CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 0.6958 0.6950 -0.0008 -0.1% 0.6823
High 0.6958 0.6961 0.0003 0.0% 0.6928
Low 0.6906 0.6922 0.0016 0.2% 0.6734
Close 0.6937 0.6955 0.0018 0.3% 0.6926
Range 0.0052 0.0039 -0.0013 -25.0% 0.0194
ATR 0.0086 0.0082 -0.0003 -3.9% 0.0000
Volume 22 73 51 231.8% 114
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7063 0.7048 0.6976
R3 0.7024 0.7009 0.6965
R2 0.6985 0.6985 0.6962
R1 0.6970 0.6970 0.6958 0.6977
PP 0.6946 0.6946 0.6946 0.6950
S1 0.6931 0.6931 0.6951 0.6938
S2 0.6907 0.6907 0.6947
S3 0.6868 0.6892 0.6944
S4 0.6829 0.6853 0.6933
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% 0.0081 1.2% 84% False False 39
10 0.6990 0.6734 0.0257 3.7% 0.0089 1.3% 86% False False 31
20 0.6990 0.6700 0.0290 4.2% 0.0077 1.1% 88% False False 26
40 0.6990 0.6653 0.0337 4.8% 0.0060 0.9% 89% False False 15
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7127
2.618 0.7063
1.618 0.7024
1.000 0.7000
0.618 0.6985
HIGH 0.6961
0.618 0.6946
0.500 0.6942
0.382 0.6937
LOW 0.6922
0.618 0.6898
1.000 0.6883
1.618 0.6859
2.618 0.6820
4.250 0.6756
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 0.6950 0.6952
PP 0.6946 0.6950
S1 0.6942 0.6948

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

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