CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 0.6578 0.6550 -0.0028 -0.4% 0.6699
High 0.6590 0.6550 -0.0040 -0.6% 0.6699
Low 0.6560 0.6538 -0.0023 -0.3% 0.6550
Close 0.6560 0.6538 -0.0023 -0.3% 0.6569
Range 0.0030 0.0013 -0.0017 -57.6% 0.0149
ATR 0.0042 0.0040 -0.0001 -3.3% 0.0000
Volume 5 23 18 360.0% 17
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 0.6579 0.6571 0.6544
R3 0.6567 0.6558 0.6541
R2 0.6554 0.6554 0.6540
R1 0.6546 0.6546 0.6539 0.6544
PP 0.6542 0.6542 0.6542 0.6541
S1 0.6533 0.6533 0.6536 0.6531
S2 0.6529 0.6529 0.6535
S3 0.6517 0.6521 0.6534
S4 0.6504 0.6508 0.6531
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7053 0.6960 0.6651
R3 0.6904 0.6811 0.6610
R2 0.6755 0.6755 0.6596
R1 0.6662 0.6662 0.6583 0.6634
PP 0.6606 0.6606 0.6606 0.6592
S1 0.6513 0.6513 0.6555 0.6485
S2 0.6457 0.6457 0.6542
S3 0.6308 0.6364 0.6528
S4 0.6159 0.6215 0.6487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6650 0.6538 0.0113 1.7% 0.0031 0.5% 0% False True 9
10 0.6714 0.6538 0.0177 2.7% 0.0021 0.3% 0% False True 5
20 0.6836 0.6538 0.0299 4.6% 0.0022 0.3% 0% False True 3
40 0.6849 0.6538 0.0312 4.8% 0.0026 0.4% 0% False True 3
60 0.6849 0.6538 0.0312 4.8% 0.0021 0.3% 0% False True 2
80 0.7056 0.6538 0.0519 7.9% 0.0021 0.3% 0% False True 2
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6603
2.618 0.6583
1.618 0.6570
1.000 0.6563
0.618 0.6558
HIGH 0.6550
0.618 0.6545
0.500 0.6544
0.382 0.6542
LOW 0.6538
0.618 0.6530
1.000 0.6525
1.618 0.6517
2.618 0.6505
4.250 0.6484
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 0.6544 0.6564
PP 0.6542 0.6555
S1 0.6540 0.6546

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

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