CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 0.6778 0.6702 -0.0076 -1.1% 0.6796
High 0.6778 0.6702 -0.0076 -1.1% 0.6840
Low 0.6778 0.6670 -0.0108 -1.6% 0.6696
Close 0.6778 0.6670 -0.0108 -1.6% 0.6711
Range 0.0000 0.0032 0.0032 0.0144
ATR
Volume 0 6 6 0
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6777 0.6755 0.6688
R3 0.6745 0.6723 0.6679
R2 0.6713 0.6713 0.6676
R1 0.6691 0.6691 0.6673 0.6686
PP 0.6681 0.6681 0.6681 0.6678
S1 0.6659 0.6659 0.6667 0.6654
S2 0.6649 0.6649 0.6664
S3 0.6617 0.6627 0.6661
S4 0.6585 0.6595 0.6652
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7181 0.7090 0.6790
R3 0.7037 0.6946 0.6751
R2 0.6893 0.6893 0.6737
R1 0.6802 0.6802 0.6724 0.6776
PP 0.6749 0.6749 0.6749 0.6736
S1 0.6658 0.6658 0.6698 0.6632
S2 0.6605 0.6605 0.6685
S3 0.6461 0.6514 0.6671
S4 0.6317 0.6370 0.6632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6840 0.6670 0.0170 2.5% 0.0009 0.1% 0% False True 1
10 0.6840 0.6670 0.0170 2.5% 0.0005 0.1% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6838
2.618 0.6786
1.618 0.6754
1.000 0.6734
0.618 0.6722
HIGH 0.6702
0.618 0.6690
0.500 0.6686
0.382 0.6682
LOW 0.6670
0.618 0.6650
1.000 0.6638
1.618 0.6618
2.618 0.6586
4.250 0.6534
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 0.6686 0.6724
PP 0.6681 0.6706
S1 0.6675 0.6688

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

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