CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 0.6489 0.6538 0.0049 0.8% 0.6476
High 0.6489 0.6538 0.0049 0.8% 0.6534
Low 0.6489 0.6538 0.0049 0.8% 0.6476
Close 0.6489 0.6538 0.0049 0.8% 0.6484
Range
ATR 0.0028 0.0029 0.0002 5.5% 0.0000
Volume
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6538 0.6538 0.6538
R3 0.6538 0.6538 0.6538
R2 0.6538 0.6538 0.6538
R1 0.6538 0.6538 0.6538 0.6538
PP 0.6538 0.6538 0.6538 0.6538
S1 0.6538 0.6538 0.6538 0.6538
S2 0.6538 0.6538 0.6538
S3 0.6538 0.6538 0.6538
S4 0.6538 0.6538 0.6538
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6670 0.6634 0.6515
R3 0.6613 0.6577 0.6499
R2 0.6555 0.6555 0.6494
R1 0.6519 0.6519 0.6489 0.6537
PP 0.6498 0.6498 0.6498 0.6507
S1 0.6462 0.6462 0.6478 0.6480
S2 0.6440 0.6440 0.6473
S3 0.6383 0.6404 0.6468
S4 0.6325 0.6347 0.6452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6538 0.6484 0.0054 0.8% 0.0000 0.0% 100% True False
10 0.6538 0.6442 0.0096 1.5% 0.0010 0.2% 100% True False
20 0.6633 0.6442 0.0191 2.9% 0.0005 0.1% 50% 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 0.6538
2.618 0.6538
1.618 0.6538
1.000 0.6538
0.618 0.6538
HIGH 0.6538
0.618 0.6538
0.500 0.6538
0.382 0.6538
LOW 0.6538
0.618 0.6538
1.000 0.6538
1.618 0.6538
2.618 0.6538
4.250 0.6538
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 0.6538 0.6529
PP 0.6538 0.6520
S1 0.6538 0.6511

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

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