CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary
Previous Current
21-Aug-2023 22-Aug-2023 Change Change % Previous Week
Open 0.6476 0.6486 0.0010 0.2% 0.6538
High 0.6476 0.6486 0.0010 0.2% 0.6538
Low 0.6476 0.6486 0.0010 0.2% 0.6442
Close 0.6476 0.6486 0.0010 0.2% 0.6465
Range
ATR 0.0030 0.0029 -0.0001 -4.8% 0.0000
Volume
Daily Pivots for day following 22-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6486 0.6486 0.6486
R3 0.6486 0.6486 0.6486
R2 0.6486 0.6486 0.6486
R1 0.6486 0.6486 0.6486 0.6486
PP 0.6486 0.6486 0.6486 0.6486
S1 0.6486 0.6486 0.6486 0.6486
S2 0.6486 0.6486 0.6486
S3 0.6486 0.6486 0.6486
S4 0.6486 0.6486 0.6486
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6771 0.6714 0.6518
R3 0.6674 0.6618 0.6491
R2 0.6578 0.6578 0.6482
R1 0.6521 0.6521 0.6473 0.6501
PP 0.6481 0.6481 0.6481 0.6471
S1 0.6425 0.6425 0.6456 0.6405
S2 0.6385 0.6385 0.6447
S3 0.6288 0.6328 0.6438
S4 0.6192 0.6232 0.6411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6537 0.6442 0.0095 1.5% 0.0020 0.3% 47% False False
10 0.6598 0.6442 0.0156 2.4% 0.0010 0.2% 29% False False
20 0.6840 0.6442 0.0399 6.1% 0.0008 0.1% 11% False False
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.6486
2.618 0.6486
1.618 0.6486
1.000 0.6486
0.618 0.6486
HIGH 0.6486
0.618 0.6486
0.500 0.6486
0.382 0.6486
LOW 0.6486
0.618 0.6486
1.000 0.6486
1.618 0.6486
2.618 0.6486
4.250 0.6486
Fisher Pivots for day following 22-Aug-2023
Pivot 1 day 3 day
R1 0.6486 0.6479
PP 0.6486 0.6471
S1 0.6486 0.6464

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

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