CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 0.6934 0.6958 0.0024 0.3% 0.6823
High 0.6990 0.6958 -0.0032 -0.5% 0.6928
Low 0.6934 0.6906 -0.0028 -0.4% 0.6734
Close 0.6978 0.6937 -0.0041 -0.6% 0.6926
Range 0.0056 0.0052 -0.0004 -7.1% 0.0194
ATR 0.0087 0.0086 -0.0001 -1.2% 0.0000
Volume 50 22 -28 -56.0% 114
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7090 0.7065 0.6965
R3 0.7038 0.7013 0.6951
R2 0.6986 0.6986 0.6946
R1 0.6961 0.6961 0.6941 0.6947
PP 0.6934 0.6934 0.6934 0.6927
S1 0.6909 0.6909 0.6932 0.6895
S2 0.6882 0.6882 0.6927
S3 0.6830 0.6857 0.6922
S4 0.6778 0.6805 0.6908
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 0.6767 0.0223 3.2% 0.0100 1.4% 76% False False 30
10 0.6990 0.6734 0.0257 3.7% 0.0089 1.3% 79% False False 25
20 0.6990 0.6700 0.0290 4.2% 0.0076 1.1% 82% False False 23
40 0.6990 0.6632 0.0358 5.2% 0.0063 0.9% 85% False 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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7179
2.618 0.7094
1.618 0.7042
1.000 0.7010
0.618 0.6990
HIGH 0.6958
0.618 0.6938
0.500 0.6932
0.382 0.6926
LOW 0.6906
0.618 0.6874
1.000 0.6854
1.618 0.6822
2.618 0.6770
4.250 0.6685
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 0.6935 0.6917
PP 0.6934 0.6898
S1 0.6932 0.6879

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

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