CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 0.6546 0.6494 -0.0052 -0.8% 0.6494
High 0.6559 0.6494 -0.0065 -1.0% 0.6513
Low 0.6509 0.6460 -0.0050 -0.8% 0.6470
Close 0.6528 0.6473 -0.0055 -0.8% 0.6492
Range 0.0050 0.0035 -0.0015 -30.3% 0.0043
ATR 0.0027 0.0030 0.0003 11.1% 0.0000
Volume 27 13 -14 -51.9% 8
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6579 0.6561 0.6492
R3 0.6545 0.6526 0.6482
R2 0.6510 0.6510 0.6479
R1 0.6492 0.6492 0.6476 0.6484
PP 0.6476 0.6476 0.6476 0.6472
S1 0.6457 0.6457 0.6470 0.6449
S2 0.6441 0.6441 0.6467
S3 0.6407 0.6423 0.6464
S4 0.6372 0.6388 0.6454
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 0.6460 0.0099 1.5% 0.0024 0.4% 14% False True 8
10 0.6559 0.6433 0.0126 1.9% 0.0017 0.3% 32% False False 5
20 0.6559 0.6433 0.0126 1.9% 0.0015 0.2% 32% False False 2
40 0.6778 0.6433 0.0345 5.3% 0.0011 0.2% 12% False False 1
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 0.6641
2.618 0.6584
1.618 0.6550
1.000 0.6529
0.618 0.6515
HIGH 0.6494
0.618 0.6481
0.500 0.6477
0.382 0.6473
LOW 0.6460
0.618 0.6438
1.000 0.6425
1.618 0.6404
2.618 0.6369
4.250 0.6313
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 0.6477 0.6509
PP 0.6476 0.6497
S1 0.6474 0.6485

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

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