CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 0.6484 0.6470 -0.0014 -0.2% 0.6535
High 0.6484 0.6498 0.0014 0.2% 0.6535
Low 0.6484 0.6470 -0.0014 -0.2% 0.6433
Close 0.6484 0.6477 -0.0008 -0.1% 0.6433
Range 0.0000 0.0028 0.0028 0.0103
ATR 0.0027 0.0027 0.0000 0.3% 0.0000
Volume 0 5 5 1
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6566 0.6549 0.6492
R3 0.6538 0.6521 0.6484
R2 0.6510 0.6510 0.6482
R1 0.6493 0.6493 0.6479 0.6501
PP 0.6482 0.6482 0.6482 0.6486
S1 0.6465 0.6465 0.6474 0.6473
S2 0.6454 0.6454 0.6471
S3 0.6426 0.6437 0.6469
S4 0.6398 0.6409 0.6461
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6774 0.6706 0.6489
R3 0.6672 0.6603 0.6461
R2 0.6569 0.6569 0.6451
R1 0.6501 0.6501 0.6442 0.6484
PP 0.6467 0.6467 0.6467 0.6458
S1 0.6398 0.6398 0.6423 0.6381
S2 0.6364 0.6364 0.6414
S3 0.6262 0.6296 0.6404
S4 0.6159 0.6193 0.6376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6498 0.6433 0.0066 1.0% 0.0008 0.1% 67% True False 1
10 0.6546 0.6433 0.0114 1.8% 0.0017 0.3% 39% False False
20 0.6546 0.6433 0.0114 1.8% 0.0013 0.2% 39% False False
40 0.6840 0.6433 0.0408 6.3% 0.0008 0.1% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6617
2.618 0.6571
1.618 0.6543
1.000 0.6526
0.618 0.6515
HIGH 0.6498
0.618 0.6487
0.500 0.6484
0.382 0.6481
LOW 0.6470
0.618 0.6453
1.000 0.6442
1.618 0.6425
2.618 0.6397
4.250 0.6351
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 0.6484 0.6484
PP 0.6482 0.6482
S1 0.6479 0.6479

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

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