CME Australian Dollar Future September 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 0.6771 0.6784 0.0013 0.2% 0.6623
High 0.6825 0.6852 0.0027 0.4% 0.6770
Low 0.6757 0.6771 0.0014 0.2% 0.6606
Close 0.6781 0.6821 0.0040 0.6% 0.6759
Range 0.0068 0.0081 0.0013 19.1% 0.0164
ATR 0.0061 0.0062 0.0001 2.3% 0.0000
Volume 61,211 134,109 72,898 119.1% 63,969
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7058 0.7020 0.6865
R3 0.6977 0.6939 0.6843
R2 0.6896 0.6896 0.6835
R1 0.6858 0.6858 0.6828 0.6877
PP 0.6815 0.6815 0.6815 0.6824
S1 0.6777 0.6777 0.6813 0.6796
S2 0.6734 0.6734 0.6806
S3 0.6653 0.6696 0.6798
S4 0.6572 0.6615 0.6776
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7204 0.7145 0.6849
R3 0.7040 0.6981 0.6804
R2 0.6876 0.6876 0.6789
R1 0.6817 0.6817 0.6774 0.6846
PP 0.6712 0.6712 0.6712 0.6726
S1 0.6653 0.6653 0.6743 0.6682
S2 0.6548 0.6548 0.6728
S3 0.6384 0.6489 0.6713
S4 0.6220 0.6325 0.6668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6852 0.6674 0.0179 2.6% 0.0063 0.9% 82% True False 55,064
10 0.6852 0.6513 0.0340 5.0% 0.0067 1.0% 91% True False 30,883
20 0.6852 0.6487 0.0365 5.4% 0.0061 0.9% 91% True False 15,759
40 0.6852 0.6487 0.0365 5.4% 0.0058 0.9% 91% True False 7,928
60 0.6852 0.6487 0.0365 5.4% 0.0056 0.8% 91% True False 5,308
80 0.6889 0.6487 0.0402 5.9% 0.0053 0.8% 83% False False 4,014
100 0.7205 0.6487 0.0718 10.5% 0.0053 0.8% 46% False False 3,212
120 0.7205 0.6487 0.0718 10.5% 0.0049 0.7% 46% False False 2,677
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 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7196
2.618 0.7064
1.618 0.6983
1.000 0.6933
0.618 0.6902
HIGH 0.6852
0.618 0.6821
0.500 0.6812
0.382 0.6802
LOW 0.6771
0.618 0.6721
1.000 0.6690
1.618 0.6640
2.618 0.6559
4.250 0.6427
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 0.6818 0.6814
PP 0.6815 0.6808
S1 0.6812 0.6801

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

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