CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 0.6481 0.6363 -0.0118 -1.8% 0.6476
High 0.6481 0.6363 -0.0118 -1.8% 0.6552
Low 0.6418 0.6354 -0.0064 -1.0% 0.6408
Close 0.6418 0.6358 -0.0060 -0.9% 0.6491
Range 0.0063 0.0009 -0.0055 -86.5% 0.0144
ATR 0.0038 0.0040 0.0002 4.8% 0.0000
Volume 19 2 -17 -89.5% 3
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6384 0.6379 0.6362
R3 0.6375 0.6371 0.6360
R2 0.6367 0.6367 0.6359
R1 0.6362 0.6362 0.6358 0.6360
PP 0.6358 0.6358 0.6358 0.6357
S1 0.6354 0.6354 0.6357 0.6352
S2 0.6350 0.6350 0.6356
S3 0.6341 0.6345 0.6355
S4 0.6333 0.6337 0.6353
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6914 0.6846 0.6569
R3 0.6770 0.6702 0.6530
R2 0.6627 0.6627 0.6517
R1 0.6559 0.6559 0.6504 0.6593
PP 0.6483 0.6483 0.6483 0.6500
S1 0.6415 0.6415 0.6477 0.6449
S2 0.6340 0.6340 0.6464
S3 0.6196 0.6272 0.6451
S4 0.6053 0.6128 0.6412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6552 0.6354 0.0198 3.1% 0.0038 0.6% 2% False True 4
10 0.6559 0.6354 0.0205 3.2% 0.0027 0.4% 2% False True 6
20 0.6559 0.6354 0.0205 3.2% 0.0018 0.3% 2% False True 3
40 0.6598 0.6354 0.0244 3.8% 0.0015 0.2% 1% False True 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6399
2.618 0.6385
1.618 0.6376
1.000 0.6371
0.618 0.6368
HIGH 0.6363
0.618 0.6359
0.500 0.6358
0.382 0.6357
LOW 0.6354
0.618 0.6349
1.000 0.6346
1.618 0.6340
2.618 0.6332
4.250 0.6318
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 0.6358 0.6453
PP 0.6358 0.6421
S1 0.6358 0.6389

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

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