CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 0.6596 0.6590 -0.0006 -0.1% 0.6410
High 0.6612 0.6590 -0.0022 -0.3% 0.6548
Low 0.6587 0.6561 -0.0026 -0.4% 0.6410
Close 0.6593 0.6576 -0.0018 -0.3% 0.6546
Range 0.0025 0.0029 0.0005 18.4% 0.0138
ATR 0.0042 0.0041 -0.0001 -1.6% 0.0000
Volume 21 13 -8 -38.1% 18
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6663 0.6648 0.6591
R3 0.6634 0.6619 0.6583
R2 0.6605 0.6605 0.6581
R1 0.6590 0.6590 0.6578 0.6583
PP 0.6576 0.6576 0.6576 0.6572
S1 0.6561 0.6561 0.6573 0.6554
S2 0.6547 0.6547 0.6570
S3 0.6518 0.6532 0.6568
S4 0.6489 0.6503 0.6560
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6915 0.6869 0.6622
R3 0.6777 0.6731 0.6584
R2 0.6639 0.6639 0.6571
R1 0.6593 0.6593 0.6559 0.6616
PP 0.6501 0.6501 0.6501 0.6513
S1 0.6455 0.6455 0.6533 0.6478
S2 0.6363 0.6363 0.6521
S3 0.6225 0.6317 0.6508
S4 0.6087 0.6179 0.6470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6612 0.6491 0.0121 1.8% 0.0032 0.5% 70% False False 27
10 0.6612 0.6388 0.0224 3.4% 0.0022 0.3% 84% False False 15
20 0.6612 0.6370 0.0242 3.7% 0.0019 0.3% 85% False False 14
40 0.6612 0.6345 0.0267 4.1% 0.0023 0.4% 86% False False 9
60 0.6612 0.6345 0.0267 4.1% 0.0021 0.3% 86% False False 7
80 0.6633 0.6345 0.0288 4.4% 0.0017 0.3% 80% False False 5
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6713
2.618 0.6666
1.618 0.6637
1.000 0.6619
0.618 0.6608
HIGH 0.6590
0.618 0.6579
0.500 0.6576
0.382 0.6572
LOW 0.6561
0.618 0.6543
1.000 0.6532
1.618 0.6514
2.618 0.6485
4.250 0.6438
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 0.6576 0.6586
PP 0.6576 0.6583
S1 0.6576 0.6579

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

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