CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 0.6486 0.6455 -0.0031 -0.5% 0.6633
High 0.6537 0.6455 -0.0082 -1.2% 0.6633
Low 0.6481 0.6455 -0.0026 -0.4% 0.6551
Close 0.6486 0.6455 -0.0031 -0.5% 0.6552
Range 0.0056 0.0000 -0.0056 -100.0% 0.0082
ATR 0.0031 0.0031 0.0000 -0.1% 0.0000
Volume
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6455 0.6455 0.6455
R3 0.6455 0.6455 0.6455
R2 0.6455 0.6455 0.6455
R1 0.6455 0.6455 0.6455 0.6455
PP 0.6455 0.6455 0.6455 0.6455
S1 0.6455 0.6455 0.6455 0.6455
S2 0.6455 0.6455 0.6455
S3 0.6455 0.6455 0.6455
S4 0.6455 0.6455 0.6455
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 0.6552 0.6455 0.0097 1.5% 0.0011 0.2% 0% False True
10 0.6633 0.6455 0.0178 2.7% 0.0006 0.1% 0% False True
20 0.6840 0.6455 0.0385 6.0% 0.0005 0.1% 0% False True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6455
2.618 0.6455
1.618 0.6455
1.000 0.6455
0.618 0.6455
HIGH 0.6455
0.618 0.6455
0.500 0.6455
0.382 0.6455
LOW 0.6455
0.618 0.6455
1.000 0.6455
1.618 0.6455
2.618 0.6455
4.250 0.6455
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 0.6455 0.6496
PP 0.6455 0.6482
S1 0.6455 0.6469

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

View Archives - Comment on this page... - Back to Index of Symbols