CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Apr-2023
Day Change Summary
Previous Current
27-Apr-2023 28-Apr-2023 Change Change % Previous Week
Open 0.6618 0.6644 0.0026 0.4% 0.6709
High 0.6649 0.6656 0.0007 0.1% 0.6722
Low 0.6610 0.6582 -0.0028 -0.4% 0.6582
Close 0.6645 0.6629 -0.0016 -0.2% 0.6629
Range 0.0040 0.0074 0.0034 86.1% 0.0140
ATR 0.0068 0.0069 0.0000 0.6% 0.0000
Volume 64,667 79,243 14,576 22.5% 354,889
Daily Pivots for day following 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.6843 0.6809 0.6669
R3 0.6769 0.6736 0.6649
R2 0.6696 0.6696 0.6642
R1 0.6662 0.6662 0.6635 0.6642
PP 0.6622 0.6622 0.6622 0.6612
S1 0.6589 0.6589 0.6622 0.6569
S2 0.6549 0.6549 0.6615
S3 0.6475 0.6515 0.6608
S4 0.6402 0.6442 0.6588
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7064 0.6986 0.6706
R3 0.6924 0.6846 0.6667
R2 0.6784 0.6784 0.6654
R1 0.6706 0.6706 0.6641 0.6675
PP 0.6644 0.6644 0.6644 0.6629
S1 0.6566 0.6566 0.6616 0.6535
S2 0.6504 0.6504 0.6603
S3 0.6364 0.6426 0.6590
S4 0.6224 0.6286 0.6552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6722 0.6582 0.0140 2.1% 0.0058 0.9% 33% False True 70,977
10 0.6788 0.6582 0.0206 3.1% 0.0057 0.9% 23% False True 67,893
20 0.6824 0.6582 0.0242 3.6% 0.0071 1.1% 19% False True 73,081
40 0.6824 0.6582 0.0242 3.6% 0.0073 1.1% 19% False True 82,002
60 0.7193 0.6582 0.0611 9.2% 0.0076 1.1% 8% False True 54,868
80 0.7193 0.6582 0.0611 9.2% 0.0075 1.1% 8% False True 41,167
100 0.7193 0.6582 0.0611 9.2% 0.0073 1.1% 8% False True 32,937
120 0.7193 0.6344 0.0850 12.8% 0.0070 1.1% 34% False False 27,448
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6968
2.618 0.6848
1.618 0.6774
1.000 0.6729
0.618 0.6701
HIGH 0.6656
0.618 0.6627
0.500 0.6619
0.382 0.6610
LOW 0.6582
0.618 0.6537
1.000 0.6509
1.618 0.6463
2.618 0.6390
4.250 0.6270
Fisher Pivots for day following 28-Apr-2023
Pivot 1 day 3 day
R1 0.6625 0.6626
PP 0.6622 0.6623
S1 0.6619 0.6620

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

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