CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 0.6461 0.6472 0.0011 0.2% 0.6481
High 0.6461 0.6472 0.0011 0.2% 0.6481
Low 0.6461 0.6366 -0.0095 -1.5% 0.6354
Close 0.6461 0.6366 -0.0095 -1.5% 0.6450
Range 0.0000 0.0106 0.0106 0.0127
ATR 0.0036 0.0041 0.0005 14.0% 0.0000
Volume 0 20 20 42
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6719 0.6648 0.6424
R3 0.6613 0.6542 0.6395
R2 0.6507 0.6507 0.6385
R1 0.6436 0.6436 0.6375 0.6419
PP 0.6401 0.6401 0.6401 0.6392
S1 0.6330 0.6330 0.6356 0.6313
S2 0.6295 0.6295 0.6346
S3 0.6189 0.6224 0.6336
S4 0.6083 0.6118 0.6307
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6808 0.6755 0.6519
R3 0.6681 0.6629 0.6484
R2 0.6555 0.6555 0.6473
R1 0.6502 0.6502 0.6461 0.6465
PP 0.6428 0.6428 0.6428 0.6410
S1 0.6376 0.6376 0.6438 0.6339
S2 0.6302 0.6302 0.6426
S3 0.6175 0.6249 0.6415
S4 0.6049 0.6123 0.6380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6478 0.6366 0.0112 1.8% 0.0037 0.6% 0% False True 4
10 0.6552 0.6354 0.0198 3.1% 0.0035 0.5% 6% False False 6
20 0.6559 0.6354 0.0205 3.2% 0.0026 0.4% 6% False False 5
40 0.6559 0.6354 0.0205 3.2% 0.0019 0.3% 6% False False 2
60 0.6840 0.6354 0.0486 7.6% 0.0014 0.2% 2% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.6922
2.618 0.6749
1.618 0.6643
1.000 0.6578
0.618 0.6537
HIGH 0.6472
0.618 0.6431
0.500 0.6419
0.382 0.6406
LOW 0.6366
0.618 0.6300
1.000 0.6260
1.618 0.6194
2.618 0.6088
4.250 0.5915
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 0.6419 0.6422
PP 0.6401 0.6403
S1 0.6383 0.6384

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

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