CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 0.6686 0.6675 -0.0011 -0.2% 0.6564
High 0.6686 0.6675 -0.0011 -0.2% 0.6624
Low 0.6686 0.6646 -0.0040 -0.6% 0.6561
Close 0.6686 0.6657 -0.0030 -0.4% 0.6624
Range 0.0000 0.0029 0.0029 0.0063
ATR 0.0041 0.0041 0.0000 -0.2% 0.0000
Volume 0 56 56 179
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6746 0.6730 0.6672
R3 0.6717 0.6701 0.6664
R2 0.6688 0.6688 0.6662
R1 0.6672 0.6672 0.6659 0.6666
PP 0.6659 0.6659 0.6659 0.6656
S1 0.6643 0.6643 0.6654 0.6637
S2 0.6630 0.6630 0.6651
S3 0.6601 0.6614 0.6649
S4 0.6572 0.6585 0.6641
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 0.6686 0.6561 0.0125 1.9% 0.0027 0.4% 76% False False 28
10 0.6686 0.6491 0.0196 2.9% 0.0027 0.4% 85% False False 27
20 0.6686 0.6388 0.0299 4.5% 0.0023 0.3% 90% False False 20
40 0.6686 0.6345 0.0341 5.1% 0.0022 0.3% 91% False False 12
60 0.6686 0.6345 0.0341 5.1% 0.0021 0.3% 91% False False 9
80 0.6686 0.6345 0.0341 5.1% 0.0018 0.3% 91% False False 7
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 0.6798
2.618 0.6751
1.618 0.6722
1.000 0.6704
0.618 0.6693
HIGH 0.6675
0.618 0.6664
0.500 0.6661
0.382 0.6657
LOW 0.6646
0.618 0.6628
1.000 0.6617
1.618 0.6599
2.618 0.6570
4.250 0.6523
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 0.6661 0.6654
PP 0.6659 0.6651
S1 0.6658 0.6648

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

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