CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 0.7012 0.7077 0.0065 0.9% 0.7032
High 0.7076 0.7096 0.0020 0.3% 0.7101
Low 0.7010 0.7039 0.0029 0.4% 0.6915
Close 0.7061 0.7092 0.0031 0.4% 0.7012
Range 0.0066 0.0057 -0.0010 -14.4% 0.0186
ATR 0.0081 0.0079 -0.0002 -2.2% 0.0000
Volume 55 76 21 38.2% 349
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7245 0.7225 0.7123
R3 0.7188 0.7168 0.7107
R2 0.7132 0.7132 0.7102
R1 0.7112 0.7112 0.7097 0.7122
PP 0.7075 0.7075 0.7075 0.7080
S1 0.7055 0.7055 0.7086 0.7065
S2 0.7019 0.7019 0.7081
S3 0.6962 0.6999 0.7076
S4 0.6906 0.6942 0.7060
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7567 0.7475 0.7114
R3 0.7381 0.7289 0.7063
R2 0.7195 0.7195 0.7046
R1 0.7103 0.7103 0.7029 0.7056
PP 0.7009 0.7009 0.7009 0.6986
S1 0.6917 0.6917 0.6994 0.6870
S2 0.6823 0.6823 0.6977
S3 0.6637 0.6731 0.6960
S4 0.6451 0.6545 0.6909
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 2.6% 0.0071 1.0% 95% False False 86
10 0.7101 0.6906 0.0195 2.7% 0.0068 1.0% 95% False False 66
20 0.7101 0.6719 0.0382 5.4% 0.0079 1.1% 98% False False 45
40 0.7101 0.6699 0.0403 5.7% 0.0069 1.0% 98% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7336
2.618 0.7243
1.618 0.7187
1.000 0.7152
0.618 0.7130
HIGH 0.7096
0.618 0.7074
0.500 0.7067
0.382 0.7061
LOW 0.7039
0.618 0.7004
1.000 0.6983
1.618 0.6948
2.618 0.6891
4.250 0.6799
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 0.7083 0.7068
PP 0.7075 0.7045
S1 0.7067 0.7022

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

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