CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 0.6615 0.6612 -0.0003 0.0% 0.6785
High 0.6662 0.6666 0.0004 0.1% 0.6795
Low 0.6602 0.6590 -0.0012 -0.2% 0.6590
Close 0.6613 0.6609 -0.0004 -0.1% 0.6609
Range 0.0061 0.0076 0.0016 25.6% 0.0206
ATR 0.0076 0.0076 0.0000 0.0% 0.0000
Volume 80,620 154,895 74,275 92.1% 458,837
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6849 0.6805 0.6650
R3 0.6773 0.6729 0.6629
R2 0.6697 0.6697 0.6622
R1 0.6653 0.6653 0.6615 0.6637
PP 0.6621 0.6621 0.6621 0.6613
S1 0.6577 0.6577 0.6602 0.6561
S2 0.6545 0.6545 0.6595
S3 0.6469 0.6501 0.6588
S4 0.6393 0.6425 0.6567
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7281 0.7150 0.6722
R3 0.7075 0.6945 0.6665
R2 0.6870 0.6870 0.6646
R1 0.6739 0.6739 0.6627 0.6702
PP 0.6664 0.6664 0.6664 0.6646
S1 0.6534 0.6534 0.6590 0.6496
S2 0.6459 0.6459 0.6571
S3 0.6253 0.6328 0.6552
S4 0.6048 0.6123 0.6495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6795 0.6590 0.0206 3.1% 0.0083 1.3% 9% False True 91,767
10 0.6810 0.6590 0.0220 3.3% 0.0070 1.1% 9% False True 47,263
20 0.7050 0.6590 0.0461 7.0% 0.0075 1.1% 4% False True 23,809
40 0.7193 0.6590 0.0604 9.1% 0.0074 1.1% 3% False True 11,955
60 0.7193 0.6590 0.0604 9.1% 0.0075 1.1% 3% False True 7,979
80 0.7193 0.6590 0.0604 9.1% 0.0067 1.0% 3% False True 5,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6989
2.618 0.6864
1.618 0.6788
1.000 0.6742
0.618 0.6712
HIGH 0.6666
0.618 0.6636
0.500 0.6628
0.382 0.6619
LOW 0.6590
0.618 0.6543
1.000 0.6514
1.618 0.6467
2.618 0.6391
4.250 0.6267
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 0.6628 0.6628
PP 0.6621 0.6621
S1 0.6615 0.6615

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

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