765 0.6805 0.0040 0.6% 0.6927
Low 0.6740 0.6703 -0.0038 -0.6% 0.6726
Close 0.6750 0.6703 -0.0048 -0.7% 0.6740
Range 0.0025 0.0103 0.0078 310.0% 0.0201
ATR 0.0071 0.0074 0.0002 3.1% 0.0000
Volume 5 76 71 1,420.0% 95
Daily Pivots for day following 22-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7044 0.6976 0.6759
R3 0.6942 0.6873 0.6731
R2 0.6839 0.6839 0.6721
R1 0.6771 0.6771 0.6712 0.6754
PP 0.6737 0.6737 0.6737 0.6728
S1 0.6668 0.6668 0.6693 0.6651
S2 0.6634 0.6634 0.6684
S3 0.6532 0.6566 0.6674
S4 0.6429 0.6463 0.6646
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7399 0.7270 0.6850
R3 0.7199 0.7070 0.6795
R2 0.6998 0.6998 0.6777
R1 0.6869 0.6869 0.6758 0.6833
PP 0.6798 0.6798 0.6798 0.6780
S1 0.6669 0.6669 0.6722 0.6633
S2 0.6597 0.6597 0.6703
S3 0.6397 0.6468 0.6685
S4 0.6196 0.6268 0.6630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6805 0.6700 0.0105 1.6% 0.0052 0.8% 2% True False 23
10 0.6927 0.6700 0.0227 3.4% 0.0063 0.9% 1% False False 21
20 0.6927 0.6699 0.0228 3.4% 0.0059 0.9% 2% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7241
2.618 0.7073
1.618 0.6971
1.000 0.6908
0.618 0.6868
HIGH 0.6805
0.618 0.6766
0.500 0.6754
0.382 0.6742
LOW 0.6703
0.618 0.6639
1.000 0.6600
1.618 0.6537
2.618 0.6434
4.250 0.6267
Fisher Pivots for day following 22-Dec-2022
Pivot 1 day 3 day
R1 0.6754 0.6753
PP 0.6737 0.6736
S1 0.6720 0.6719

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

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