CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 0.6523 0.6508 -0.0016 -0.2% 0.6658
High 0.6545 0.6586 0.0041 0.6% 0.6674
Low 0.6463 0.6488 0.0025 0.4% 0.6496
Close 0.6498 0.6577 0.0080 1.2% 0.6525
Range 0.0082 0.0098 0.0016 19.6% 0.0178
ATR 0.0064 0.0067 0.0002 3.7% 0.0000
Volume 100,098 89,904 -10,194 -10.2% 387,680
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6843 0.6807 0.6631
R3 0.6745 0.6710 0.6604
R2 0.6648 0.6648 0.6595
R1 0.6612 0.6612 0.6586 0.6630
PP 0.6550 0.6550 0.6550 0.6559
S1 0.6515 0.6515 0.6568 0.6533
S2 0.6453 0.6453 0.6559
S3 0.6355 0.6417 0.6550
S4 0.6258 0.6320 0.6523
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 0.6586 0.6463 0.0123 1.9% 0.0067 1.0% 93% True False 92,179
10 0.6683 0.6463 0.0220 3.3% 0.0064 1.0% 52% False False 82,664
20 0.6828 0.6463 0.0365 5.5% 0.0065 1.0% 31% False False 84,030
40 0.6828 0.6463 0.0365 5.5% 0.0067 1.0% 31% False False 76,813
60 0.6828 0.6463 0.0365 5.5% 0.0070 1.1% 31% False False 84,868
80 0.7050 0.6463 0.0587 8.9% 0.0072 1.1% 19% False False 64,998
100 0.7193 0.6463 0.0730 11.1% 0.0071 1.1% 16% False False 52,014
120 0.7193 0.6463 0.0730 11.1% 0.0072 1.1% 16% False False 43,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7000
2.618 0.6841
1.618 0.6743
1.000 0.6683
0.618 0.6646
HIGH 0.6586
0.618 0.6548
0.500 0.6537
0.382 0.6525
LOW 0.6488
0.618 0.6428
1.000 0.6391
1.618 0.6330
2.618 0.6233
4.250 0.6074
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 0.6564 0.6559
PP 0.6550 0.6542
S1 0.6537 0.6524

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

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