CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 0.6461 0.6471 0.0011 0.2% 0.6416
High 0.6470 0.6550 0.0080 1.2% 0.6550
Low 0.6461 0.6463 0.0003 0.0% 0.6382
Close 0.6470 0.6556 0.0086 1.3% 0.6556
Range 0.0010 0.0087 0.0077 810.5% 0.0168
ATR 0.0037 0.0040 0.0004 9.7% 0.0000
Volume 3 100 97 3,233.3% 103
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6782 0.6755 0.6603
R3 0.6696 0.6669 0.6579
R2 0.6609 0.6609 0.6571
R1 0.6582 0.6582 0.6563 0.6596
PP 0.6523 0.6523 0.6523 0.6529
S1 0.6496 0.6496 0.6548 0.6509
S2 0.6436 0.6436 0.6540
S3 0.6350 0.6409 0.6532
S4 0.6263 0.6323 0.6508
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6998 0.6944 0.6648
R3 0.6831 0.6777 0.6602
R2 0.6663 0.6663 0.6586
R1 0.6609 0.6609 0.6571 0.6636
PP 0.6496 0.6496 0.6496 0.6509
S1 0.6442 0.6442 0.6540 0.6469
S2 0.6328 0.6328 0.6525
S3 0.6161 0.6274 0.6509
S4 0.5993 0.6107 0.6463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6550 0.6382 0.0168 2.6% 0.0019 0.3% 104% True False 20
10 0.6550 0.6353 0.0197 3.0% 0.0015 0.2% 103% True False 10
20 0.6550 0.6345 0.0205 3.1% 0.0023 0.4% 103% True False 7
40 0.6559 0.6345 0.0214 3.3% 0.0022 0.3% 99% False False 6
60 0.6559 0.6345 0.0214 3.3% 0.0018 0.3% 99% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.6917
2.618 0.6776
1.618 0.6689
1.000 0.6636
0.618 0.6603
HIGH 0.6550
0.618 0.6516
0.500 0.6506
0.382 0.6496
LOW 0.6463
0.618 0.6410
1.000 0.6377
1.618 0.6323
2.618 0.6237
4.250 0.6095
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 0.6539 0.6532
PP 0.6523 0.6508
S1 0.6506 0.6484

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

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