CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 0.6372 0.6377 0.0005 0.1% 0.6362
High 0.6372 0.6397 0.0026 0.4% 0.6404
Low 0.6372 0.6370 -0.0002 0.0% 0.6353
Close 0.6372 0.6377 0.0005 0.1% 0.6377
Range 0.0000 0.0028 0.0028 0.0052
ATR 0.0036 0.0035 -0.0001 -1.7% 0.0000
Volume
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6464 0.6448 0.6392
R3 0.6436 0.6420 0.6384
R2 0.6409 0.6409 0.6382
R1 0.6393 0.6393 0.6379 0.6390
PP 0.6381 0.6381 0.6381 0.6380
S1 0.6365 0.6365 0.6374 0.6363
S2 0.6354 0.6354 0.6371
S3 0.6326 0.6338 0.6369
S4 0.6299 0.6310 0.6361
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6532 0.6506 0.6405
R3 0.6481 0.6454 0.6391
R2 0.6429 0.6429 0.6386
R1 0.6403 0.6403 0.6381 0.6416
PP 0.6378 0.6378 0.6378 0.6384
S1 0.6351 0.6351 0.6372 0.6365
S2 0.6326 0.6326 0.6367
S3 0.6275 0.6300 0.6362
S4 0.6223 0.6248 0.6348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6404 0.6353 0.0052 0.8% 0.0011 0.2% 47% False False 1
10 0.6423 0.6345 0.0078 1.2% 0.0018 0.3% 40% False False 3
20 0.6481 0.6345 0.0136 2.1% 0.0025 0.4% 23% False False 4
40 0.6559 0.6345 0.0214 3.3% 0.0023 0.4% 15% False False 3
60 0.6633 0.6345 0.0288 4.5% 0.0017 0.3% 11% 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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6514
2.618 0.6469
1.618 0.6441
1.000 0.6425
0.618 0.6414
HIGH 0.6397
0.618 0.6386
0.500 0.6383
0.382 0.6380
LOW 0.6370
0.618 0.6353
1.000 0.6342
1.618 0.6325
2.618 0.6298
4.250 0.6253
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 0.6383 0.6376
PP 0.6381 0.6375
S1 0.6379 0.6375

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

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