CME Australian Dollar Future March 2024


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 0.6629 0.6669 0.0040 0.6% 0.6614
High 0.6629 0.6690 0.0061 0.9% 0.6690
Low 0.6629 0.6669 0.0040 0.6% 0.6551
Close 0.6629 0.6669 0.0040 0.6% 0.6669
Range 0.0000 0.0021 0.0021 0.0139
ATR 0.0039 0.0041 0.0002 3.9% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6739 0.6725 0.6680
R3 0.6718 0.6704 0.6674
R2 0.6697 0.6697 0.6672
R1 0.6683 0.6683 0.6670 0.6679
PP 0.6676 0.6676 0.6676 0.6674
S1 0.6662 0.6662 0.6667 0.6658
S2 0.6655 0.6655 0.6665
S3 0.6634 0.6641 0.6663
S4 0.6613 0.6620 0.6657
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7053 0.7000 0.6745
R3 0.6914 0.6861 0.6707
R2 0.6775 0.6775 0.6694
R1 0.6722 0.6722 0.6681 0.6749
PP 0.6636 0.6636 0.6636 0.6650
S1 0.6583 0.6583 0.6656 0.6610
S2 0.6497 0.6497 0.6643
S3 0.6358 0.6444 0.6630
S4 0.6219 0.6305 0.6592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6690 0.6551 0.0139 2.1% 0.0020 0.3% 85% True False 1
10 0.6724 0.6551 0.0173 2.6% 0.0016 0.2% 68% False False
20 0.6846 0.6551 0.0295 4.4% 0.0011 0.2% 40% False False
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6779
2.618 0.6744
1.618 0.6723
1.000 0.6711
0.618 0.6702
HIGH 0.6690
0.618 0.6681
0.500 0.6679
0.382 0.6677
LOW 0.6669
0.618 0.6656
1.000 0.6648
1.618 0.6635
2.618 0.6614
4.250 0.6579
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 0.6679 0.6652
PP 0.6676 0.6636
S1 0.6672 0.6620

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.