CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 0.6551 0.6511 -0.0040 -0.6% 0.6658
High 0.6551 0.6549 -0.0002 0.0% 0.6674
Low 0.6504 0.6496 -0.0008 -0.1% 0.6496
Close 0.6509 0.6525 0.0016 0.2% 0.6525
Range 0.0047 0.0053 0.0007 14.0% 0.0178
ATR 0.0064 0.0063 -0.0001 -1.3% 0.0000
Volume 87,286 84,398 -2,888 -3.3% 387,680
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.6682 0.6657 0.6554
R3 0.6629 0.6604 0.6540
R2 0.6576 0.6576 0.6535
R1 0.6551 0.6551 0.6530 0.6564
PP 0.6523 0.6523 0.6523 0.6530
S1 0.6498 0.6498 0.6520 0.6511
S2 0.6470 0.6470 0.6515
S3 0.6417 0.6445 0.6510
S4 0.6364 0.6392 0.6496
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7099 0.6990 0.6623
R3 0.6921 0.6812 0.6574
R2 0.6743 0.6743 0.6558
R1 0.6634 0.6634 0.6541 0.6600
PP 0.6565 0.6565 0.6565 0.6548
S1 0.6456 0.6456 0.6509 0.6422
S2 0.6387 0.6387 0.6492
S3 0.6209 0.6278 0.6476
S4 0.6031 0.6100 0.6427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6674 0.6496 0.0178 2.7% 0.0056 0.9% 16% False True 77,536
10 0.6719 0.6496 0.0223 3.4% 0.0057 0.9% 13% False True 74,221
20 0.6828 0.6496 0.0332 5.1% 0.0064 1.0% 9% False True 80,947
40 0.6828 0.6496 0.0332 5.1% 0.0068 1.0% 9% False True 77,014
60 0.6828 0.6496 0.0332 5.1% 0.0070 1.1% 9% False True 81,650
80 0.7193 0.6496 0.0697 10.7% 0.0073 1.1% 4% False True 61,388
100 0.7193 0.6496 0.0697 10.7% 0.0073 1.1% 4% False True 49,123
120 0.7193 0.6496 0.0697 10.7% 0.0071 1.1% 4% False True 40,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6774
2.618 0.6688
1.618 0.6635
1.000 0.6602
0.618 0.6582
HIGH 0.6549
0.618 0.6529
0.500 0.6523
0.382 0.6516
LOW 0.6496
0.618 0.6463
1.000 0.6443
1.618 0.6410
2.618 0.6357
4.250 0.6271
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 0.6524 0.6559
PP 0.6523 0.6547
S1 0.6523 0.6536

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

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