CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 0.6449 0.6440 -0.0009 -0.1% 0.6501
High 0.6449 0.6440 -0.0009 -0.1% 0.6559
Low 0.6449 0.6408 -0.0041 -0.6% 0.6460
Close 0.6449 0.6408 -0.0041 -0.6% 0.6498
Range 0.0000 0.0032 0.0032 0.0099
ATR 0.0029 0.0029 0.0001 3.0% 0.0000
Volume 0 2 2 43
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6513 0.6492 0.6425
R3 0.6482 0.6461 0.6417
R2 0.6450 0.6450 0.6414
R1 0.6429 0.6429 0.6411 0.6424
PP 0.6419 0.6419 0.6419 0.6416
S1 0.6398 0.6398 0.6405 0.6392
S2 0.6387 0.6387 0.6402
S3 0.6356 0.6366 0.6399
S4 0.6324 0.6335 0.6391
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6802 0.6749 0.6552
R3 0.6703 0.6650 0.6525
R2 0.6604 0.6604 0.6516
R1 0.6551 0.6551 0.6507 0.6528
PP 0.6505 0.6505 0.6505 0.6494
S1 0.6452 0.6452 0.6488 0.6429
S2 0.6406 0.6406 0.6479
S3 0.6307 0.6353 0.6470
S4 0.6208 0.6254 0.6443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6498 0.6408 0.0090 1.4% 0.0013 0.2% 0% False True 3
10 0.6559 0.6408 0.0151 2.3% 0.0016 0.3% 0% False True 4
20 0.6559 0.6408 0.0151 2.3% 0.0017 0.3% 0% False True 2
40 0.6633 0.6408 0.0225 3.5% 0.0011 0.2% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6573
2.618 0.6522
1.618 0.6490
1.000 0.6471
0.618 0.6459
HIGH 0.6440
0.618 0.6427
0.500 0.6424
0.382 0.6420
LOW 0.6408
0.618 0.6389
1.000 0.6377
1.618 0.6357
2.618 0.6326
4.250 0.6274
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 0.6424 0.6442
PP 0.6419 0.6431
S1 0.6413 0.6419

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

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