CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 0.6579 0.6610 0.0031 0.5% 0.6564
High 0.6624 0.6643 0.0019 0.3% 0.6624
Low 0.6579 0.6610 0.0031 0.5% 0.6561
Close 0.6624 0.6643 0.0019 0.3% 0.6624
Range 0.0045 0.0033 -0.0012 -27.0% 0.0063
ATR 0.0041 0.0041 -0.0001 -1.5% 0.0000
Volume 53 20 -33 -62.3% 179
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6729 0.6718 0.6660
R3 0.6697 0.6686 0.6651
R2 0.6664 0.6664 0.6648
R1 0.6653 0.6653 0.6645 0.6659
PP 0.6632 0.6632 0.6632 0.6634
S1 0.6621 0.6621 0.6640 0.6626
S2 0.6599 0.6599 0.6637
S3 0.6567 0.6588 0.6634
S4 0.6534 0.6556 0.6625
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 0.6643 0.6561 0.0082 1.2% 0.0033 0.5% 100% True False 39
10 0.6643 0.6410 0.0233 3.5% 0.0029 0.4% 100% True False 21
20 0.6643 0.6382 0.0261 3.9% 0.0022 0.3% 100% True False 17
40 0.6643 0.6345 0.0298 4.5% 0.0023 0.3% 100% True False 11
60 0.6643 0.6345 0.0298 4.5% 0.0022 0.3% 100% True False 8
80 0.6643 0.6345 0.0298 4.5% 0.0018 0.3% 100% True False 6
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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6781
2.618 0.6728
1.618 0.6695
1.000 0.6675
0.618 0.6663
HIGH 0.6643
0.618 0.6630
0.500 0.6626
0.382 0.6622
LOW 0.6610
0.618 0.6590
1.000 0.6578
1.618 0.6557
2.618 0.6525
4.250 0.6472
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 0.6637 0.6629
PP 0.6632 0.6615
S1 0.6626 0.6602

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

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