CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 13-Jan-2023
Day Change Summary
Previous Current
12-Jan-2023 13-Jan-2023 Change Change % Previous Week
Open 0.6945 0.7009 0.0064 0.9% 0.6934
High 0.7020 0.7036 0.0016 0.2% 0.7036
Low 0.6945 0.6960 0.0015 0.2% 0.6906
Close 0.7014 0.7020 0.0006 0.1% 0.7020
Range 0.0075 0.0076 0.0001 0.7% 0.0130
ATR 0.0082 0.0081 0.0000 -0.5% 0.0000
Volume 22 64 42 190.9% 231
Daily Pivots for day following 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7232 0.7201 0.7061
R3 0.7156 0.7126 0.7040
R2 0.7081 0.7081 0.7033
R1 0.7050 0.7050 0.7026 0.7065
PP 0.7005 0.7005 0.7005 0.7013
S1 0.6975 0.6975 0.7013 0.6990
S2 0.6930 0.6930 0.7006
S3 0.6854 0.6899 0.6999
S4 0.6779 0.6824 0.6978
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7376 0.7327 0.7091
R3 0.7246 0.7198 0.7055
R2 0.7117 0.7117 0.7043
R1 0.7068 0.7068 0.7031 0.7092
PP 0.6987 0.6987 0.6987 0.6999
S1 0.6939 0.6939 0.7008 0.6963
S2 0.6858 0.6858 0.6996
S3 0.6728 0.6809 0.6984
S4 0.6599 0.6680 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7036 0.6906 0.0130 1.8% 0.0060 0.8% 88% True False 46
10 0.7036 0.6734 0.0302 4.3% 0.0090 1.3% 95% True False 36
20 0.7036 0.6700 0.0336 4.8% 0.0077 1.1% 95% True False 29
40 0.7036 0.6653 0.0383 5.4% 0.0062 0.9% 96% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7356
2.618 0.7233
1.618 0.7158
1.000 0.7111
0.618 0.7082
HIGH 0.7036
0.618 0.7007
0.500 0.6998
0.382 0.6989
LOW 0.6960
0.618 0.6913
1.000 0.6885
1.618 0.6838
2.618 0.6762
4.250 0.6639
Fisher Pivots for day following 13-Jan-2023
Pivot 1 day 3 day
R1 0.7012 0.7006
PP 0.7005 0.6992
S1 0.6998 0.6979

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

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