CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 0.6882 0.6868 -0.0014 -0.2% 0.6834
High 0.6900 0.6875 -0.0026 -0.4% 0.6900
Low 0.6856 0.6812 -0.0044 -0.6% 0.6812
Close 0.6864 0.6844 -0.0020 -0.3% 0.6844
Range 0.0045 0.0063 0.0019 41.6% 0.0089
ATR 0.0048 0.0049 0.0001 2.2% 0.0000
Volume 193 131 -62 -32.1% 358
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7032 0.7001 0.6879
R3 0.6969 0.6938 0.6861
R2 0.6906 0.6906 0.6856
R1 0.6875 0.6875 0.6850 0.6859
PP 0.6843 0.6843 0.6843 0.6835
S1 0.6812 0.6812 0.6838 0.6796
S2 0.6780 0.6780 0.6832
S3 0.6717 0.6749 0.6827
S4 0.6654 0.6686 0.6809
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7117 0.7069 0.6893
R3 0.7029 0.6981 0.6868
R2 0.6940 0.6940 0.6860
R1 0.6892 0.6892 0.6852 0.6916
PP 0.6852 0.6852 0.6852 0.6864
S1 0.6804 0.6804 0.6836 0.6828
S2 0.6763 0.6763 0.6828
S3 0.6675 0.6715 0.6820
S4 0.6586 0.6627 0.6795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6900 0.6806 0.0095 1.4% 0.0041 0.6% 41% False False 95
10 0.6900 0.6700 0.0201 2.9% 0.0048 0.7% 72% False False 102
20 0.6900 0.6565 0.0335 4.9% 0.0053 0.8% 83% False False 96
40 0.6900 0.6388 0.0513 7.5% 0.0039 0.6% 89% False False 62
60 0.6900 0.6345 0.0555 8.1% 0.0033 0.5% 90% False False 42
80 0.6900 0.6345 0.0555 8.1% 0.0029 0.4% 90% False False 32
100 0.6900 0.6345 0.0555 8.1% 0.0026 0.4% 90% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7142
2.618 0.7039
1.618 0.6976
1.000 0.6938
0.618 0.6913
HIGH 0.6875
0.618 0.6850
0.500 0.6843
0.382 0.6836
LOW 0.6812
0.618 0.6773
1.000 0.6749
1.618 0.6710
2.618 0.6647
4.250 0.6544
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 0.6844 0.6856
PP 0.6843 0.6852
S1 0.6843 0.6848

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

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