CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 0.6377 0.6416 0.0040 0.6% 0.6362
High 0.6397 0.6416 0.0019 0.3% 0.6404
Low 0.6370 0.6416 0.0047 0.7% 0.6353
Close 0.6377 0.6416 0.0040 0.6% 0.6377
Range 0.0028 0.0000 -0.0028 -100.0% 0.0052
ATR 0.0035 0.0036 0.0000 0.8% 0.0000
Volume
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6416 0.6416 0.6416
R3 0.6416 0.6416 0.6416
R2 0.6416 0.6416 0.6416
R1 0.6416 0.6416 0.6416 0.6416
PP 0.6416 0.6416 0.6416 0.6416
S1 0.6416 0.6416 0.6416 0.6416
S2 0.6416 0.6416 0.6416
S3 0.6416 0.6416 0.6416
S4 0.6416 0.6416 0.6416
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 0.6416 0.6353 0.0064 1.0% 0.0006 0.1% 100% True False
10 0.6423 0.6345 0.0078 1.2% 0.0017 0.3% 91% False False 3
20 0.6478 0.6345 0.0133 2.1% 0.0021 0.3% 54% False False 3
40 0.6559 0.6345 0.0214 3.3% 0.0022 0.3% 33% False False 3
60 0.6633 0.6345 0.0288 4.5% 0.0017 0.3% 25% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6416
2.618 0.6416
1.618 0.6416
1.000 0.6416
0.618 0.6416
HIGH 0.6416
0.618 0.6416
0.500 0.6416
0.382 0.6416
LOW 0.6416
0.618 0.6416
1.000 0.6416
1.618 0.6416
2.618 0.6416
4.250 0.6416
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 0.6416 0.6408
PP 0.6416 0.6401
S1 0.6416 0.6393

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

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