CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-Dec-2022
Day Change Summary
Previous Current
29-Dec-2022 30-Dec-2022 Change Change % Previous Week
Open 0.6791 0.6807 0.0016 0.2% 0.6782
High 0.6829 0.6860 0.0032 0.5% 0.6860
Low 0.6754 0.6798 0.0044 0.6% 0.6754
Close 0.6829 0.6853 0.0024 0.4% 0.6853
Range 0.0075 0.0063 -0.0012 -16.1% 0.0106
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 9 19 10 111.1% 65
Daily Pivots for day following 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7024 0.7001 0.6887
R3 0.6962 0.6938 0.6870
R2 0.6899 0.6899 0.6864
R1 0.6876 0.6876 0.6858 0.6888
PP 0.6837 0.6837 0.6837 0.6843
S1 0.6813 0.6813 0.6847 0.6825
S2 0.6774 0.6774 0.6841
S3 0.6712 0.6751 0.6835
S4 0.6649 0.6688 0.6818
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7140 0.7102 0.6911
R3 0.7034 0.6996 0.6882
R2 0.6928 0.6928 0.6872
R1 0.6890 0.6890 0.6862 0.6909
PP 0.6822 0.6822 0.6822 0.6832
S1 0.6784 0.6784 0.6843 0.6803
S2 0.6716 0.6716 0.6833
S3 0.6610 0.6678 0.6823
S4 0.6504 0.6572 0.6794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6860 0.6719 0.0141 2.1% 0.0060 0.9% 95% True False 16
10 0.6860 0.6700 0.0160 2.3% 0.0056 0.8% 95% True False 19
20 0.6927 0.6700 0.0227 3.3% 0.0062 0.9% 67% False False 16
40 0.6927 0.6344 0.0583 8.5% 0.0058 0.8% 87% False False 10
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7126
2.618 0.7024
1.618 0.6961
1.000 0.6923
0.618 0.6899
HIGH 0.6860
0.618 0.6836
0.500 0.6829
0.382 0.6821
LOW 0.6798
0.618 0.6759
1.000 0.6735
1.618 0.6696
2.618 0.6634
4.250 0.6532
Fisher Pivots for day following 30-Dec-2022
Pivot 1 day 3 day
R1 0.6845 0.6837
PP 0.6837 0.6822
S1 0.6829 0.6807

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

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