CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 0.7081 0.7105 0.0024 0.3% 0.7012
High 0.7090 0.7170 0.0080 1.1% 0.7172
Low 0.7039 0.7100 0.0062 0.9% 0.7010
Close 0.7090 0.7160 0.0070 1.0% 0.7148
Range 0.0051 0.0070 0.0019 36.3% 0.0162
ATR 0.0071 0.0072 0.0001 0.9% 0.0000
Volume 29 55 26 89.7% 449
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7352 0.7325 0.7198
R3 0.7282 0.7256 0.7179
R2 0.7213 0.7213 0.7172
R1 0.7186 0.7186 0.7166 0.7199
PP 0.7143 0.7143 0.7143 0.7150
S1 0.7117 0.7117 0.7153 0.7130
S2 0.7074 0.7074 0.7147
S3 0.7004 0.7047 0.7140
S4 0.6935 0.6978 0.7121
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% 0.0048 0.7% 91% False False 77
10 0.7172 0.6915 0.0257 3.6% 0.0055 0.8% 95% False False 81
20 0.7172 0.6767 0.0405 5.6% 0.0072 1.0% 97% False False 65
40 0.7172 0.6700 0.0472 6.6% 0.0068 1.0% 97% False False 41
60 0.7172 0.6344 0.0828 11.6% 0.0065 0.9% 99% False False 29
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 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7351
1.618 0.7282
1.000 0.7239
0.618 0.7212
HIGH 0.7170
0.618 0.7143
0.500 0.7135
0.382 0.7127
LOW 0.7100
0.618 0.7057
1.000 0.7031
1.618 0.6988
2.618 0.6918
4.250 0.6805
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 0.7151 0.7141
PP 0.7143 0.7123
S1 0.7135 0.7104

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

View Archives - Comment on this page... - Back to Index of Symbols