CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.6748 0.6785 0.0037 0.5% 0.6660
High 0.6782 0.6793 0.0011 0.2% 0.6782
Low 0.6728 0.6779 0.0052 0.8% 0.6660
Close 0.6773 0.6786 0.0013 0.2% 0.6773
Range 0.0055 0.0014 -0.0041 -74.3% 0.0123
ATR 0.0046 0.0044 -0.0002 -4.0% 0.0000
Volume 25 10 -15 -60.0% 76
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6828 0.6821 0.6794
R3 0.6814 0.6807 0.6790
R2 0.6800 0.6800 0.6789
R1 0.6793 0.6793 0.6787 0.6797
PP 0.6786 0.6786 0.6786 0.6788
S1 0.6779 0.6779 0.6785 0.6783
S2 0.6772 0.6772 0.6783
S3 0.6758 0.6765 0.6782
S4 0.6744 0.6751 0.6778
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7106 0.7062 0.6840
R3 0.6983 0.6939 0.6807
R2 0.6861 0.6861 0.6795
R1 0.6817 0.6817 0.6784 0.6839
PP 0.6738 0.6738 0.6738 0.6749
S1 0.6694 0.6694 0.6762 0.6716
S2 0.6616 0.6616 0.6751
S3 0.6493 0.6572 0.6739
S4 0.6371 0.6449 0.6706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6793 0.6663 0.0130 1.9% 0.0046 0.7% 95% True False 17
10 0.6793 0.6538 0.0256 3.8% 0.0033 0.5% 97% True False 14
20 0.6793 0.6538 0.0256 3.8% 0.0025 0.4% 97% True False 8
40 0.6836 0.6538 0.0299 4.4% 0.0024 0.4% 83% False False 5
60 0.6849 0.6538 0.0312 4.6% 0.0025 0.4% 80% False False 4
80 0.6949 0.6538 0.0411 6.1% 0.0024 0.3% 60% False False 3
100 0.7197 0.6538 0.0660 9.7% 0.0022 0.3% 38% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6853
2.618 0.6830
1.618 0.6816
1.000 0.6807
0.618 0.6802
HIGH 0.6793
0.618 0.6788
0.500 0.6786
0.382 0.6784
LOW 0.6779
0.618 0.6770
1.000 0.6765
1.618 0.6756
2.618 0.6742
4.250 0.6720
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.6786 0.6772
PP 0.6786 0.6759
S1 0.6786 0.6745

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

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