CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 0.6353 0.6372 0.0019 0.3% 0.6381
High 0.6353 0.6372 0.0019 0.3% 0.6423
Low 0.6353 0.6372 0.0019 0.3% 0.6345
Close 0.6353 0.6372 0.0019 0.3% 0.6362
Range
ATR 0.0037 0.0036 -0.0001 -3.5% 0.0000
Volume
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6372 0.6372 0.6372
R3 0.6372 0.6372 0.6372
R2 0.6372 0.6372 0.6372
R1 0.6372 0.6372 0.6372 0.6372
PP 0.6372 0.6372 0.6372 0.6372
S1 0.6372 0.6372 0.6372 0.6372
S2 0.6372 0.6372 0.6372
S3 0.6372 0.6372 0.6372
S4 0.6372 0.6372 0.6372
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 0.6404 0.6349 0.0056 0.9% 0.0008 0.1% 41% False False 1
10 0.6423 0.6345 0.0078 1.2% 0.0018 0.3% 34% False False 3
20 0.6552 0.6345 0.0207 3.2% 0.0026 0.4% 13% False False 4
40 0.6559 0.6345 0.0214 3.4% 0.0022 0.3% 12% False False 3
60 0.6633 0.6345 0.0288 4.5% 0.0016 0.3% 9% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.6372
2.618 0.6372
1.618 0.6372
1.000 0.6372
0.618 0.6372
HIGH 0.6372
0.618 0.6372
0.500 0.6372
0.382 0.6372
LOW 0.6372
0.618 0.6372
1.000 0.6372
1.618 0.6372
2.618 0.6372
4.250 0.6372
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 0.6372 0.6378
PP 0.6372 0.6376
S1 0.6372 0.6374

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

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