CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 0.6600 0.6648 0.0048 0.7% 0.6578
High 0.6627 0.6679 0.0052 0.8% 0.6679
Low 0.6598 0.6648 0.0050 0.8% 0.6538
Close 0.6617 0.6655 0.0038 0.6% 0.6655
Range 0.0029 0.0031 0.0002 7.0% 0.0141
ATR 0.0044 0.0045 0.0001 2.9% 0.0000
Volume 11 21 10 90.9% 60
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6752 0.6734 0.6672
R3 0.6722 0.6704 0.6663
R2 0.6691 0.6691 0.6661
R1 0.6673 0.6673 0.6658 0.6682
PP 0.6661 0.6661 0.6661 0.6665
S1 0.6643 0.6643 0.6652 0.6652
S2 0.6630 0.6630 0.6649
S3 0.6600 0.6612 0.6647
S4 0.6569 0.6582 0.6638
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7047 0.6992 0.6733
R3 0.6906 0.6851 0.6694
R2 0.6765 0.6765 0.6681
R1 0.6710 0.6710 0.6668 0.6737
PP 0.6624 0.6624 0.6624 0.6637
S1 0.6569 0.6569 0.6642 0.6596
S2 0.6483 0.6483 0.6629
S3 0.6342 0.6428 0.6616
S4 0.6201 0.6287 0.6577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6679 0.6538 0.0141 2.1% 0.0028 0.4% 83% True False 12
10 0.6714 0.6538 0.0177 2.7% 0.0023 0.3% 67% False False 7
20 0.6836 0.6538 0.0299 4.5% 0.0022 0.3% 39% False False 4
40 0.6849 0.6538 0.0312 4.7% 0.0025 0.4% 38% False False 3
60 0.6849 0.6538 0.0312 4.7% 0.0022 0.3% 38% False False 2
80 0.7056 0.6538 0.0519 7.8% 0.0021 0.3% 23% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6808
2.618 0.6758
1.618 0.6728
1.000 0.6709
0.618 0.6697
HIGH 0.6679
0.618 0.6667
0.500 0.6663
0.382 0.6660
LOW 0.6648
0.618 0.6629
1.000 0.6618
1.618 0.6599
2.618 0.6568
4.250 0.6518
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 0.6663 0.6639
PP 0.6661 0.6624
S1 0.6658 0.6608

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

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