CME Australian Dollar Future June 2023


Trading Metrics calculated at close of trading on 14-Jun-2023
Day Change Summary
Previous Current
13-Jun-2023 14-Jun-2023 Change Change % Previous Week
Open 0.6751 0.6766 0.0015 0.2% 0.6606
High 0.6809 0.6837 0.0029 0.4% 0.6753
Low 0.6740 0.6756 0.0017 0.2% 0.6583
Close 0.6764 0.6806 0.0042 0.6% 0.6741
Range 0.0069 0.0081 0.0012 17.4% 0.0170
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 122,151 174,925 52,774 43.2% 447,631
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7043 0.7005 0.6851
R3 0.6962 0.6924 0.6828
R2 0.6881 0.6881 0.6821
R1 0.6843 0.6843 0.6813 0.6862
PP 0.6800 0.6800 0.6800 0.6809
S1 0.6762 0.6762 0.6799 0.6781
S2 0.6719 0.6719 0.6791
S3 0.6638 0.6681 0.6784
S4 0.6557 0.6600 0.6761
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 0.6837 0.6654 0.0183 2.7% 0.0063 0.9% 83% True False 111,817
10 0.6837 0.6488 0.0349 5.1% 0.0069 1.0% 91% True False 103,674
20 0.6837 0.6463 0.0374 5.5% 0.0064 0.9% 92% True False 92,129
40 0.6837 0.6463 0.0374 5.5% 0.0065 1.0% 92% True False 85,499
60 0.6837 0.6463 0.0374 5.5% 0.0068 1.0% 92% True False 82,223
80 0.6948 0.6463 0.0485 7.1% 0.0070 1.0% 71% False False 76,808
100 0.7193 0.6463 0.0730 10.7% 0.0071 1.0% 47% False False 61,477
120 0.7193 0.6463 0.0730 10.7% 0.0072 1.1% 47% False False 51,238
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 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7181
2.618 0.7049
1.618 0.6968
1.000 0.6918
0.618 0.6887
HIGH 0.6837
0.618 0.6806
0.500 0.6797
0.382 0.6787
LOW 0.6756
0.618 0.6706
1.000 0.6675
1.618 0.6625
2.618 0.6544
4.250 0.6412
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 0.6803 0.6799
PP 0.6800 0.6792
S1 0.6797 0.6785

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

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