CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 0.6505 0.6548 0.0043 0.7% 0.6529
High 0.6545 0.6548 0.0004 0.1% 0.6529
Low 0.6505 0.6542 0.0037 0.6% 0.6388
Close 0.6545 0.6547 0.0003 0.0% 0.6393
Range 0.0040 0.0006 -0.0034 -84.8% 0.0142
ATR 0.0044 0.0041 -0.0003 -6.2% 0.0000
Volume 2 5 3 150.0% 34
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6564 0.6561 0.6550
R3 0.6558 0.6555 0.6549
R2 0.6552 0.6552 0.6548
R1 0.6549 0.6549 0.6548 0.6548
PP 0.6546 0.6546 0.6546 0.6545
S1 0.6543 0.6543 0.6546 0.6542
S2 0.6540 0.6540 0.6546
S3 0.6534 0.6537 0.6545
S4 0.6528 0.6531 0.6544
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6861 0.6768 0.6470
R3 0.6719 0.6627 0.6431
R2 0.6578 0.6578 0.6418
R1 0.6485 0.6485 0.6405 0.6461
PP 0.6436 0.6436 0.6436 0.6424
S1 0.6344 0.6344 0.6380 0.6319
S2 0.6295 0.6295 0.6367
S3 0.6153 0.6202 0.6354
S4 0.6012 0.6061 0.6315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6548 0.6388 0.0161 2.5% 0.0013 0.2% 99% True False 3
10 0.6550 0.6388 0.0162 2.5% 0.0020 0.3% 98% False False 14
20 0.6550 0.6345 0.0205 3.1% 0.0016 0.2% 99% False False 8
40 0.6552 0.6345 0.0207 3.2% 0.0021 0.3% 98% False False 6
60 0.6559 0.6345 0.0214 3.3% 0.0018 0.3% 95% False False 4
80 0.6840 0.6345 0.0495 7.6% 0.0016 0.2% 41% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6574
2.618 0.6564
1.618 0.6558
1.000 0.6554
0.618 0.6552
HIGH 0.6548
0.618 0.6546
0.500 0.6545
0.382 0.6544
LOW 0.6542
0.618 0.6538
1.000 0.6536
1.618 0.6532
2.618 0.6526
4.250 0.6517
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 0.6546 0.6524
PP 0.6546 0.6502
S1 0.6545 0.6479

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

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