CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 0.6390 0.6360 -0.0030 -0.5% 0.6381
High 0.6400 0.6360 -0.0040 -0.6% 0.6423
Low 0.6345 0.6349 0.0004 0.1% 0.6345
Close 0.6376 0.6362 -0.0014 -0.2% 0.6362
Range 0.0055 0.0012 -0.0043 -78.9% 0.0078
ATR 0.0040 0.0039 -0.0001 -2.3% 0.0000
Volume 12 1 -11 -91.7% 26
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6391 0.6388 0.6368
R3 0.6380 0.6377 0.6365
R2 0.6368 0.6368 0.6364
R1 0.6365 0.6365 0.6363 0.6367
PP 0.6357 0.6357 0.6357 0.6358
S1 0.6354 0.6354 0.6361 0.6355
S2 0.6345 0.6345 0.6360
S3 0.6334 0.6342 0.6359
S4 0.6322 0.6331 0.6356
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6611 0.6564 0.6405
R3 0.6533 0.6486 0.6383
R2 0.6455 0.6455 0.6376
R1 0.6408 0.6408 0.6369 0.6393
PP 0.6377 0.6377 0.6377 0.6369
S1 0.6330 0.6330 0.6355 0.6315
S2 0.6299 0.6299 0.6348
S3 0.6221 0.6252 0.6341
S4 0.6143 0.6174 0.6319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6423 0.6345 0.0078 1.2% 0.0024 0.4% 22% False False 5
10 0.6478 0.6345 0.0133 2.1% 0.0031 0.5% 13% False False 4
20 0.6552 0.6345 0.0207 3.2% 0.0028 0.4% 8% False False 4
40 0.6559 0.6345 0.0214 3.4% 0.0021 0.3% 8% False False 3
60 0.6778 0.6345 0.0433 6.8% 0.0017 0.3% 4% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6409
2.618 0.6390
1.618 0.6379
1.000 0.6372
0.618 0.6367
HIGH 0.6360
0.618 0.6356
0.500 0.6354
0.382 0.6353
LOW 0.6349
0.618 0.6341
1.000 0.6337
1.618 0.6330
2.618 0.6318
4.250 0.6300
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 0.6359 0.6384
PP 0.6357 0.6377
S1 0.6354 0.6369

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

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