CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 0.6525 0.6564 0.0039 0.6% 0.6410
High 0.6547 0.6598 0.0051 0.8% 0.6548
Low 0.6491 0.6564 0.0074 1.1% 0.6410
Close 0.6546 0.6598 0.0052 0.8% 0.6546
Range 0.0057 0.0034 -0.0023 -39.8% 0.0138
ATR 0.0042 0.0043 0.0001 1.7% 0.0000
Volume 8 92 84 1,050.0% 18
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6689 0.6677 0.6617
R3 0.6655 0.6643 0.6607
R2 0.6621 0.6621 0.6604
R1 0.6609 0.6609 0.6601 0.6615
PP 0.6587 0.6587 0.6587 0.6590
S1 0.6575 0.6575 0.6595 0.6581
S2 0.6553 0.6553 0.6592
S3 0.6519 0.6541 0.6589
S4 0.6485 0.6507 0.6579
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6915 0.6869 0.6622
R3 0.6777 0.6731 0.6584
R2 0.6639 0.6639 0.6571
R1 0.6593 0.6593 0.6559 0.6616
PP 0.6501 0.6501 0.6501 0.6513
S1 0.6455 0.6455 0.6533 0.6478
S2 0.6363 0.6363 0.6521
S3 0.6225 0.6317 0.6508
S4 0.6087 0.6179 0.6470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6598 0.6491 0.0108 1.6% 0.0030 0.5% 100% True False 21
10 0.6598 0.6388 0.0211 3.2% 0.0021 0.3% 100% True False 14
20 0.6598 0.6353 0.0246 3.7% 0.0016 0.2% 100% True False 12
40 0.6598 0.6345 0.0253 3.8% 0.0023 0.3% 100% True False 8
60 0.6598 0.6345 0.0253 3.8% 0.0020 0.3% 100% True False 6
80 0.6778 0.6345 0.0433 6.6% 0.0017 0.3% 58% False False 5
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6743
2.618 0.6687
1.618 0.6653
1.000 0.6632
0.618 0.6619
HIGH 0.6598
0.618 0.6585
0.500 0.6581
0.382 0.6577
LOW 0.6564
0.618 0.6543
1.000 0.6530
1.618 0.6509
2.618 0.6475
4.250 0.6420
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 0.6592 0.6580
PP 0.6587 0.6562
S1 0.6581 0.6544

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

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