CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 0.6787 0.6879 0.0092 1.3% 0.6782
High 0.6924 0.6879 -0.0046 -0.7% 0.6860
Low 0.6787 0.6783 -0.0004 -0.1% 0.6754
Close 0.6884 0.6801 -0.0083 -1.2% 0.6853
Range 0.0137 0.0096 -0.0042 -30.3% 0.0106
ATR 0.0081 0.0083 0.0001 1.7% 0.0000
Volume 28 24 -4 -14.3% 65
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7107 0.7050 0.6854
R3 0.7012 0.6954 0.6827
R2 0.6916 0.6916 0.6819
R1 0.6859 0.6859 0.6810 0.6840
PP 0.6821 0.6821 0.6821 0.6811
S1 0.6763 0.6763 0.6792 0.6744
S2 0.6725 0.6725 0.6783
S3 0.6630 0.6668 0.6775
S4 0.6534 0.6572 0.6748
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% 0.0103 1.5% 35% False False 22
10 0.6924 0.6703 0.0222 3.3% 0.0080 1.2% 44% False False 25
20 0.6927 0.6700 0.0227 3.3% 0.0071 1.0% 45% False False 19
40 0.6927 0.6455 0.0472 6.9% 0.0062 0.9% 73% False False 12
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7284
2.618 0.7129
1.618 0.7033
1.000 0.6974
0.618 0.6938
HIGH 0.6879
0.618 0.6842
0.500 0.6831
0.382 0.6819
LOW 0.6783
0.618 0.6724
1.000 0.6688
1.618 0.6628
2.618 0.6533
4.250 0.6377
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 0.6831 0.6829
PP 0.6821 0.6820
S1 0.6811 0.6810

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

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