CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 0.6451 0.6491 0.0040 0.6% 0.6476
High 0.6475 0.6552 0.0077 1.2% 0.6552
Low 0.6451 0.6491 0.0040 0.6% 0.6408
Close 0.6475 0.6491 0.0016 0.2% 0.6491
Range 0.0024 0.0061 0.0037 154.2% 0.0144
ATR 0.0032 0.0035 0.0003 10.0% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6694 0.6653 0.6524
R3 0.6633 0.6592 0.6507
R2 0.6572 0.6572 0.6502
R1 0.6531 0.6531 0.6496 0.6521
PP 0.6511 0.6511 0.6511 0.6506
S1 0.6470 0.6470 0.6485 0.6460
S2 0.6450 0.6450 0.6479
S3 0.6389 0.6409 0.6474
S4 0.6328 0.6348 0.6457
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6914 0.6846 0.6569
R3 0.6770 0.6702 0.6530
R2 0.6627 0.6627 0.6517
R1 0.6559 0.6559 0.6504 0.6593
PP 0.6483 0.6483 0.6483 0.6500
S1 0.6415 0.6415 0.6477 0.6449
S2 0.6340 0.6340 0.6464
S3 0.6196 0.6272 0.6451
S4 0.6053 0.6128 0.6412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6552 0.6408 0.0144 2.2% 0.0023 0.4% 57% True False
10 0.6559 0.6408 0.0151 2.3% 0.0022 0.3% 55% False False 4
20 0.6559 0.6408 0.0151 2.3% 0.0021 0.3% 55% False False 2
40 0.6633 0.6408 0.0225 3.5% 0.0013 0.2% 37% 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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.6811
2.618 0.6711
1.618 0.6650
1.000 0.6613
0.618 0.6589
HIGH 0.6552
0.618 0.6528
0.500 0.6521
0.382 0.6514
LOW 0.6491
0.618 0.6453
1.000 0.6430
1.618 0.6392
2.618 0.6331
4.250 0.6231
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 0.6521 0.6487
PP 0.6511 0.6483
S1 0.6501 0.6480

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

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