CME Australian Dollar Future March 2024


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 0.6669 0.6673 0.0004 0.1% 0.6614
High 0.6690 0.6673 -0.0017 -0.3% 0.6690
Low 0.6669 0.6673 0.0004 0.1% 0.6551
Close 0.6669 0.6673 0.0004 0.1% 0.6669
Range 0.0021 0.0000 -0.0021 -100.0% 0.0139
ATR 0.0041 0.0038 -0.0003 -6.4% 0.0000
Volume 1 0 -1 -100.0% 7
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6673 0.6673 0.6673
R3 0.6673 0.6673 0.6673
R2 0.6673 0.6673 0.6673
R1 0.6673 0.6673 0.6673 0.6673
PP 0.6673 0.6673 0.6673 0.6673
S1 0.6673 0.6673 0.6673 0.6673
S2 0.6673 0.6673 0.6673
S3 0.6673 0.6673 0.6673
S4 0.6673 0.6673 0.6673
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% 0.0013 0.2% 88% False False 1
10 0.6710 0.6551 0.0160 2.4% 0.0014 0.2% 76% False False
20 0.6846 0.6551 0.0295 4.4% 0.0011 0.2% 41% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6673
2.618 0.6673
1.618 0.6673
1.000 0.6673
0.618 0.6673
HIGH 0.6673
0.618 0.6673
0.500 0.6673
0.382 0.6673
LOW 0.6673
0.618 0.6673
1.000 0.6673
1.618 0.6673
2.618 0.6673
4.250 0.6673
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 0.6673 0.6668
PP 0.6673 0.6664
S1 0.6673 0.6659

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

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