CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 0.6691 0.6734 0.0043 0.6% 0.6605
High 0.6753 0.6761 0.0008 0.1% 0.6761
Low 0.6691 0.6700 0.0009 0.1% 0.6578
Close 0.6730 0.6740 0.0010 0.1% 0.6740
Range 0.0063 0.0061 -0.0002 -2.4% 0.0183
ATR 0.0052 0.0052 0.0001 1.3% 0.0000
Volume 262 38 -224 -85.5% 510
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6916 0.6889 0.6773
R3 0.6855 0.6828 0.6756
R2 0.6794 0.6794 0.6751
R1 0.6767 0.6767 0.6745 0.6781
PP 0.6733 0.6733 0.6733 0.6740
S1 0.6706 0.6706 0.6734 0.6720
S2 0.6672 0.6672 0.6728
S3 0.6611 0.6645 0.6723
S4 0.6550 0.6584 0.6706
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7240 0.7172 0.6840
R3 0.7058 0.6990 0.6790
R2 0.6875 0.6875 0.6773
R1 0.6807 0.6807 0.6756 0.6841
PP 0.6693 0.6693 0.6693 0.6710
S1 0.6625 0.6625 0.6723 0.6659
S2 0.6510 0.6510 0.6706
S3 0.6328 0.6442 0.6689
S4 0.6145 0.6260 0.6639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6761 0.6578 0.0183 2.7% 0.0062 0.9% 88% True False 102
10 0.6761 0.6565 0.0196 2.9% 0.0058 0.9% 89% True False 81
20 0.6761 0.6491 0.0270 4.0% 0.0047 0.7% 92% True False 67
40 0.6761 0.6349 0.0412 6.1% 0.0030 0.4% 95% True False 37
60 0.6761 0.6345 0.0416 6.2% 0.0029 0.4% 95% True False 26
80 0.6761 0.6345 0.0416 6.2% 0.0026 0.4% 95% True False 20
100 0.6778 0.6345 0.0433 6.4% 0.0022 0.3% 91% False False 16
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7020
2.618 0.6920
1.618 0.6859
1.000 0.6822
0.618 0.6798
HIGH 0.6761
0.618 0.6737
0.500 0.6730
0.382 0.6723
LOW 0.6700
0.618 0.6662
1.000 0.6639
1.618 0.6601
2.618 0.6540
4.250 0.6440
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 0.6736 0.6717
PP 0.6733 0.6694
S1 0.6730 0.6671

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

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