CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 0.6834 0.6859 0.0025 0.4% 0.6731
High 0.6854 0.6882 0.0028 0.4% 0.6856
Low 0.6834 0.6852 0.0018 0.3% 0.6725
Close 0.6854 0.6872 0.0018 0.3% 0.6833
Range 0.0020 0.0030 0.0010 51.3% 0.0131
ATR 0.0050 0.0048 -0.0001 -2.9% 0.0000
Volume 20 14 -6 -30.0% 630
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6957 0.6944 0.6888
R3 0.6927 0.6914 0.6880
R2 0.6898 0.6898 0.6877
R1 0.6885 0.6885 0.6874 0.6891
PP 0.6868 0.6868 0.6868 0.6872
S1 0.6855 0.6855 0.6869 0.6862
S2 0.6839 0.6839 0.6866
S3 0.6809 0.6826 0.6863
S4 0.6780 0.6796 0.6855
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 0.6882 0.6763 0.0119 1.7% 0.0039 0.6% 92% True False 76
10 0.6882 0.6582 0.0300 4.4% 0.0055 0.8% 97% True False 98
20 0.6882 0.6565 0.0317 4.6% 0.0051 0.7% 97% True False 90
40 0.6882 0.6382 0.0500 7.3% 0.0036 0.5% 98% True False 53
60 0.6882 0.6345 0.0537 7.8% 0.0031 0.5% 98% True False 37
80 0.6882 0.6345 0.0537 7.8% 0.0029 0.4% 98% True False 28
100 0.6882 0.6345 0.0537 7.8% 0.0025 0.4% 98% True False 23
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7007
2.618 0.6959
1.618 0.6929
1.000 0.6911
0.618 0.6900
HIGH 0.6882
0.618 0.6870
0.500 0.6867
0.382 0.6863
LOW 0.6852
0.618 0.6834
1.000 0.6823
1.618 0.6804
2.618 0.6775
4.250 0.6727
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 0.6870 0.6862
PP 0.6868 0.6853
S1 0.6867 0.6844

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

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