CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 0.6612 0.6623 0.0011 0.2% 0.6785
High 0.6666 0.6741 0.0075 1.1% 0.6795
Low 0.6590 0.6623 0.0033 0.5% 0.6590
Close 0.6609 0.6698 0.0089 1.3% 0.6609
Range 0.0076 0.0118 0.0042 55.3% 0.0206
ATR 0.0076 0.0080 0.0004 5.2% 0.0000
Volume 154,895 153,922 -973 -0.6% 458,837
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7041 0.6987 0.6762
R3 0.6923 0.6869 0.6730
R2 0.6805 0.6805 0.6719
R1 0.6751 0.6751 0.6708 0.6778
PP 0.6687 0.6687 0.6687 0.6700
S1 0.6633 0.6633 0.6687 0.6660
S2 0.6569 0.6569 0.6676
S3 0.6451 0.6515 0.6665
S4 0.6333 0.6397 0.6633
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 0.6774 0.6590 0.0184 2.7% 0.0096 1.4% 59% False False 118,679
10 0.6810 0.6590 0.0220 3.3% 0.0078 1.2% 49% False False 62,594
20 0.7050 0.6590 0.0461 6.9% 0.0079 1.2% 23% False False 31,491
40 0.7193 0.6590 0.0604 9.0% 0.0075 1.1% 18% False False 15,803
60 0.7193 0.6590 0.0604 9.0% 0.0075 1.1% 18% False False 10,544
80 0.7193 0.6590 0.0604 9.0% 0.0068 1.0% 18% False False 7,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7242
2.618 0.7049
1.618 0.6931
1.000 0.6859
0.618 0.6813
HIGH 0.6741
0.618 0.6695
0.500 0.6682
0.382 0.6668
LOW 0.6623
0.618 0.6550
1.000 0.6505
1.618 0.6432
2.618 0.6314
4.250 0.6121
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.6692 0.6687
PP 0.6687 0.6676
S1 0.6682 0.6665

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

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