CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 0.6590 0.6579 -0.0011 -0.2% 0.6564
High 0.6590 0.6624 0.0034 0.5% 0.6624
Low 0.6561 0.6579 0.0018 0.3% 0.6561
Close 0.6576 0.6624 0.0048 0.7% 0.6624
Range 0.0029 0.0045 0.0016 53.4% 0.0063
ATR 0.0041 0.0041 0.0001 1.3% 0.0000
Volume 13 53 40 307.7% 179
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6742 0.6727 0.6648
R3 0.6698 0.6683 0.6636
R2 0.6653 0.6653 0.6632
R1 0.6638 0.6638 0.6628 0.6646
PP 0.6609 0.6609 0.6609 0.6612
S1 0.6594 0.6594 0.6619 0.6601
S2 0.6564 0.6564 0.6615
S3 0.6520 0.6549 0.6611
S4 0.6475 0.6505 0.6599
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6790 0.6769 0.6658
R3 0.6728 0.6707 0.6641
R2 0.6665 0.6665 0.6635
R1 0.6644 0.6644 0.6629 0.6655
PP 0.6603 0.6603 0.6603 0.6608
S1 0.6582 0.6582 0.6618 0.6592
S2 0.6540 0.6540 0.6612
S3 0.6478 0.6519 0.6606
S4 0.6415 0.6457 0.6589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6624 0.6491 0.0133 2.0% 0.0038 0.6% 100% True False 37
10 0.6624 0.6388 0.0236 3.6% 0.0027 0.4% 100% True False 20
20 0.6624 0.6370 0.0254 3.8% 0.0021 0.3% 100% True False 16
40 0.6624 0.6345 0.0279 4.2% 0.0024 0.4% 100% True False 10
60 0.6624 0.6345 0.0279 4.2% 0.0022 0.3% 100% True False 8
80 0.6633 0.6345 0.0288 4.3% 0.0018 0.3% 97% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6813
2.618 0.6740
1.618 0.6696
1.000 0.6668
0.618 0.6651
HIGH 0.6624
0.618 0.6607
0.500 0.6601
0.382 0.6596
LOW 0.6579
0.618 0.6551
1.000 0.6535
1.618 0.6507
2.618 0.6462
4.250 0.6390
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 0.6616 0.6613
PP 0.6609 0.6603
S1 0.6601 0.6592

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

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