CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 0.6675 0.6630 -0.0045 -0.7% 0.6564
High 0.6675 0.6658 -0.0017 -0.3% 0.6624
Low 0.6646 0.6630 -0.0016 -0.2% 0.6561
Close 0.6657 0.6641 -0.0016 -0.2% 0.6624
Range 0.0029 0.0028 -0.0001 -3.4% 0.0063
ATR 0.0041 0.0040 -0.0001 -2.2% 0.0000
Volume 56 132 76 135.7% 179
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6727 0.6712 0.6656
R3 0.6699 0.6684 0.6649
R2 0.6671 0.6671 0.6646
R1 0.6656 0.6656 0.6644 0.6664
PP 0.6643 0.6643 0.6643 0.6647
S1 0.6628 0.6628 0.6638 0.6636
S2 0.6615 0.6615 0.6636
S3 0.6587 0.6600 0.6633
S4 0.6559 0.6572 0.6626
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 0.6579 0.0107 1.6% 0.0027 0.4% 58% False False 52
10 0.6686 0.6491 0.0196 2.9% 0.0029 0.4% 77% False False 39
20 0.6686 0.6388 0.0299 4.5% 0.0024 0.4% 85% False False 27
40 0.6686 0.6345 0.0341 5.1% 0.0022 0.3% 87% False False 15
60 0.6686 0.6345 0.0341 5.1% 0.0021 0.3% 87% False False 11
80 0.6686 0.6345 0.0341 5.1% 0.0019 0.3% 87% False False 8
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6777
2.618 0.6731
1.618 0.6703
1.000 0.6686
0.618 0.6675
HIGH 0.6658
0.618 0.6647
0.500 0.6644
0.382 0.6641
LOW 0.6630
0.618 0.6613
1.000 0.6602
1.618 0.6585
2.618 0.6557
4.250 0.6511
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 0.6644 0.6658
PP 0.6643 0.6652
S1 0.6642 0.6647

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

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