CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 19-Jan-2023
Day Change Summary
Previous Current
18-Jan-2023 19-Jan-2023 Change Change % Previous Week
Open 0.7042 0.6951 -0.0091 -1.3% 0.6934
High 0.7101 0.6960 -0.0142 -2.0% 0.7036
Low 0.6980 0.6915 -0.0065 -0.9% 0.6906
Close 0.6987 0.6960 -0.0027 -0.4% 0.7020
Range 0.0121 0.0045 -0.0077 -63.2% 0.0130
ATR 0.0084 0.0083 -0.0001 -1.1% 0.0000
Volume 141 105 -36 -25.5% 231
Daily Pivots for day following 19-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7078 0.7063 0.6984
R3 0.7034 0.7019 0.6972
R2 0.6989 0.6989 0.6968
R1 0.6974 0.6974 0.6964 0.6982
PP 0.6945 0.6945 0.6945 0.6948
S1 0.6930 0.6930 0.6955 0.6937
S2 0.6900 0.6900 0.6951
S3 0.6856 0.6885 0.6947
S4 0.6811 0.6841 0.6935
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 0.7101 0.6915 0.0186 2.7% 0.0080 1.2% 24% False True 76
10 0.7101 0.6767 0.0334 4.8% 0.0080 1.2% 58% False False 57
20 0.7101 0.6700 0.0401 5.8% 0.0078 1.1% 65% False False 40
40 0.7101 0.6653 0.0448 6.4% 0.0065 0.9% 68% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7149
2.618 0.7076
1.618 0.7032
1.000 0.7004
0.618 0.6987
HIGH 0.6960
0.618 0.6943
0.500 0.6937
0.382 0.6932
LOW 0.6915
0.618 0.6887
1.000 0.6871
1.618 0.6843
2.618 0.6798
4.250 0.6726
Fisher Pivots for day following 19-Jan-2023
Pivot 1 day 3 day
R1 0.6952 0.7008
PP 0.6945 0.6992
S1 0.6937 0.6976

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

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