CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 0.6775 0.6827 0.0053 0.8% 0.6731
High 0.6830 0.6856 0.0026 0.4% 0.6856
Low 0.6773 0.6806 0.0033 0.5% 0.6725
Close 0.6830 0.6833 0.0003 0.0% 0.6833
Range 0.0057 0.0050 -0.0007 -11.5% 0.0131
ATR 0.0052 0.0052 0.0000 -0.3% 0.0000
Volume 155 120 -35 -22.6% 630
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6981 0.6957 0.6860
R3 0.6931 0.6907 0.6846
R2 0.6881 0.6881 0.6842
R1 0.6857 0.6857 0.6837 0.6869
PP 0.6831 0.6831 0.6831 0.6837
S1 0.6807 0.6807 0.6828 0.6819
S2 0.6781 0.6781 0.6823
S3 0.6731 0.6757 0.6819
S4 0.6681 0.6707 0.6805
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7196 0.7145 0.6904
R3 0.7065 0.7014 0.6868
R2 0.6935 0.6935 0.6856
R1 0.6884 0.6884 0.6844 0.6909
PP 0.6804 0.6804 0.6804 0.6817
S1 0.6753 0.6753 0.6821 0.6779
S2 0.6674 0.6674 0.6809
S3 0.6543 0.6623 0.6797
S4 0.6413 0.6492 0.6761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6856 0.6725 0.0131 1.9% 0.0052 0.8% 82% True False 126
10 0.6856 0.6578 0.0278 4.1% 0.0057 0.8% 92% True False 114
20 0.6856 0.6565 0.0291 4.3% 0.0050 0.7% 92% True False 89
40 0.6856 0.6370 0.0486 7.1% 0.0036 0.5% 95% True False 53
60 0.6856 0.6345 0.0511 7.5% 0.0033 0.5% 95% True False 36
80 0.6856 0.6345 0.0511 7.5% 0.0029 0.4% 95% True False 28
100 0.6856 0.6345 0.0511 7.5% 0.0024 0.4% 95% True False 22
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7068
2.618 0.6986
1.618 0.6936
1.000 0.6906
0.618 0.6886
HIGH 0.6856
0.618 0.6836
0.500 0.6831
0.382 0.6825
LOW 0.6806
0.618 0.6775
1.000 0.6756
1.618 0.6725
2.618 0.6675
4.250 0.6593
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 0.6832 0.6825
PP 0.6831 0.6817
S1 0.6831 0.6809

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

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