CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 0.6535 0.6441 -0.0095 -1.4% 0.6489
High 0.6535 0.6441 -0.0095 -1.4% 0.6546
Low 0.6444 0.6441 -0.0003 0.0% 0.6489
Close 0.6444 0.6441 -0.0003 0.0% 0.6511
Range 0.0092 0.0000 -0.0092 -100.0% 0.0058
ATR 0.0032 0.0030 -0.0002 -6.5% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6441 0.6441 0.6441
R3 0.6441 0.6441 0.6441
R2 0.6441 0.6441 0.6441
R1 0.6441 0.6441 0.6441 0.6441
PP 0.6441 0.6441 0.6441 0.6441
S1 0.6441 0.6441 0.6441 0.6441
S2 0.6441 0.6441 0.6441
S3 0.6441 0.6441 0.6441
S4 0.6441 0.6441 0.6441
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6688 0.6657 0.6542
R3 0.6630 0.6599 0.6526
R2 0.6573 0.6573 0.6521
R1 0.6542 0.6542 0.6516 0.6557
PP 0.6515 0.6515 0.6515 0.6523
S1 0.6484 0.6484 0.6505 0.6500
S2 0.6458 0.6458 0.6500
S3 0.6400 0.6427 0.6495
S4 0.6343 0.6369 0.6479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6546 0.6441 0.0106 1.6% 0.0025 0.4% 0% False True
10 0.6546 0.6441 0.0106 1.6% 0.0013 0.2% 0% False True
20 0.6598 0.6441 0.0157 2.4% 0.0011 0.2% 0% False True
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6441
2.618 0.6441
1.618 0.6441
1.000 0.6441
0.618 0.6441
HIGH 0.6441
0.618 0.6441
0.500 0.6441
0.382 0.6441
LOW 0.6441
0.618 0.6441
1.000 0.6441
1.618 0.6441
2.618 0.6441
4.250 0.6441
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 0.6441 0.6493
PP 0.6441 0.6476
S1 0.6441 0.6458

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

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