CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 0.6797 0.6934 0.0137 2.0% 0.6823
High 0.6928 0.6990 0.0063 0.9% 0.6928
Low 0.6767 0.6934 0.0167 2.5% 0.6734
Close 0.6926 0.6978 0.0052 0.8% 0.6926
Range 0.0161 0.0056 -0.0105 -65.1% 0.0194
ATR 0.0088 0.0087 -0.0002 -1.9% 0.0000
Volume 28 50 22 78.6% 114
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7135 0.7112 0.7008
R3 0.7079 0.7056 0.6993
R2 0.7023 0.7023 0.6988
R1 0.7000 0.7000 0.6983 0.7012
PP 0.6967 0.6967 0.6967 0.6973
S1 0.6944 0.6944 0.6972 0.6956
S2 0.6911 0.6911 0.6967
S3 0.6855 0.6888 0.6962
S4 0.6799 0.6832 0.6947
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7444 0.7379 0.7032
R3 0.7250 0.7185 0.6979
R2 0.7056 0.7056 0.6961
R1 0.6991 0.6991 0.6943 0.7024
PP 0.6862 0.6862 0.6862 0.6879
S1 0.6797 0.6797 0.6908 0.6830
S2 0.6668 0.6668 0.6890
S3 0.6474 0.6603 0.6872
S4 0.6280 0.6409 0.6819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6990 0.6734 0.0257 3.7% 0.0119 1.7% 95% True False 32
10 0.6990 0.6719 0.0271 3.9% 0.0089 1.3% 95% True False 24
20 0.6990 0.6700 0.0290 4.2% 0.0076 1.1% 96% True False 22
40 0.6990 0.6455 0.0535 7.7% 0.0066 0.9% 98% True False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7228
2.618 0.7137
1.618 0.7081
1.000 0.7046
0.618 0.7025
HIGH 0.6990
0.618 0.6969
0.500 0.6962
0.382 0.6955
LOW 0.6934
0.618 0.6899
1.000 0.6878
1.618 0.6843
2.618 0.6787
4.250 0.6696
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 0.6972 0.6945
PP 0.6967 0.6912
S1 0.6962 0.6879

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

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