CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 0.6494 0.6498 0.0004 0.1% 0.6501
High 0.6494 0.6498 0.0004 0.1% 0.6559
Low 0.6460 0.6498 0.0038 0.6% 0.6460
Close 0.6473 0.6498 0.0025 0.4% 0.6498
Range 0.0035 0.0000 -0.0035 -100.0% 0.0099
ATR 0.0030 0.0029 0.0000 -1.2% 0.0000
Volume 13 0 -13 -100.0% 43
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6498 0.6498 0.6498
R3 0.6498 0.6498 0.6498
R2 0.6498 0.6498 0.6498
R1 0.6498 0.6498 0.6498 0.6498
PP 0.6498 0.6498 0.6498 0.6498
S1 0.6498 0.6498 0.6498 0.6498
S2 0.6498 0.6498 0.6498
S3 0.6498 0.6498 0.6498
S4 0.6498 0.6498 0.6498
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6802 0.6749 0.6552
R3 0.6703 0.6650 0.6525
R2 0.6604 0.6604 0.6516
R1 0.6551 0.6551 0.6507 0.6528
PP 0.6505 0.6505 0.6505 0.6494
S1 0.6452 0.6452 0.6488 0.6429
S2 0.6406 0.6406 0.6479
S3 0.6307 0.6353 0.6470
S4 0.6208 0.6254 0.6443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6559 0.6460 0.0099 1.5% 0.0020 0.3% 38% False False 8
10 0.6559 0.6460 0.0099 1.5% 0.0016 0.3% 38% False False 5
20 0.6559 0.6433 0.0126 1.9% 0.0015 0.2% 52% False False 2
40 0.6778 0.6433 0.0345 5.3% 0.0011 0.2% 19% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6498
2.618 0.6498
1.618 0.6498
1.000 0.6498
0.618 0.6498
HIGH 0.6498
0.618 0.6498
0.500 0.6498
0.382 0.6498
LOW 0.6498
0.618 0.6498
1.000 0.6498
1.618 0.6498
2.618 0.6498
4.250 0.6498
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 0.6498 0.6509
PP 0.6498 0.6505
S1 0.6498 0.6501

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

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