CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 0.6734 0.6731 -0.0003 0.0% 0.6605
High 0.6761 0.6766 0.0006 0.1% 0.6761
Low 0.6700 0.6725 0.0026 0.4% 0.6578
Close 0.6740 0.6735 -0.0005 -0.1% 0.6740
Range 0.0061 0.0041 -0.0020 -32.8% 0.0183
ATR 0.0052 0.0051 -0.0001 -1.5% 0.0000
Volume 38 69 31 81.6% 510
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6865 0.6841 0.6758
R3 0.6824 0.6800 0.6746
R2 0.6783 0.6783 0.6743
R1 0.6759 0.6759 0.6739 0.6771
PP 0.6742 0.6742 0.6742 0.6748
S1 0.6718 0.6718 0.6731 0.6730
S2 0.6701 0.6701 0.6727
S3 0.6660 0.6677 0.6724
S4 0.6619 0.6636 0.6712
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7240 0.7172 0.6840
R3 0.7058 0.6990 0.6790
R2 0.6875 0.6875 0.6773
R1 0.6807 0.6807 0.6756 0.6841
PP 0.6693 0.6693 0.6693 0.6710
S1 0.6625 0.6625 0.6723 0.6659
S2 0.6510 0.6510 0.6706
S3 0.6328 0.6442 0.6689
S4 0.6145 0.6260 0.6639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6766 0.6578 0.0188 2.8% 0.0067 1.0% 84% True False 103
10 0.6766 0.6565 0.0201 3.0% 0.0057 0.9% 85% True False 79
20 0.6766 0.6561 0.0205 3.0% 0.0046 0.7% 85% True False 70
40 0.6766 0.6353 0.0414 6.1% 0.0031 0.5% 93% True False 39
60 0.6766 0.6345 0.0421 6.3% 0.0030 0.4% 93% True False 27
80 0.6766 0.6345 0.0421 6.3% 0.0026 0.4% 93% True False 21
100 0.6778 0.6345 0.0433 6.4% 0.0022 0.3% 90% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6940
2.618 0.6873
1.618 0.6832
1.000 0.6807
0.618 0.6791
HIGH 0.6766
0.618 0.6750
0.500 0.6746
0.382 0.6741
LOW 0.6725
0.618 0.6700
1.000 0.6684
1.618 0.6659
2.618 0.6618
4.250 0.6551
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 0.6746 0.6733
PP 0.6742 0.6731
S1 0.6739 0.6728

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

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