CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Feb-2023
Day Change Summary
Previous Current
21-Feb-2023 22-Feb-2023 Change Change % Previous Week
Open 0.6901 0.6888 -0.0013 -0.2% 0.6943
High 0.6948 0.6890 -0.0058 -0.8% 0.7050
Low 0.6879 0.6825 -0.0054 -0.8% 0.6841
Close 0.6882 0.6825 -0.0057 -0.8% 0.6909
Range 0.0069 0.0065 -0.0004 -5.1% 0.0209
ATR 0.0082 0.0081 -0.0001 -1.5% 0.0000
Volume 330 118 -212 -64.2% 1,185
Daily Pivots for day following 22-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7042 0.6998 0.6861
R3 0.6977 0.6933 0.6843
R2 0.6912 0.6912 0.6837
R1 0.6868 0.6868 0.6831 0.6858
PP 0.6847 0.6847 0.6847 0.6841
S1 0.6803 0.6803 0.6819 0.6793
S2 0.6782 0.6782 0.6813
S3 0.6717 0.6738 0.6807
S4 0.6652 0.6673 0.6789
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 0.7012 0.6825 0.0187 2.7% 0.0085 1.2% 0% False True 279
10 0.7050 0.6825 0.0225 3.3% 0.0080 1.2% 0% False True 218
20 0.7193 0.6825 0.0368 5.4% 0.0076 1.1% 0% False True 169
40 0.7193 0.6719 0.0474 6.9% 0.0077 1.1% 22% False False 107
60 0.7193 0.6699 0.0495 7.2% 0.0071 1.0% 26% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7166
2.618 0.7060
1.618 0.6995
1.000 0.6955
0.618 0.6930
HIGH 0.6890
0.618 0.6865
0.500 0.6858
0.382 0.6850
LOW 0.6825
0.618 0.6785
1.000 0.6760
1.618 0.6720
2.618 0.6655
4.250 0.6549
Fisher Pivots for day following 22-Feb-2023
Pivot 1 day 3 day
R1 0.6858 0.6886
PP 0.6847 0.6866
S1 0.6836 0.6845

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

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