CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 0.6360 0.6362 0.0002 0.0% 0.6381
High 0.6360 0.6391 0.0031 0.5% 0.6423
Low 0.6349 0.6362 0.0013 0.2% 0.6345
Close 0.6362 0.6391 0.0029 0.5% 0.6362
Range 0.0012 0.0030 0.0018 156.5% 0.0078
ATR 0.0039 0.0038 -0.0001 -1.7% 0.0000
Volume 1 6 5 500.0% 26
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6470 0.6460 0.6407
R3 0.6440 0.6430 0.6399
R2 0.6411 0.6411 0.6396
R1 0.6401 0.6401 0.6394 0.6406
PP 0.6381 0.6381 0.6381 0.6384
S1 0.6371 0.6371 0.6388 0.6376
S2 0.6352 0.6352 0.6386
S3 0.6322 0.6342 0.6383
S4 0.6293 0.6312 0.6375
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% 0.0028 0.4% 59% False False 6
10 0.6478 0.6345 0.0133 2.1% 0.0028 0.4% 35% False False 5
20 0.6552 0.6345 0.0207 3.2% 0.0029 0.5% 22% False False 4
40 0.6559 0.6345 0.0214 3.3% 0.0022 0.3% 22% False False 3
60 0.6778 0.6345 0.0433 6.8% 0.0017 0.3% 11% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6516
2.618 0.6468
1.618 0.6439
1.000 0.6421
0.618 0.6409
HIGH 0.6391
0.618 0.6380
0.500 0.6376
0.382 0.6373
LOW 0.6362
0.618 0.6343
1.000 0.6332
1.618 0.6314
2.618 0.6284
4.250 0.6236
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 0.6386 0.6385
PP 0.6381 0.6379
S1 0.6376 0.6372

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

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