CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 0.6433 0.6494 0.0062 1.0% 0.6535
High 0.6440 0.6494 0.0054 0.8% 0.6535
Low 0.6433 0.6488 0.0055 0.9% 0.6433
Close 0.6433 0.6488 0.0055 0.9% 0.6433
Range 0.0008 0.0007 -0.0001 -13.3% 0.0103
ATR 0.0026 0.0029 0.0003 9.7% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6509 0.6505 0.6491
R3 0.6503 0.6498 0.6489
R2 0.6496 0.6496 0.6489
R1 0.6492 0.6492 0.6488 0.6491
PP 0.6490 0.6490 0.6490 0.6489
S1 0.6485 0.6485 0.6487 0.6484
S2 0.6483 0.6483 0.6486
S3 0.6477 0.6479 0.6486
S4 0.6470 0.6472 0.6484
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6774 0.6706 0.6489
R3 0.6672 0.6603 0.6461
R2 0.6569 0.6569 0.6451
R1 0.6501 0.6501 0.6442 0.6484
PP 0.6467 0.6467 0.6467 0.6458
S1 0.6398 0.6398 0.6423 0.6381
S2 0.6364 0.6364 0.6414
S3 0.6262 0.6296 0.6404
S4 0.6159 0.6193 0.6376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6535 0.6433 0.0103 1.6% 0.0021 0.3% 54% False False
10 0.6546 0.6433 0.0114 1.7% 0.0014 0.2% 48% False False
20 0.6546 0.6433 0.0114 1.7% 0.0012 0.2% 48% False 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6522
2.618 0.6511
1.618 0.6505
1.000 0.6501
0.618 0.6498
HIGH 0.6494
0.618 0.6492
0.500 0.6491
0.382 0.6490
LOW 0.6488
0.618 0.6483
1.000 0.6481
1.618 0.6477
2.618 0.6470
4.250 0.6460
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 0.6491 0.6479
PP 0.6490 0.6471
S1 0.6489 0.6463

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

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