CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Feb-2023
Day Change Summary
Previous Current
15-Feb-2023 16-Feb-2023 Change Change % Previous Week
Open 0.7012 0.6935 -0.0077 -1.1% 0.6948
High 0.7012 0.6965 -0.0048 -0.7% 0.7042
Low 0.6888 0.6869 -0.0019 -0.3% 0.6895
Close 0.6931 0.6926 -0.0005 -0.1% 0.6945
Range 0.0125 0.0096 -0.0029 -22.9% 0.0147
ATR 0.0082 0.0083 0.0001 1.2% 0.0000
Volume 439 370 -69 -15.7% 1,025
Daily Pivots for day following 16-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7208 0.7163 0.6979
R3 0.7112 0.7067 0.6952
R2 0.7016 0.7016 0.6944
R1 0.6971 0.6971 0.6935 0.6945
PP 0.6920 0.6920 0.6920 0.6907
S1 0.6875 0.6875 0.6917 0.6849
S2 0.6824 0.6824 0.6908
S3 0.6728 0.6779 0.6900
S4 0.6632 0.6683 0.6873
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7402 0.7320 0.7025
R3 0.7255 0.7173 0.6985
R2 0.7108 0.7108 0.6971
R1 0.7026 0.7026 0.6958 0.6993
PP 0.6961 0.6961 0.6961 0.6944
S1 0.6879 0.6879 0.6931 0.6846
S2 0.6814 0.6814 0.6918
S3 0.6667 0.6732 0.6904
S4 0.6520 0.6585 0.6864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7050 0.6869 0.0182 2.6% 0.0088 1.3% 32% False True 267
10 0.7114 0.6869 0.0246 3.5% 0.0092 1.3% 23% False True 218
20 0.7193 0.6869 0.0325 4.7% 0.0075 1.1% 18% False True 149
40 0.7193 0.6700 0.0493 7.1% 0.0076 1.1% 46% False False 95
60 0.7193 0.6653 0.0540 7.8% 0.0069 1.0% 51% False False 66
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7373
2.618 0.7216
1.618 0.7120
1.000 0.7061
0.618 0.7024
HIGH 0.6965
0.618 0.6928
0.500 0.6917
0.382 0.6905
LOW 0.6869
0.618 0.6809
1.000 0.6773
1.618 0.6713
2.618 0.6617
4.250 0.6461
Fisher Pivots for day following 16-Feb-2023
Pivot 1 day 3 day
R1 0.6923 0.6959
PP 0.6920 0.6948
S1 0.6917 0.6937

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

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