CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 0.6596 0.6552 -0.0045 -0.7% 0.6633
High 0.6596 0.6552 -0.0045 -0.7% 0.6633
Low 0.6596 0.6551 -0.0046 -0.7% 0.6551
Close 0.6596 0.6552 -0.0045 -0.7% 0.6552
Range 0.0000 0.0001 0.0001 0.0082
ATR 0.0030 0.0031 0.0001 3.6% 0.0000
Volume
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6554 0.6554 0.6552
R3 0.6553 0.6553 0.6552
R2 0.6552 0.6552 0.6552
R1 0.6552 0.6552 0.6552 0.6552
PP 0.6551 0.6551 0.6551 0.6551
S1 0.6551 0.6551 0.6551 0.6551
S2 0.6550 0.6550 0.6551
S3 0.6549 0.6550 0.6551
S4 0.6548 0.6549 0.6551
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6824 0.6770 0.6597
R3 0.6742 0.6688 0.6574
R2 0.6660 0.6660 0.6567
R1 0.6606 0.6606 0.6559 0.6592
PP 0.6578 0.6578 0.6578 0.6571
S1 0.6524 0.6524 0.6544 0.6510
S2 0.6496 0.6496 0.6536
S3 0.6414 0.6442 0.6529
S4 0.6332 0.6360 0.6506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6633 0.6551 0.0082 1.3% 0.0001 0.0% 1% False True 1
10 0.6778 0.6551 0.0227 3.5% 0.0004 0.1% 0% False True 1
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6556
2.618 0.6554
1.618 0.6553
1.000 0.6553
0.618 0.6552
HIGH 0.6552
0.618 0.6551
0.500 0.6551
0.382 0.6551
LOW 0.6551
0.618 0.6550
1.000 0.6550
1.618 0.6549
2.618 0.6548
4.250 0.6546
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 0.6551 0.6574
PP 0.6551 0.6567
S1 0.6551 0.6559

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

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