CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 0.6610 0.6686 0.0076 1.1% 0.6564
High 0.6643 0.6686 0.0044 0.7% 0.6624
Low 0.6610 0.6686 0.0076 1.1% 0.6561
Close 0.6643 0.6686 0.0044 0.7% 0.6624
Range 0.0033 0.0000 -0.0033 -100.0% 0.0063
ATR 0.0041 0.0041 0.0000 0.5% 0.0000
Volume 20 0 -20 -100.0% 179
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6686 0.6686 0.6686
R3 0.6686 0.6686 0.6686
R2 0.6686 0.6686 0.6686
R1 0.6686 0.6686 0.6686 0.6686
PP 0.6686 0.6686 0.6686 0.6686
S1 0.6686 0.6686 0.6686 0.6686
S2 0.6686 0.6686 0.6686
S3 0.6686 0.6686 0.6686
S4 0.6686 0.6686 0.6686
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6790 0.6769 0.6658
R3 0.6728 0.6707 0.6641
R2 0.6665 0.6665 0.6635
R1 0.6644 0.6644 0.6629 0.6655
PP 0.6603 0.6603 0.6603 0.6608
S1 0.6582 0.6582 0.6618 0.6592
S2 0.6540 0.6540 0.6612
S3 0.6478 0.6519 0.6606
S4 0.6415 0.6457 0.6589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6686 0.6561 0.0125 1.9% 0.0026 0.4% 100% True False 21
10 0.6686 0.6491 0.0196 2.9% 0.0028 0.4% 100% True False 21
20 0.6686 0.6382 0.0304 4.5% 0.0022 0.3% 100% True False 17
40 0.6686 0.6345 0.0341 5.1% 0.0022 0.3% 100% True False 10
60 0.6686 0.6345 0.0341 5.1% 0.0022 0.3% 100% True False 8
80 0.6686 0.6345 0.0341 5.1% 0.0018 0.3% 100% True False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6686
2.618 0.6686
1.618 0.6686
1.000 0.6686
0.618 0.6686
HIGH 0.6686
0.618 0.6686
0.500 0.6686
0.382 0.6686
LOW 0.6686
0.618 0.6686
1.000 0.6686
1.618 0.6686
2.618 0.6686
4.250 0.6686
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 0.6686 0.6668
PP 0.6686 0.6650
S1 0.6686 0.6633

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

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