CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 0.6698 0.6645 -0.0053 -0.8% 0.6610
High 0.6698 0.6647 -0.0051 -0.8% 0.6703
Low 0.6645 0.6584 -0.0061 -0.9% 0.6610
Close 0.6650 0.6585 -0.0066 -1.0% 0.6703
Range 0.0053 0.0063 0.0010 18.9% 0.0093
ATR 0.0043 0.0045 0.0002 3.8% 0.0000
Volume 91 52 -39 -42.9% 346
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6794 0.6752 0.6619
R3 0.6731 0.6689 0.6602
R2 0.6668 0.6668 0.6596
R1 0.6626 0.6626 0.6590 0.6616
PP 0.6605 0.6605 0.6605 0.6600
S1 0.6563 0.6563 0.6579 0.6553
S2 0.6542 0.6542 0.6573
S3 0.6479 0.6500 0.6567
S4 0.6416 0.6437 0.6550
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6951 0.6920 0.6754
R3 0.6858 0.6827 0.6729
R2 0.6765 0.6765 0.6720
R1 0.6734 0.6734 0.6712 0.6750
PP 0.6672 0.6672 0.6672 0.6680
S1 0.6641 0.6641 0.6694 0.6657
S2 0.6579 0.6579 0.6686
S3 0.6486 0.6548 0.6677
S4 0.6393 0.6455 0.6652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6703 0.6584 0.0119 1.8% 0.0048 0.7% 0% False True 93
10 0.6703 0.6561 0.0142 2.2% 0.0037 0.6% 17% False False 57
20 0.6703 0.6388 0.0316 4.8% 0.0029 0.4% 62% False False 36
40 0.6703 0.6345 0.0358 5.4% 0.0025 0.4% 67% False False 21
60 0.6703 0.6345 0.0358 5.4% 0.0024 0.4% 67% False False 16
80 0.6703 0.6345 0.0358 5.4% 0.0021 0.3% 67% False False 12
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6915
2.618 0.6812
1.618 0.6749
1.000 0.6710
0.618 0.6686
HIGH 0.6647
0.618 0.6623
0.500 0.6616
0.382 0.6608
LOW 0.6584
0.618 0.6545
1.000 0.6521
1.618 0.6482
2.618 0.6419
4.250 0.6316
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 0.6616 0.6644
PP 0.6605 0.6624
S1 0.6595 0.6604

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

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