CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 0.6633 0.6633 0.0000 0.0% 0.6778
High 0.6633 0.6633 0.0000 0.0% 0.6778
Low 0.6633 0.6633 0.0000 0.0% 0.6605
Close 0.6633 0.6633 0.0000 0.0% 0.6633
Range
ATR 0.0037 0.0035 -0.0003 -7.1% 0.0000
Volume
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6633 0.6633 0.6633
R3 0.6633 0.6633 0.6633
R2 0.6633 0.6633 0.6633
R1 0.6633 0.6633 0.6633 0.6633
PP 0.6633 0.6633 0.6633 0.6633
S1 0.6633 0.6633 0.6633 0.6633
S2 0.6633 0.6633 0.6633
S3 0.6633 0.6633 0.6633
S4 0.6633 0.6633 0.6633
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7189 0.7083 0.6727
R3 0.7017 0.6911 0.6680
R2 0.6844 0.6844 0.6664
R1 0.6738 0.6738 0.6648 0.6705
PP 0.6672 0.6672 0.6672 0.6655
S1 0.6566 0.6566 0.6617 0.6533
S2 0.6499 0.6499 0.6601
S3 0.6327 0.6393 0.6585
S4 0.6154 0.6221 0.6538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6702 0.6605 0.0097 1.5% 0.0007 0.1% 28% False False 2
10 0.6840 0.6605 0.0235 3.5% 0.0005 0.1% 12% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.6633
2.618 0.6633
1.618 0.6633
1.000 0.6633
0.618 0.6633
HIGH 0.6633
0.618 0.6633
0.500 0.6633
0.382 0.6633
LOW 0.6633
0.618 0.6633
1.000 0.6633
1.618 0.6633
2.618 0.6633
4.250 0.6633
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 0.6633 0.6629
PP 0.6633 0.6625
S1 0.6633 0.6621

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

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