CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 0.6605 0.6609 0.0004 0.1% 0.6796
High 0.6608 0.6609 0.0001 0.0% 0.6840
Low 0.6605 0.6609 0.0004 0.1% 0.6696
Close 0.6608 0.6609 0.0001 0.0% 0.6711
Range 0.0003 0.0000 -0.0003 -100.0% 0.0144
ATR 0.0000 0.0039 0.0039 0.0000
Volume 5 0 -5 -100.0% 0
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6609 0.6609 0.6609
R3 0.6609 0.6609 0.6609
R2 0.6609 0.6609 0.6609
R1 0.6609 0.6609 0.6609 0.6609
PP 0.6609 0.6609 0.6609 0.6609
S1 0.6609 0.6609 0.6609 0.6609
S2 0.6609 0.6609 0.6609
S3 0.6609 0.6609 0.6609
S4 0.6609 0.6609 0.6609
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 0.6778 0.6605 0.0173 2.6% 0.0010 0.1% 2% False False 2
10 0.6840 0.6605 0.0235 3.6% 0.0005 0.1% 1% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6609
2.618 0.6609
1.618 0.6609
1.000 0.6609
0.618 0.6609
HIGH 0.6609
0.618 0.6609
0.500 0.6609
0.382 0.6609
LOW 0.6609
0.618 0.6609
1.000 0.6609
1.618 0.6609
2.618 0.6609
4.250 0.6609
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 0.6609 0.6654
PP 0.6609 0.6639
S1 0.6609 0.6624

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

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