CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 0.6629 0.6649 0.0020 0.3% 0.6706
High 0.6665 0.6700 0.0035 0.5% 0.6749
Low 0.6628 0.6633 0.0005 0.1% 0.6628
Close 0.6649 0.6694 0.0045 0.7% 0.6694
Range 0.0037 0.0067 0.0030 81.1% 0.0121
ATR 0.0054 0.0055 0.0001 1.8% 0.0000
Volume 448 71 -377 -84.2% 1,039
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6877 0.6852 0.6730
R3 0.6810 0.6785 0.6712
R2 0.6743 0.6743 0.6706
R1 0.6718 0.6718 0.6700 0.6730
PP 0.6676 0.6676 0.6676 0.6682
S1 0.6651 0.6651 0.6687 0.6663
S2 0.6609 0.6609 0.6681
S3 0.6542 0.6584 0.6675
S4 0.6475 0.6517 0.6657
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7052 0.6993 0.6760
R3 0.6931 0.6873 0.6727
R2 0.6811 0.6811 0.6716
R1 0.6752 0.6752 0.6705 0.6721
PP 0.6690 0.6690 0.6690 0.6675
S1 0.6632 0.6632 0.6682 0.6601
S2 0.6570 0.6570 0.6671
S3 0.6449 0.6511 0.6660
S4 0.6329 0.6391 0.6627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6749 0.6628 0.0121 1.8% 0.0051 0.8% 54% False False 207
10 0.6921 0.6628 0.0293 4.4% 0.0059 0.9% 22% False False 152
20 0.6921 0.6628 0.0293 4.4% 0.0051 0.8% 22% False False 83
40 0.6921 0.6538 0.0384 5.7% 0.0037 0.5% 41% False False 43
60 0.6921 0.6538 0.0384 5.7% 0.0034 0.5% 41% False False 30
80 0.6921 0.6538 0.0384 5.7% 0.0029 0.4% 41% False False 22
100 0.7056 0.6538 0.0519 7.7% 0.0027 0.4% 30% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6985
2.618 0.6875
1.618 0.6808
1.000 0.6767
0.618 0.6741
HIGH 0.6700
0.618 0.6674
0.500 0.6667
0.382 0.6659
LOW 0.6633
0.618 0.6592
1.000 0.6566
1.618 0.6525
2.618 0.6458
4.250 0.6348
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 0.6685 0.6686
PP 0.6676 0.6679
S1 0.6667 0.6672

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

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