CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 0.6362 0.6404 0.0043 0.7% 0.6381
High 0.6391 0.6404 0.0013 0.2% 0.6423
Low 0.6362 0.6404 0.0043 0.7% 0.6345
Close 0.6391 0.6404 0.0013 0.2% 0.6362
Range 0.0030 0.0000 -0.0030 -100.0% 0.0078
ATR 0.0038 0.0036 -0.0002 -4.7% 0.0000
Volume 6 0 -6 -100.0% 26
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6404 0.6404 0.6404
R3 0.6404 0.6404 0.6404
R2 0.6404 0.6404 0.6404
R1 0.6404 0.6404 0.6404 0.6404
PP 0.6404 0.6404 0.6404 0.6404
S1 0.6404 0.6404 0.6404 0.6404
S2 0.6404 0.6404 0.6404
S3 0.6404 0.6404 0.6404
S4 0.6404 0.6404 0.6404
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6611 0.6564 0.6405
R3 0.6533 0.6486 0.6383
R2 0.6455 0.6455 0.6376
R1 0.6408 0.6408 0.6369 0.6393
PP 0.6377 0.6377 0.6377 0.6369
S1 0.6330 0.6330 0.6355 0.6315
S2 0.6299 0.6299 0.6348
S3 0.6221 0.6252 0.6341
S4 0.6143 0.6174 0.6319
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% 0.0026 0.4% 76% False False 6
10 0.6472 0.6345 0.0127 2.0% 0.0028 0.4% 47% False False 5
20 0.6552 0.6345 0.0207 3.2% 0.0029 0.5% 29% False False 4
40 0.6559 0.6345 0.0214 3.3% 0.0022 0.3% 28% False False 3
60 0.6702 0.6345 0.0357 5.6% 0.0017 0.3% 17% False False 2
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 0.0000
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6404
2.618 0.6404
1.618 0.6404
1.000 0.6404
0.618 0.6404
HIGH 0.6404
0.618 0.6404
0.500 0.6404
0.382 0.6404
LOW 0.6404
0.618 0.6404
1.000 0.6404
1.618 0.6404
2.618 0.6404
4.250 0.6404
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 0.6404 0.6395
PP 0.6404 0.6386
S1 0.6404 0.6376

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

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