CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 0.6640 0.6618 -0.0023 -0.3% 0.6724
High 0.6657 0.6649 -0.0008 -0.1% 0.6788
Low 0.6606 0.6610 0.0004 0.1% 0.6693
Close 0.6607 0.6645 0.0038 0.6% 0.6700
Range 0.0052 0.0040 -0.0012 -23.3% 0.0095
ATR 0.0070 0.0068 -0.0002 -2.9% 0.0000
Volume 90,428 64,667 -25,761 -28.5% 324,050
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6753 0.6738 0.6666
R3 0.6713 0.6699 0.6655
R2 0.6674 0.6674 0.6652
R1 0.6659 0.6659 0.6648 0.6667
PP 0.6634 0.6634 0.6634 0.6638
S1 0.6620 0.6620 0.6641 0.6627
S2 0.6595 0.6595 0.6637
S3 0.6555 0.6580 0.6634
S4 0.6516 0.6541 0.6623
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7012 0.6951 0.6752
R3 0.6917 0.6856 0.6726
R2 0.6822 0.6822 0.6717
R1 0.6761 0.6761 0.6709 0.6744
PP 0.6727 0.6727 0.6727 0.6718
S1 0.6666 0.6666 0.6691 0.6649
S2 0.6632 0.6632 0.6683
S3 0.6537 0.6571 0.6674
S4 0.6442 0.6476 0.6648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6761 0.6606 0.0156 2.3% 0.0057 0.9% 25% False False 71,227
10 0.6824 0.6606 0.0218 3.3% 0.0061 0.9% 18% False False 69,745
20 0.6824 0.6606 0.0218 3.3% 0.0071 1.1% 18% False False 72,232
40 0.6824 0.6590 0.0234 3.5% 0.0073 1.1% 24% False False 80,108
60 0.7193 0.6590 0.0604 9.1% 0.0076 1.1% 9% False False 53,548
80 0.7193 0.6590 0.0604 9.1% 0.0076 1.1% 9% False False 40,177
100 0.7193 0.6590 0.0604 9.1% 0.0073 1.1% 9% False False 32,145
120 0.7193 0.6344 0.0850 12.8% 0.0070 1.1% 35% False False 26,788
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6817
2.618 0.6752
1.618 0.6713
1.000 0.6689
0.618 0.6673
HIGH 0.6649
0.618 0.6634
0.500 0.6629
0.382 0.6625
LOW 0.6610
0.618 0.6585
1.000 0.6570
1.618 0.6546
2.618 0.6506
4.250 0.6442
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 0.6639 0.6664
PP 0.6634 0.6657
S1 0.6629 0.6651

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

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