CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 0.6548 0.6521 -0.0027 -0.4% 0.6529
High 0.6548 0.6521 -0.0027 -0.4% 0.6529
Low 0.6542 0.6506 -0.0036 -0.6% 0.6388
Close 0.6547 0.6506 -0.0041 -0.6% 0.6393
Range 0.0006 0.0015 0.0009 150.0% 0.0142
ATR 0.0041 0.0041 0.0000 0.0% 0.0000
Volume 5 2 -3 -60.0% 34
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6556 0.6546 0.6514
R3 0.6541 0.6531 0.6510
R2 0.6526 0.6526 0.6509
R1 0.6516 0.6516 0.6507 0.6514
PP 0.6511 0.6511 0.6511 0.6510
S1 0.6501 0.6501 0.6505 0.6499
S2 0.6496 0.6496 0.6503
S3 0.6481 0.6486 0.6502
S4 0.6466 0.6471 0.6498
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% 0.0016 0.2% 74% False False 3
10 0.6550 0.6388 0.0162 2.5% 0.0020 0.3% 73% False False 14
20 0.6550 0.6349 0.0201 3.1% 0.0014 0.2% 78% False False 7
40 0.6552 0.6345 0.0207 3.2% 0.0020 0.3% 78% False False 6
60 0.6559 0.6345 0.0214 3.3% 0.0019 0.3% 75% False False 4
80 0.6778 0.6345 0.0433 6.6% 0.0016 0.2% 37% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6585
2.618 0.6560
1.618 0.6545
1.000 0.6536
0.618 0.6530
HIGH 0.6521
0.618 0.6515
0.500 0.6514
0.382 0.6512
LOW 0.6506
0.618 0.6497
1.000 0.6491
1.618 0.6482
2.618 0.6467
4.250 0.6442
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 0.6514 0.6527
PP 0.6511 0.6520
S1 0.6509 0.6513

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

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