CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.6717 0.6744 0.0027 0.4% 0.6606
High 0.6753 0.6775 0.0023 0.3% 0.6753
Low 0.6695 0.6734 0.0039 0.6% 0.6583
Close 0.6741 0.6754 0.0013 0.2% 0.6741
Range 0.0058 0.0042 -0.0017 -28.4% 0.0170
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 97,817 96,926 -891 -0.9% 447,631
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6879 0.6858 0.6776
R3 0.6837 0.6816 0.6765
R2 0.6796 0.6796 0.6761
R1 0.6775 0.6775 0.6757 0.6785
PP 0.6754 0.6754 0.6754 0.6759
S1 0.6733 0.6733 0.6750 0.6744
S2 0.6713 0.6713 0.6746
S3 0.6671 0.6692 0.6742
S4 0.6630 0.6650 0.6731
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 0.6775 0.6613 0.0162 2.4% 0.0063 0.9% 87% True False 93,654
10 0.6775 0.6463 0.0312 4.6% 0.0068 1.0% 93% True False 93,897
20 0.6775 0.6463 0.0312 4.6% 0.0063 0.9% 93% True False 84,059
40 0.6828 0.6463 0.0365 5.4% 0.0063 0.9% 80% False False 80,921
60 0.6828 0.6463 0.0365 5.4% 0.0068 1.0% 80% False False 80,436
80 0.6965 0.6463 0.0502 7.4% 0.0070 1.0% 58% False False 73,101
100 0.7193 0.6463 0.0730 10.8% 0.0070 1.0% 40% False False 58,508
120 0.7193 0.6463 0.0730 10.8% 0.0072 1.1% 40% False False 48,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6951
2.618 0.6884
1.618 0.6842
1.000 0.6817
0.618 0.6801
HIGH 0.6775
0.618 0.6759
0.500 0.6754
0.382 0.6749
LOW 0.6734
0.618 0.6708
1.000 0.6692
1.618 0.6666
2.618 0.6625
4.250 0.6557
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.6754 0.6741
PP 0.6754 0.6728
S1 0.6754 0.6715

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

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