CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 0.6673 0.6723 0.0051 0.8% 0.6614
High 0.6673 0.6724 0.0051 0.8% 0.6690
Low 0.6673 0.6723 0.0051 0.8% 0.6551
Close 0.6673 0.6724 0.0051 0.8% 0.6669
Range 0.0000 0.0001 0.0001 0.0139
ATR 0.0038 0.0039 0.0001 2.5% 0.0000
Volume 0 3 3 7
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6725 0.6725 0.6724
R3 0.6724 0.6724 0.6724
R2 0.6724 0.6724 0.6724
R1 0.6724 0.6724 0.6724 0.6724
PP 0.6723 0.6723 0.6723 0.6723
S1 0.6723 0.6723 0.6723 0.6723
S2 0.6723 0.6723 0.6723
S3 0.6722 0.6723 0.6723
S4 0.6722 0.6722 0.6723
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 0.6724 0.6551 0.0173 2.6% 0.0005 0.1% 100% True False 1
10 0.6724 0.6551 0.0173 2.6% 0.0014 0.2% 100% True False 1
20 0.6830 0.6551 0.0280 4.2% 0.0011 0.2% 62% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6726
2.618 0.6725
1.618 0.6724
1.000 0.6724
0.618 0.6724
HIGH 0.6724
0.618 0.6723
0.500 0.6723
0.382 0.6723
LOW 0.6723
0.618 0.6723
1.000 0.6723
1.618 0.6722
2.618 0.6722
4.250 0.6721
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 0.6723 0.6714
PP 0.6723 0.6705
S1 0.6723 0.6696

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

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