CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 0.6416 0.6423 0.0007 0.1% 0.6410
High 0.6416 0.6423 0.0007 0.1% 0.6478
Low 0.6410 0.6387 -0.0023 -0.4% 0.6362
Close 0.6410 0.6387 -0.0023 -0.4% 0.6351
Range 0.0007 0.0036 0.0030 453.8% 0.0116
ATR 0.0039 0.0038 0.0000 -0.5% 0.0000
Volume 1 11 10 1,000.0% 21
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6507 0.6483 0.6407
R3 0.6471 0.6447 0.6397
R2 0.6435 0.6435 0.6394
R1 0.6411 0.6411 0.6390 0.6405
PP 0.6399 0.6399 0.6399 0.6396
S1 0.6375 0.6375 0.6384 0.6369
S2 0.6363 0.6363 0.6380
S3 0.6327 0.6339 0.6377
S4 0.6291 0.6303 0.6367
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6745 0.6664 0.6415
R3 0.6629 0.6548 0.6383
R2 0.6513 0.6513 0.6372
R1 0.6432 0.6432 0.6362 0.6414
PP 0.6397 0.6397 0.6397 0.6388
S1 0.6316 0.6316 0.6340 0.6298
S2 0.6281 0.6281 0.6330
S3 0.6165 0.6200 0.6319
S4 0.6049 0.6084 0.6287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6472 0.6362 0.0110 1.7% 0.0037 0.6% 23% False False 6
10 0.6478 0.6362 0.0116 1.8% 0.0028 0.4% 22% False False 4
20 0.6552 0.6354 0.0198 3.1% 0.0026 0.4% 17% False False 4
40 0.6559 0.6354 0.0205 3.2% 0.0020 0.3% 16% False False 3
60 0.6840 0.6354 0.0486 7.6% 0.0016 0.2% 7% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6576
2.618 0.6517
1.618 0.6481
1.000 0.6459
0.618 0.6445
HIGH 0.6423
0.618 0.6409
0.500 0.6405
0.382 0.6401
LOW 0.6387
0.618 0.6365
1.000 0.6351
1.618 0.6329
2.618 0.6293
4.250 0.6234
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 0.6405 0.6402
PP 0.6399 0.6397
S1 0.6393 0.6392

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

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