CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 0.6471 0.6529 0.0058 0.9% 0.6416
High 0.6550 0.6529 -0.0021 -0.3% 0.6550
Low 0.6463 0.6529 0.0066 1.0% 0.6382
Close 0.6556 0.6529 -0.0027 -0.4% 0.6556
Range 0.0087 0.0000 -0.0087 -100.0% 0.0168
ATR 0.0040 0.0039 -0.0001 -2.4% 0.0000
Volume 100 0 -100 -100.0% 103
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6529 0.6529 0.6529
R3 0.6529 0.6529 0.6529
R2 0.6529 0.6529 0.6529
R1 0.6529 0.6529 0.6529 0.6529
PP 0.6529 0.6529 0.6529 0.6529
S1 0.6529 0.6529 0.6529 0.6529
S2 0.6529 0.6529 0.6529
S3 0.6529 0.6529 0.6529
S4 0.6529 0.6529 0.6529
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% 88% False False 20
10 0.6550 0.6353 0.0197 3.0% 0.0012 0.2% 90% False False 10
20 0.6550 0.6345 0.0205 3.1% 0.0020 0.3% 90% False False 7
40 0.6559 0.6345 0.0214 3.3% 0.0022 0.3% 86% False False 6
60 0.6559 0.6345 0.0214 3.3% 0.0018 0.3% 86% False False 4
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6529
2.618 0.6529
1.618 0.6529
1.000 0.6529
0.618 0.6529
HIGH 0.6529
0.618 0.6529
0.500 0.6529
0.382 0.6529
LOW 0.6529
0.618 0.6529
1.000 0.6529
1.618 0.6529
2.618 0.6529
4.250 0.6529
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 0.6529 0.6521
PP 0.6529 0.6513
S1 0.6529 0.6505

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

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