CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 0.7163 0.7132 -0.0031 -0.4% 0.7012
High 0.7167 0.7132 -0.0035 -0.5% 0.7172
Low 0.7120 0.7095 -0.0026 -0.4% 0.7010
Close 0.7148 0.7095 -0.0054 -0.7% 0.7148
Range 0.0047 0.0037 -0.0010 -20.4% 0.0162
ATR 0.0074 0.0072 -0.0001 -2.0% 0.0000
Volume 47 123 76 161.7% 449
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7218 0.7193 0.7115
R3 0.7181 0.7156 0.7105
R2 0.7144 0.7144 0.7101
R1 0.7119 0.7119 0.7098 0.7113
PP 0.7107 0.7107 0.7107 0.7104
S1 0.7082 0.7082 0.7091 0.7076
S2 0.7070 0.7070 0.7088
S3 0.7033 0.7045 0.7084
S4 0.6996 0.7008 0.7074
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 0.7039 0.0133 1.9% 0.0050 0.7% 42% False False 103
10 0.7172 0.6915 0.0257 3.6% 0.0063 0.9% 70% False False 92
20 0.7172 0.6734 0.0438 6.2% 0.0077 1.1% 82% False False 64
40 0.7172 0.6700 0.0472 6.6% 0.0068 1.0% 84% False False 39
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7289
2.618 0.7228
1.618 0.7191
1.000 0.7169
0.618 0.7154
HIGH 0.7132
0.618 0.7117
0.500 0.7113
0.382 0.7109
LOW 0.7095
0.618 0.7072
1.000 0.7058
1.618 0.7035
2.618 0.6998
4.250 0.6937
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 0.7113 0.7133
PP 0.7107 0.7120
S1 0.7101 0.7107

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

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