CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 0.6504 0.6546 0.0042 0.6% 0.6494
High 0.6514 0.6559 0.0045 0.7% 0.6513
Low 0.6504 0.6509 0.0005 0.1% 0.6470
Close 0.6514 0.6528 0.0014 0.2% 0.6492
Range 0.0010 0.0050 0.0040 421.1% 0.0043
ATR 0.0025 0.0027 0.0002 7.0% 0.0000
Volume 1 27 26 2,600.0% 8
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6680 0.6653 0.6555
R3 0.6631 0.6604 0.6541
R2 0.6581 0.6581 0.6537
R1 0.6554 0.6554 0.6532 0.6543
PP 0.6532 0.6532 0.6532 0.6526
S1 0.6505 0.6505 0.6523 0.6494
S2 0.6482 0.6482 0.6518
S3 0.6433 0.6455 0.6514
S4 0.6383 0.6406 0.6500
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6619 0.6598 0.6515
R3 0.6577 0.6556 0.6504
R2 0.6534 0.6534 0.6500
R1 0.6513 0.6513 0.6496 0.6502
PP 0.6492 0.6492 0.6492 0.6486
S1 0.6471 0.6471 0.6488 0.6460
S2 0.6449 0.6449 0.6484
S3 0.6407 0.6428 0.6480
S4 0.6364 0.6386 0.6469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6559 0.6492 0.0067 1.0% 0.0019 0.3% 53% True False 6
10 0.6559 0.6433 0.0126 1.9% 0.0014 0.2% 75% True False 3
20 0.6559 0.6433 0.0126 1.9% 0.0013 0.2% 75% True False 1
40 0.6840 0.6433 0.0408 6.2% 0.0010 0.2% 23% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.6769
2.618 0.6688
1.618 0.6639
1.000 0.6608
0.618 0.6589
HIGH 0.6559
0.618 0.6540
0.500 0.6534
0.382 0.6528
LOW 0.6509
0.618 0.6478
1.000 0.6460
1.618 0.6429
2.618 0.6379
4.250 0.6299
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 0.6534 0.6527
PP 0.6532 0.6526
S1 0.6530 0.6526

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.