CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 0.6637 0.6605 -0.0032 -0.5% 0.6698
High 0.6651 0.6605 -0.0046 -0.7% 0.6698
Low 0.6606 0.6590 -0.0017 -0.2% 0.6565
Close 0.6614 0.6601 -0.0014 -0.2% 0.6614
Range 0.0045 0.0016 -0.0030 -65.6% 0.0133
ATR 0.0046 0.0045 -0.0002 -3.4% 0.0000
Volume 29 64 35 120.7% 303
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6645 0.6638 0.6609
R3 0.6629 0.6623 0.6605
R2 0.6614 0.6614 0.6603
R1 0.6607 0.6607 0.6602 0.6603
PP 0.6598 0.6598 0.6598 0.6596
S1 0.6592 0.6592 0.6599 0.6587
S2 0.6583 0.6583 0.6598
S3 0.6567 0.6576 0.6596
S4 0.6552 0.6561 0.6592
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 0.6651 0.6565 0.0086 1.3% 0.0047 0.7% 41% False False 55
10 0.6703 0.6565 0.0138 2.1% 0.0041 0.6% 26% False False 69
20 0.6703 0.6410 0.0293 4.4% 0.0035 0.5% 65% False False 45
40 0.6703 0.6345 0.0358 5.4% 0.0026 0.4% 71% False False 26
60 0.6703 0.6345 0.0358 5.4% 0.0026 0.4% 71% False False 19
80 0.6703 0.6345 0.0358 5.4% 0.0022 0.3% 71% False False 14
100 0.6840 0.6345 0.0495 7.5% 0.0019 0.3% 52% False False 12
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 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6671
2.618 0.6646
1.618 0.6630
1.000 0.6621
0.618 0.6615
HIGH 0.6605
0.618 0.6599
0.500 0.6597
0.382 0.6595
LOW 0.6590
0.618 0.6580
1.000 0.6574
1.618 0.6564
2.618 0.6549
4.250 0.6524
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 0.6599 0.6608
PP 0.6598 0.6606
S1 0.6597 0.6603

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

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