CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 0.6629 0.6658 0.0029 0.4% 0.6656
High 0.6683 0.6674 -0.0009 -0.1% 0.6719
Low 0.6624 0.6634 0.0010 0.2% 0.6612
Close 0.6659 0.6659 0.0000 0.0% 0.6659
Range 0.0059 0.0040 -0.0019 -31.6% 0.0107
ATR 0.0067 0.0065 -0.0002 -2.9% 0.0000
Volume 75,489 47,724 -27,765 -36.8% 354,536
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 0.6776 0.6757 0.6681
R3 0.6736 0.6717 0.6670
R2 0.6696 0.6696 0.6666
R1 0.6677 0.6677 0.6662 0.6686
PP 0.6656 0.6656 0.6656 0.6660
S1 0.6637 0.6637 0.6655 0.6646
S2 0.6616 0.6616 0.6651
S3 0.6576 0.6597 0.6648
S4 0.6536 0.6557 0.6637
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6984 0.6928 0.6717
R3 0.6877 0.6821 0.6688
R2 0.6770 0.6770 0.6678
R1 0.6714 0.6714 0.6668 0.6742
PP 0.6663 0.6663 0.6663 0.6677
S1 0.6607 0.6607 0.6649 0.6635
S2 0.6556 0.6556 0.6639
S3 0.6449 0.6500 0.6629
S4 0.6342 0.6393 0.6600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6719 0.6612 0.0107 1.6% 0.0053 0.8% 44% False False 65,995
10 0.6828 0.6612 0.0217 3.3% 0.0063 0.9% 22% False False 77,820
20 0.6828 0.6582 0.0246 3.7% 0.0065 1.0% 31% False False 78,930
40 0.6828 0.6582 0.0246 3.7% 0.0067 1.0% 31% False False 75,071
60 0.6828 0.6582 0.0246 3.7% 0.0070 1.1% 31% False False 76,109
80 0.7193 0.6582 0.0611 9.2% 0.0072 1.1% 13% False False 57,141
100 0.7193 0.6582 0.0611 9.2% 0.0074 1.1% 13% False False 45,724
120 0.7193 0.6582 0.0611 9.2% 0.0071 1.1% 13% False False 38,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.6844
2.618 0.6779
1.618 0.6739
1.000 0.6714
0.618 0.6699
HIGH 0.6674
0.618 0.6659
0.500 0.6654
0.382 0.6649
LOW 0.6634
0.618 0.6609
1.000 0.6594
1.618 0.6569
2.618 0.6529
4.250 0.6464
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 0.6657 0.6655
PP 0.6656 0.6651
S1 0.6654 0.6647

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.