CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 17-Feb-2023
Day Change Summary
Previous Current
16-Feb-2023 17-Feb-2023 Change Change % Previous Week
Open 0.6935 0.6892 -0.0043 -0.6% 0.6943
High 0.6965 0.6913 -0.0052 -0.7% 0.7050
Low 0.6869 0.6841 -0.0028 -0.4% 0.6841
Close 0.6926 0.6909 -0.0018 -0.3% 0.6909
Range 0.0096 0.0072 -0.0025 -25.5% 0.0209
ATR 0.0083 0.0083 0.0000 0.1% 0.0000
Volume 370 141 -229 -61.9% 1,185
Daily Pivots for day following 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7102 0.7077 0.6948
R3 0.7030 0.7005 0.6928
R2 0.6959 0.6959 0.6922
R1 0.6934 0.6934 0.6915 0.6946
PP 0.6887 0.6887 0.6887 0.6894
S1 0.6862 0.6862 0.6902 0.6875
S2 0.6816 0.6816 0.6895
S3 0.6744 0.6791 0.6889
S4 0.6673 0.6719 0.6869
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7560 0.7443 0.7023
R3 0.7351 0.7234 0.6966
R2 0.7142 0.7142 0.6947
R1 0.7025 0.7025 0.6928 0.6979
PP 0.6933 0.6933 0.6933 0.6910
S1 0.6816 0.6816 0.6889 0.6770
S2 0.6724 0.6724 0.6870
S3 0.6515 0.6607 0.6851
S4 0.6306 0.6398 0.6794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7050 0.6841 0.0209 3.0% 0.0093 1.3% 32% False True 237
10 0.7050 0.6841 0.0209 3.0% 0.0083 1.2% 32% False True 221
20 0.7193 0.6841 0.0352 5.1% 0.0076 1.1% 19% False True 153
40 0.7193 0.6703 0.0491 7.1% 0.0077 1.1% 42% False False 98
60 0.7193 0.6698 0.0495 7.2% 0.0069 1.0% 43% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7216
2.618 0.7100
1.618 0.7028
1.000 0.6984
0.618 0.6957
HIGH 0.6913
0.618 0.6885
0.500 0.6877
0.382 0.6868
LOW 0.6841
0.618 0.6797
1.000 0.6770
1.618 0.6725
2.618 0.6654
4.250 0.6537
Fisher Pivots for day following 17-Feb-2023
Pivot 1 day 3 day
R1 0.6898 0.6927
PP 0.6887 0.6921
S1 0.6877 0.6915

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

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