CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	0.6572	0.6637	0.0065	1.0%	0.6698
High	0.6638	0.6651	0.0014	0.2%	0.6698
Low	0.6565	0.6606	0.0041	0.6%	0.6565
Close	0.6637	0.6614	-0.0023	-0.3%	0.6614
Range	0.0073	0.0045	-0.0028	-37.9%	0.0133
ATR	0.0046	0.0046	0.0000	-0.2%	0.0000
Volume	15	29	14	93.3%	303

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6759	0.6731	0.6639
R3	0.6714	0.6686	0.6626
R2	0.6669	0.6669	0.6622
R1	0.6641	0.6641	0.6618	0.6633
PP	0.6624	0.6624	0.6624	0.6619
S1	0.6596	0.6596	0.6610	0.6588
S2	0.6579	0.6579	0.6606
S3	0.6534	0.6551	0.6602
S4	0.6489	0.6506	0.6589

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7023	0.6951	0.6687
R3	0.6891	0.6819	0.6650
R2	0.6758	0.6758	0.6638
R1	0.6686	0.6686	0.6626	0.6656
PP	0.6626	0.6626	0.6626	0.6610
S1	0.6554	0.6554	0.6602	0.6523
S2	0.6493	0.6493	0.6590
S3	0.6361	0.6421	0.6578
S4	0.6228	0.6289	0.6541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6698	0.6565	0.0133	2.0%	0.0055	0.8%	37%	False	False	60
10	0.6703	0.6565	0.0138	2.1%	0.0043	0.7%	36%	False	False	64
20	0.6703	0.6388	0.0316	4.8%	0.0035	0.5%	72%	False	False	42
40	0.6703	0.6345	0.0358	5.4%	0.0026	0.4%	75%	False	False	25
60	0.6703	0.6345	0.0358	5.4%	0.0026	0.4%	75%	False	False	18
80	0.6703	0.6345	0.0358	5.4%	0.0022	0.3%	75%	False	False	14
100	0.6840	0.6345	0.0495	7.5%	0.0019	0.3%	54%	False	False	11

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6842
2.618	0.6769
1.618	0.6724
1.000	0.6696
0.618	0.6679
HIGH	0.6651
0.618	0.6634
0.500	0.6629
0.382	0.6623
LOW	0.6606
0.618	0.6578
1.000	0.6561
1.618	0.6533
2.618	0.6488
4.250	0.6415

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	0.6629	0.6612
PP	0.6624	0.6610
S1	0.6619	0.6608

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols