CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 0.6423 0.6390 -0.0034 -0.5% 0.6410
High 0.6423 0.6400 -0.0024 -0.4% 0.6478
Low 0.6387 0.6345 -0.0042 -0.7% 0.6362
Close 0.6387 0.6376 -0.0012 -0.2% 0.6351
Range 0.0036 0.0055 0.0019 51.4% 0.0116
ATR 0.0038 0.0040 0.0001 3.0% 0.0000
Volume 11 12 1 9.1% 21
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6537 0.6511 0.6405
R3 0.6482 0.6456 0.6390
R2 0.6428 0.6428 0.6385
R1 0.6402 0.6402 0.6380 0.6388
PP 0.6373 0.6373 0.6373 0.6366
S1 0.6347 0.6347 0.6371 0.6333
S2 0.6319 0.6319 0.6366
S3 0.6264 0.6293 0.6361
S4 0.6210 0.6238 0.6346
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6745 0.6664 0.6415
R3 0.6629 0.6548 0.6383
R2 0.6513 0.6513 0.6372
R1 0.6432 0.6432 0.6362 0.6414
PP 0.6397 0.6397 0.6397 0.6388
S1 0.6316 0.6316 0.6340 0.6298
S2 0.6281 0.6281 0.6330
S3 0.6165 0.6200 0.6319
S4 0.6049 0.6084 0.6287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6423 0.6345 0.0078 1.2% 0.0027 0.4% 39% False True 5
10 0.6478 0.6345 0.0133 2.1% 0.0032 0.5% 23% False True 4
20 0.6552 0.6345 0.0207 3.2% 0.0027 0.4% 15% False True 4
40 0.6559 0.6345 0.0214 3.3% 0.0021 0.3% 14% False True 3
60 0.6778 0.6345 0.0433 6.8% 0.0016 0.3% 7% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6631
2.618 0.6542
1.618 0.6488
1.000 0.6454
0.618 0.6433
HIGH 0.6400
0.618 0.6379
0.500 0.6372
0.382 0.6366
LOW 0.6345
0.618 0.6311
1.000 0.6291
1.618 0.6257
2.618 0.6202
4.250 0.6113
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 0.6374 0.6384
PP 0.6373 0.6381
S1 0.6372 0.6378

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

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