CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 0.6656 0.6717 0.0061 0.9% 0.6606
High 0.6720 0.6753 0.0033 0.5% 0.6753
Low 0.6654 0.6695 0.0041 0.6% 0.6583
Close 0.6717 0.6741 0.0025 0.4% 0.6741
Range 0.0066 0.0058 -0.0008 -11.5% 0.0170
ATR 0.0067 0.0067 -0.0001 -1.0% 0.0000
Volume 67,270 97,817 30,547 45.4% 447,631
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6903 0.6880 0.6773
R3 0.6845 0.6822 0.6757
R2 0.6787 0.6787 0.6752
R1 0.6764 0.6764 0.6746 0.6776
PP 0.6729 0.6729 0.6729 0.6735
S1 0.6706 0.6706 0.6736 0.6718
S2 0.6671 0.6671 0.6730
S3 0.6613 0.6648 0.6725
S4 0.6555 0.6590 0.6709
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7201 0.7140 0.6834
R3 0.7031 0.6971 0.6788
R2 0.6862 0.6862 0.6772
R1 0.6801 0.6801 0.6757 0.6832
PP 0.6692 0.6692 0.6692 0.6707
S1 0.6632 0.6632 0.6725 0.6662
S2 0.6523 0.6523 0.6710
S3 0.6353 0.6462 0.6694
S4 0.6184 0.6293 0.6648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6753 0.6583 0.0170 2.5% 0.0067 1.0% 93% True False 89,526
10 0.6753 0.6463 0.0290 4.3% 0.0069 1.0% 96% True False 92,644
20 0.6753 0.6463 0.0290 4.3% 0.0064 0.9% 96% True False 83,755
40 0.6828 0.6463 0.0365 5.4% 0.0065 1.0% 76% False False 80,942
60 0.6828 0.6463 0.0365 5.4% 0.0068 1.0% 76% False False 81,053
80 0.7012 0.6463 0.0549 8.1% 0.0071 1.1% 51% False False 71,895
100 0.7193 0.6463 0.0730 10.8% 0.0071 1.1% 38% False False 57,540
120 0.7193 0.6463 0.0730 10.8% 0.0072 1.1% 38% False False 47,955
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6999
2.618 0.6904
1.618 0.6846
1.000 0.6811
0.618 0.6788
HIGH 0.6753
0.618 0.6730
0.500 0.6724
0.382 0.6717
LOW 0.6695
0.618 0.6659
1.000 0.6637
1.618 0.6601
2.618 0.6543
4.250 0.6448
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 0.6735 0.6727
PP 0.6729 0.6713
S1 0.6724 0.6699

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

View Archives - Comment on this page... - Back to Index of Symbols