CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 0.6605 0.6607 0.0002 0.0% 0.6698
High 0.6605 0.6628 0.0023 0.3% 0.6698
Low 0.6590 0.6578 -0.0012 -0.2% 0.6565
Close 0.6601 0.6590 -0.0011 -0.2% 0.6614
Range 0.0016 0.0050 0.0035 222.6% 0.0133
ATR 0.0045 0.0045 0.0000 0.8% 0.0000
Volume 64 123 59 92.2% 303
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6749 0.6719 0.6617
R3 0.6699 0.6669 0.6603
R2 0.6649 0.6649 0.6599
R1 0.6619 0.6619 0.6594 0.6609
PP 0.6599 0.6599 0.6599 0.6593
S1 0.6569 0.6569 0.6585 0.6559
S2 0.6549 0.6549 0.6580
S3 0.6499 0.6519 0.6576
S4 0.6449 0.6469 0.6562
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7023 0.6951 0.6687
R3 0.6891 0.6819 0.6650
R2 0.6758 0.6758 0.6638
R1 0.6686 0.6686 0.6626 0.6656
PP 0.6626 0.6626 0.6626 0.6610
S1 0.6554 0.6554 0.6602 0.6523
S2 0.6493 0.6493 0.6590
S3 0.6361 0.6421 0.6578
S4 0.6228 0.6289 0.6541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6651 0.6565 0.0086 1.3% 0.0045 0.7% 28% False False 69
10 0.6703 0.6565 0.0138 2.1% 0.0046 0.7% 18% False False 81
20 0.6703 0.6491 0.0213 3.2% 0.0037 0.6% 47% False False 51
40 0.6703 0.6345 0.0358 5.4% 0.0027 0.4% 68% False False 30
60 0.6703 0.6345 0.0358 5.4% 0.0027 0.4% 68% False False 21
80 0.6703 0.6345 0.0358 5.4% 0.0023 0.3% 68% False False 16
100 0.6840 0.6345 0.0495 7.5% 0.0020 0.3% 49% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6841
2.618 0.6759
1.618 0.6709
1.000 0.6678
0.618 0.6659
HIGH 0.6628
0.618 0.6609
0.500 0.6603
0.382 0.6597
LOW 0.6578
0.618 0.6547
1.000 0.6528
1.618 0.6497
2.618 0.6447
4.250 0.6366
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 0.6603 0.6615
PP 0.6599 0.6606
S1 0.6594 0.6598

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

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