CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 0.6823 0.6787 -0.0036 -0.5% 0.6782
High 0.6878 0.6924 0.0047 0.7% 0.6860
Low 0.6734 0.6787 0.0054 0.8% 0.6754
Close 0.6780 0.6884 0.0105 1.5% 0.6853
Range 0.0144 0.0137 -0.0007 -4.9% 0.0106
ATR 0.0077 0.0081 0.0005 6.3% 0.0000
Volume 34 28 -6 -17.6% 65
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7276 0.7217 0.6959
R3 0.7139 0.7080 0.6922
R2 0.7002 0.7002 0.6909
R1 0.6943 0.6943 0.6897 0.6973
PP 0.6865 0.6865 0.6865 0.6880
S1 0.6806 0.6806 0.6871 0.6836
S2 0.6728 0.6728 0.6859
S3 0.6591 0.6669 0.6846
S4 0.6454 0.6532 0.6809
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 0.6924 0.6734 0.0191 2.8% 0.0097 1.4% 79% True False 22
10 0.6924 0.6700 0.0224 3.3% 0.0075 1.1% 82% True False 23
20 0.6927 0.6700 0.0227 3.3% 0.0069 1.0% 81% False False 18
40 0.6927 0.6455 0.0472 6.8% 0.0060 0.9% 91% False False 11
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7506
2.618 0.7283
1.618 0.7146
1.000 0.7061
0.618 0.7009
HIGH 0.6924
0.618 0.6872
0.500 0.6856
0.382 0.6839
LOW 0.6787
0.618 0.6702
1.000 0.6650
1.618 0.6565
2.618 0.6428
4.250 0.6205
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 0.6875 0.6866
PP 0.6865 0.6847
S1 0.6856 0.6829

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

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