CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 0.6440 0.6451 0.0011 0.2% 0.6501
High 0.6440 0.6475 0.0035 0.5% 0.6559
Low 0.6408 0.6451 0.0043 0.7% 0.6460
Close 0.6408 0.6475 0.0067 1.0% 0.6498
Range 0.0032 0.0024 -0.0008 -23.8% 0.0099
ATR 0.0029 0.0032 0.0003 9.0% 0.0000
Volume 2 1 -1 -50.0% 43
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6539 0.6531 0.6488
R3 0.6515 0.6507 0.6481
R2 0.6491 0.6491 0.6479
R1 0.6483 0.6483 0.6477 0.6487
PP 0.6467 0.6467 0.6467 0.6469
S1 0.6459 0.6459 0.6472 0.6463
S2 0.6443 0.6443 0.6470
S3 0.6419 0.6435 0.6468
S4 0.6395 0.6411 0.6461
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% 0.0011 0.2% 74% False False
10 0.6559 0.6408 0.0151 2.3% 0.0018 0.3% 44% False False 4
20 0.6559 0.6408 0.0151 2.3% 0.0018 0.3% 44% False False 2
40 0.6633 0.6408 0.0225 3.5% 0.0011 0.2% 30% 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 0.6577
2.618 0.6537
1.618 0.6513
1.000 0.6499
0.618 0.6489
HIGH 0.6475
0.618 0.6465
0.500 0.6463
0.382 0.6460
LOW 0.6451
0.618 0.6436
1.000 0.6427
1.618 0.6412
2.618 0.6388
4.250 0.6349
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 0.6471 0.6463
PP 0.6467 0.6452
S1 0.6463 0.6441

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

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