CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 0.6437 0.6405 -0.0032 -0.5% 0.6416
High 0.6437 0.6405 -0.0032 -0.5% 0.6550
Low 0.6437 0.6405 -0.0032 -0.5% 0.6382
Close 0.6437 0.6405 -0.0032 -0.5% 0.6556
Range
ATR 0.0041 0.0040 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6405 0.6405 0.6405
R3 0.6405 0.6405 0.6405
R2 0.6405 0.6405 0.6405
R1 0.6405 0.6405 0.6405 0.6405
PP 0.6405 0.6405 0.6405 0.6405
S1 0.6405 0.6405 0.6405 0.6405
S2 0.6405 0.6405 0.6405
S3 0.6405 0.6405 0.6405
S4 0.6405 0.6405 0.6405
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6998 0.6944 0.6648
R3 0.6831 0.6777 0.6602
R2 0.6663 0.6663 0.6586
R1 0.6609 0.6609 0.6571 0.6636
PP 0.6496 0.6496 0.6496 0.6509
S1 0.6442 0.6442 0.6540 0.6469
S2 0.6328 0.6328 0.6525
S3 0.6161 0.6274 0.6509
S4 0.5993 0.6107 0.6463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6550 0.6405 0.0145 2.3% 0.0025 0.4% 0% False True 25
10 0.6550 0.6370 0.0180 2.8% 0.0016 0.3% 20% False False 12
20 0.6550 0.6345 0.0205 3.2% 0.0017 0.3% 29% False False 8
40 0.6559 0.6345 0.0214 3.3% 0.0022 0.3% 28% False False 6
60 0.6559 0.6345 0.0214 3.3% 0.0018 0.3% 28% False False 4
80 0.6840 0.6345 0.0495 7.7% 0.0015 0.2% 12% False False 3
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.6405
2.618 0.6405
1.618 0.6405
1.000 0.6405
0.618 0.6405
HIGH 0.6405
0.618 0.6405
0.500 0.6405
0.382 0.6405
LOW 0.6405
0.618 0.6405
1.000 0.6405
1.618 0.6405
2.618 0.6405
4.250 0.6405
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 0.6405 0.6454
PP 0.6405 0.6437
S1 0.6405 0.6421

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

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