CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Jan-2023
Day Change Summary
Previous Current
26-Jan-2023 27-Jan-2023 Change Change % Previous Week
Open 0.7163 0.7163 -0.0001 0.0% 0.7012
High 0.7172 0.7167 -0.0005 -0.1% 0.7172
Low 0.7137 0.7120 -0.0017 -0.2% 0.7010
Close 0.7151 0.7148 -0.0003 0.0% 0.7148
Range 0.0035 0.0047 0.0012 32.9% 0.0162
ATR 0.0076 0.0074 -0.0002 -2.8% 0.0000
Volume 132 47 -85 -64.4% 449
Daily Pivots for day following 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7284 0.7263 0.7174
R3 0.7238 0.7216 0.7161
R2 0.7191 0.7191 0.7157
R1 0.7170 0.7170 0.7152 0.7157
PP 0.7145 0.7145 0.7145 0.7139
S1 0.7123 0.7123 0.7144 0.7111
S2 0.7098 0.7098 0.7139
S3 0.7052 0.7077 0.7135
S4 0.7005 0.7030 0.7122
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7594 0.7533 0.7237
R3 0.7433 0.7371 0.7192
R2 0.7271 0.7271 0.7178
R1 0.7210 0.7210 0.7163 0.7241
PP 0.7110 0.7110 0.7110 0.7125
S1 0.7048 0.7048 0.7133 0.7079
S2 0.6948 0.6948 0.7118
S3 0.6787 0.6887 0.7104
S4 0.6625 0.6725 0.7059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7172 0.7010 0.0162 2.3% 0.0056 0.8% 85% False False 89
10 0.7172 0.6915 0.0257 3.6% 0.0067 0.9% 91% False False 86
20 0.7172 0.6734 0.0438 6.1% 0.0078 1.1% 95% False False 58
40 0.7172 0.6700 0.0472 6.6% 0.0069 1.0% 95% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7364
2.618 0.7288
1.618 0.7242
1.000 0.7213
0.618 0.7195
HIGH 0.7167
0.618 0.7149
0.500 0.7143
0.382 0.7138
LOW 0.7120
0.618 0.7091
1.000 0.7074
1.618 0.7045
2.618 0.6998
4.250 0.6922
Fisher Pivots for day following 27-Jan-2023
Pivot 1 day 3 day
R1 0.7146 0.7140
PP 0.7145 0.7132
S1 0.7143 0.7125

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

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