CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 0.6762 0.6770 0.0008 0.1% 0.6901
High 0.6771 0.6781 0.0011 0.2% 0.6948
Low 0.6728 0.6734 0.0006 0.1% 0.6747
Close 0.6762 0.6761 -0.0001 0.0% 0.6753
Range 0.0043 0.0048 0.0005 11.8% 0.0201
ATR 0.0078 0.0076 -0.0002 -2.8% 0.0000
Volume 607 834 227 37.4% 2,079
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6901 0.6878 0.6787
R3 0.6853 0.6831 0.6774
R2 0.6806 0.6806 0.6769
R1 0.6783 0.6783 0.6765 0.6771
PP 0.6758 0.6758 0.6758 0.6752
S1 0.6736 0.6736 0.6756 0.6723
S2 0.6711 0.6711 0.6752
S3 0.6663 0.6688 0.6747
S4 0.6616 0.6641 0.6734
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7419 0.7287 0.6863
R3 0.7218 0.7086 0.6808
R2 0.7017 0.7017 0.6789
R1 0.6885 0.6885 0.6771 0.6850
PP 0.6816 0.6816 0.6816 0.6798
S1 0.6684 0.6684 0.6734 0.6649
S2 0.6615 0.6615 0.6716
S3 0.6414 0.6483 0.6697
S4 0.6213 0.6282 0.6642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6890 0.6728 0.0162 2.4% 0.0063 0.9% 20% False False 638
10 0.7050 0.6728 0.0322 4.8% 0.0077 1.1% 10% False False 459
20 0.7193 0.6728 0.0465 6.9% 0.0079 1.2% 7% False False 301
40 0.7193 0.6728 0.0465 6.9% 0.0078 1.1% 7% False False 182
60 0.7193 0.6700 0.0493 7.3% 0.0072 1.1% 12% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6983
2.618 0.6905
1.618 0.6858
1.000 0.6829
0.618 0.6810
HIGH 0.6781
0.618 0.6763
0.500 0.6757
0.382 0.6752
LOW 0.6734
0.618 0.6704
1.000 0.6686
1.618 0.6657
2.618 0.6609
4.250 0.6532
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 0.6759 0.6789
PP 0.6758 0.6780
S1 0.6757 0.6770

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

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