CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.6783 0.6796 0.0013 0.2% 0.6673
High 0.6791 0.6796 0.0005 0.1% 0.6791
Low 0.6737 0.6796 0.0059 0.9% 0.6673
Close 0.6783 0.6796 0.0013 0.2% 0.6783
Range 0.0054 0.0000 -0.0054 -100.0% 0.0118
ATR 0.0040 0.0038 -0.0002 -4.9% 0.0000
Volume
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6796 0.6796 0.6796
R3 0.6796 0.6796 0.6796
R2 0.6796 0.6796 0.6796
R1 0.6796 0.6796 0.6796 0.6796
PP 0.6796 0.6796 0.6796 0.6796
S1 0.6796 0.6796 0.6796 0.6796
S2 0.6796 0.6796 0.6796
S3 0.6796 0.6796 0.6796
S4 0.6796 0.6796 0.6796
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7103 0.7061 0.6848
R3 0.6985 0.6943 0.6815
R2 0.6867 0.6867 0.6805
R1 0.6825 0.6825 0.6794 0.6846
PP 0.6749 0.6749 0.6749 0.6759
S1 0.6707 0.6707 0.6772 0.6728
S2 0.6631 0.6631 0.6761
S3 0.6513 0.6589 0.6751
S4 0.6395 0.6471 0.6718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6796 0.6700 0.0096 1.4% 0.0011 0.2% 100% True False
10 0.6796 0.6551 0.0245 3.6% 0.0012 0.2% 100% True False 1
20 0.6796 0.6551 0.0245 3.6% 0.0011 0.2% 100% True False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6796
2.618 0.6796
1.618 0.6796
1.000 0.6796
0.618 0.6796
HIGH 0.6796
0.618 0.6796
0.500 0.6796
0.382 0.6796
LOW 0.6796
0.618 0.6796
1.000 0.6796
1.618 0.6796
2.618 0.6796
4.250 0.6796
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.6796 0.6786
PP 0.6796 0.6776
S1 0.6796 0.6766

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

View Archives - Comment on this page... - Back to Index of Symbols