CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 0.6582 0.6691 0.0109 1.7% 0.6698
High 0.6704 0.6753 0.0049 0.7% 0.6698
Low 0.6582 0.6691 0.0109 1.7% 0.6565
Close 0.6699 0.6730 0.0031 0.5% 0.6614
Range 0.0123 0.0063 -0.0060 -49.0% 0.0133
ATR 0.0051 0.0052 0.0001 1.7% 0.0000
Volume 23 262 239 1,039.1% 303
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6912 0.6883 0.6764
R3 0.6849 0.6821 0.6747
R2 0.6787 0.6787 0.6741
R1 0.6758 0.6758 0.6735 0.6773
PP 0.6724 0.6724 0.6724 0.6732
S1 0.6696 0.6696 0.6724 0.6710
S2 0.6662 0.6662 0.6718
S3 0.6599 0.6633 0.6712
S4 0.6537 0.6571 0.6695
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 0.6753 0.6578 0.0175 2.6% 0.0059 0.9% 87% True False 100
10 0.6753 0.6565 0.0188 2.8% 0.0059 0.9% 88% True False 91
20 0.6753 0.6491 0.0263 3.9% 0.0044 0.7% 91% True False 65
40 0.6753 0.6345 0.0408 6.1% 0.0030 0.4% 94% True False 36
60 0.6753 0.6345 0.0408 6.1% 0.0029 0.4% 94% True False 26
80 0.6753 0.6345 0.0408 6.1% 0.0025 0.4% 94% True False 20
100 0.6840 0.6345 0.0495 7.4% 0.0021 0.3% 78% False False 16
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7019
2.618 0.6917
1.618 0.6854
1.000 0.6816
0.618 0.6792
HIGH 0.6753
0.618 0.6729
0.500 0.6722
0.382 0.6714
LOW 0.6691
0.618 0.6652
1.000 0.6628
1.618 0.6589
2.618 0.6527
4.250 0.6425
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 0.6727 0.6708
PP 0.6724 0.6687
S1 0.6722 0.6666

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

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