CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 0.6595 0.6598 0.0003 0.0% 0.6778
High 0.6597 0.6598 0.0001 0.0% 0.6778
Low 0.6595 0.6598 0.0003 0.0% 0.6605
Close 0.6597 0.6598 0.0001 0.0% 0.6633
Range 0.0003 0.0000 -0.0003 -100.0% 0.0173
ATR 0.0035 0.0033 -0.0002 -7.0% 0.0000
Volume 5 0 -5 -100.0% 11
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6598 0.6598 0.6598
R3 0.6598 0.6598 0.6598
R2 0.6598 0.6598 0.6598
R1 0.6598 0.6598 0.6598 0.6598
PP 0.6598 0.6598 0.6598 0.6598
S1 0.6598 0.6598 0.6598 0.6598
S2 0.6598 0.6598 0.6598
S3 0.6598 0.6598 0.6598
S4 0.6598 0.6598 0.6598
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 0.6633 0.6595 0.0038 0.6% 0.0001 0.0% 8% False False 1
10 0.6778 0.6595 0.0183 2.8% 0.0005 0.1% 2% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6598
2.618 0.6598
1.618 0.6598
1.000 0.6598
0.618 0.6598
HIGH 0.6598
0.618 0.6598
0.500 0.6598
0.382 0.6598
LOW 0.6598
0.618 0.6598
1.000 0.6598
1.618 0.6598
2.618 0.6598
4.250 0.6598
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 0.6598 0.6614
PP 0.6598 0.6608
S1 0.6598 0.6603

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

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