CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 0.6859 0.6882 0.0023 0.3% 0.6731
High 0.6882 0.6900 0.0019 0.3% 0.6856
Low 0.6852 0.6856 0.0004 0.1% 0.6725
Close 0.6872 0.6864 -0.0008 -0.1% 0.6833
Range 0.0030 0.0045 0.0015 50.8% 0.0131
ATR 0.0048 0.0048 0.0000 -0.6% 0.0000
Volume 14 193 179 1,278.6% 630
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7007 0.6980 0.6888
R3 0.6962 0.6935 0.6876
R2 0.6918 0.6918 0.6872
R1 0.6891 0.6891 0.6868 0.6882
PP 0.6873 0.6873 0.6873 0.6869
S1 0.6846 0.6846 0.6859 0.6837
S2 0.6829 0.6829 0.6855
S3 0.6784 0.6802 0.6851
S4 0.6740 0.6757 0.6839
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 0.6900 0.6773 0.0127 1.9% 0.0040 0.6% 71% True False 100
10 0.6900 0.6691 0.0210 3.1% 0.0048 0.7% 83% True False 115
20 0.6900 0.6565 0.0335 4.9% 0.0052 0.8% 89% True False 97
40 0.6900 0.6388 0.0513 7.5% 0.0037 0.5% 93% True False 58
60 0.6900 0.6345 0.0555 8.1% 0.0032 0.5% 93% True False 40
80 0.6900 0.6345 0.0555 8.1% 0.0028 0.4% 93% True False 31
100 0.6900 0.6345 0.0555 8.1% 0.0025 0.4% 93% True False 25
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7089
2.618 0.7017
1.618 0.6972
1.000 0.6945
0.618 0.6928
HIGH 0.6900
0.618 0.6883
0.500 0.6878
0.382 0.6872
LOW 0.6856
0.618 0.6828
1.000 0.6811
1.618 0.6783
2.618 0.6739
4.250 0.6666
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 0.6878 0.6867
PP 0.6873 0.6866
S1 0.6868 0.6865

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

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