CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary
Previous Current
23-Jun-2023 26-Jun-2023 Change Change % Previous Week
Open 0.6743 0.6706 -0.0037 -0.5% 0.6884
High 0.6795 0.6720 -0.0075 -1.1% 0.6892
Low 0.6692 0.6698 0.0006 0.1% 0.6692
Close 0.6705 0.6711 0.0006 0.1% 0.6705
Range 0.0103 0.0022 -0.0081 -78.6% 0.0200
ATR 0.0055 0.0053 -0.0002 -4.3% 0.0000
Volume 138 48 -90 -65.2% 261
Daily Pivots for day following 26-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6776 0.6765 0.6723
R3 0.6754 0.6743 0.6717
R2 0.6732 0.6732 0.6715
R1 0.6721 0.6721 0.6713 0.6727
PP 0.6710 0.6710 0.6710 0.6712
S1 0.6699 0.6699 0.6709 0.6705
S2 0.6688 0.6688 0.6707
S3 0.6666 0.6677 0.6705
S4 0.6644 0.6655 0.6699
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7363 0.7234 0.6815
R3 0.7163 0.7034 0.6760
R2 0.6963 0.6963 0.6742
R1 0.6834 0.6834 0.6723 0.6799
PP 0.6763 0.6763 0.6763 0.6745
S1 0.6634 0.6634 0.6687 0.6599
S2 0.6563 0.6563 0.6668
S3 0.6363 0.6434 0.6650
S4 0.6163 0.6234 0.6595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6892 0.6692 0.0200 3.0% 0.0064 1.0% 10% False False 61
10 0.6921 0.6692 0.0229 3.4% 0.0054 0.8% 8% False False 58
20 0.6921 0.6538 0.0384 5.7% 0.0045 0.7% 45% False False 36
40 0.6921 0.6538 0.0384 5.7% 0.0034 0.5% 45% False False 19
60 0.6921 0.6538 0.0384 5.7% 0.0032 0.5% 45% False False 13
80 0.6921 0.6538 0.0384 5.7% 0.0027 0.4% 45% False False 10
100 0.7151 0.6538 0.0613 9.1% 0.0026 0.4% 28% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6814
2.618 0.6778
1.618 0.6756
1.000 0.6742
0.618 0.6734
HIGH 0.6720
0.618 0.6712
0.500 0.6709
0.382 0.6706
LOW 0.6698
0.618 0.6684
1.000 0.6676
1.618 0.6662
2.618 0.6640
4.250 0.6605
Fisher Pivots for day following 26-Jun-2023
Pivot 1 day 3 day
R1 0.6710 0.6758
PP 0.6710 0.6742
S1 0.6709 0.6727

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

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