CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 0.6511 0.6526 0.0015 0.2% 0.6658
High 0.6549 0.6564 0.0015 0.2% 0.6674
Low 0.6496 0.6507 0.0011 0.2% 0.6496
Close 0.6525 0.6516 -0.0009 -0.1% 0.6525
Range 0.0053 0.0057 0.0004 7.5% 0.0178
ATR 0.0063 0.0063 0.0000 -0.7% 0.0000
Volume 84,398 99,209 14,811 17.5% 387,680
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 0.6700 0.6665 0.6547
R3 0.6643 0.6608 0.6532
R2 0.6586 0.6586 0.6526
R1 0.6551 0.6551 0.6521 0.6540
PP 0.6529 0.6529 0.6529 0.6524
S1 0.6494 0.6494 0.6511 0.6483
S2 0.6472 0.6472 0.6506
S3 0.6415 0.6437 0.6500
S4 0.6358 0.6380 0.6485
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 0.6668 0.6496 0.0172 2.6% 0.0059 0.9% 12% False False 87,833
10 0.6719 0.6496 0.0223 3.4% 0.0056 0.9% 9% False False 76,914
20 0.6828 0.6496 0.0332 5.1% 0.0064 1.0% 6% False False 83,030
40 0.6828 0.6496 0.0332 5.1% 0.0067 1.0% 6% False False 77,495
60 0.6828 0.6496 0.0332 5.1% 0.0070 1.1% 6% False False 83,199
80 0.7114 0.6496 0.0618 9.5% 0.0072 1.1% 3% False False 62,627
100 0.7193 0.6496 0.0697 10.7% 0.0072 1.1% 3% False False 50,115
120 0.7193 0.6496 0.0697 10.7% 0.0071 1.1% 3% False False 41,765
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6806
2.618 0.6713
1.618 0.6656
1.000 0.6621
0.618 0.6599
HIGH 0.6564
0.618 0.6542
0.500 0.6536
0.382 0.6529
LOW 0.6507
0.618 0.6472
1.000 0.6450
1.618 0.6415
2.618 0.6358
4.250 0.6265
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 0.6536 0.6530
PP 0.6529 0.6525
S1 0.6523 0.6521

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

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