CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 0.6648 0.6660 0.0012 0.2% 0.6578
High 0.6679 0.6660 -0.0019 -0.3% 0.6679
Low 0.6648 0.6660 0.0012 0.2% 0.6538
Close 0.6655 0.6660 0.0005 0.1% 0.6655
Range 0.0031 0.0000 -0.0031 -100.0% 0.0141
ATR 0.0045 0.0042 -0.0003 -6.4% 0.0000
Volume 21 0 -21 -100.0% 60
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6660 0.6660 0.6660
R3 0.6660 0.6660 0.6660
R2 0.6660 0.6660 0.6660
R1 0.6660 0.6660 0.6660 0.6660
PP 0.6660 0.6660 0.6660 0.6660
S1 0.6660 0.6660 0.6660 0.6660
S2 0.6660 0.6660 0.6660
S3 0.6660 0.6660 0.6660
S4 0.6660 0.6660 0.6660
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% 0.0020 0.3% 87% False False 12
10 0.6699 0.6538 0.0161 2.4% 0.0021 0.3% 76% False False 7
20 0.6836 0.6538 0.0299 4.5% 0.0020 0.3% 41% False False 4
40 0.6849 0.6538 0.0312 4.7% 0.0025 0.4% 39% False False 3
60 0.6849 0.6538 0.0312 4.7% 0.0021 0.3% 39% False False 2
80 0.7056 0.6538 0.0519 7.8% 0.0021 0.3% 24% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6660
2.618 0.6660
1.618 0.6660
1.000 0.6660
0.618 0.6660
HIGH 0.6660
0.618 0.6660
0.500 0.6660
0.382 0.6660
LOW 0.6660
0.618 0.6660
1.000 0.6660
1.618 0.6660
2.618 0.6660
4.250 0.6660
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 0.6660 0.6652
PP 0.6660 0.6645
S1 0.6660 0.6638

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

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