CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 0.6410 0.6478 0.0068 1.1% 0.6481
High 0.6465 0.6478 0.0013 0.2% 0.6481
Low 0.6410 0.6478 0.0068 1.1% 0.6354
Close 0.6465 0.6478 0.0013 0.2% 0.6450
Range 0.0055 0.0000 -0.0055 -100.0% 0.0127
ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000
Volume 1 0 -1 -100.0% 42
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6478 0.6478 0.6478
R3 0.6478 0.6478 0.6478
R2 0.6478 0.6478 0.6478
R1 0.6478 0.6478 0.6478 0.6478
PP 0.6478 0.6478 0.6478 0.6478
S1 0.6478 0.6478 0.6478 0.6478
S2 0.6478 0.6478 0.6478
S3 0.6478 0.6478 0.6478
S4 0.6478 0.6478 0.6478
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6808 0.6755 0.6519
R3 0.6681 0.6629 0.6484
R2 0.6555 0.6555 0.6473
R1 0.6502 0.6502 0.6461 0.6465
PP 0.6428 0.6428 0.6428 0.6410
S1 0.6376 0.6376 0.6438 0.6339
S2 0.6302 0.6302 0.6426
S3 0.6175 0.6249 0.6415
S4 0.6049 0.6123 0.6380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6478 0.6360 0.0118 1.8% 0.0022 0.3% 100% True False 4
10 0.6552 0.6354 0.0198 3.0% 0.0030 0.5% 63% False False 4
20 0.6559 0.6354 0.0205 3.2% 0.0023 0.4% 60% False False 4
40 0.6559 0.6354 0.0205 3.2% 0.0017 0.3% 60% False False 2
60 0.6869 0.6354 0.0515 8.0% 0.0012 0.2% 24% 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 -0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6478
2.618 0.6478
1.618 0.6478
1.000 0.6478
0.618 0.6478
HIGH 0.6478
0.618 0.6478
0.500 0.6478
0.382 0.6478
LOW 0.6478
0.618 0.6478
1.000 0.6478
1.618 0.6478
2.618 0.6478
4.250 0.6478
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 0.6478 0.6466
PP 0.6478 0.6455
S1 0.6478 0.6444

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

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