CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 0.6731 0.6734 0.0003 0.0% 0.6605
High 0.6766 0.6804 0.0038 0.6% 0.6761
Low 0.6725 0.6734 0.0009 0.1% 0.6578
Close 0.6735 0.6792 0.0057 0.8% 0.6740
Range 0.0041 0.0071 0.0030 72.0% 0.0183
ATR 0.0051 0.0053 0.0001 2.7% 0.0000
Volume 69 212 143 207.2% 510
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6988 0.6961 0.6831
R3 0.6918 0.6890 0.6811
R2 0.6847 0.6847 0.6805
R1 0.6820 0.6820 0.6798 0.6833
PP 0.6777 0.6777 0.6777 0.6783
S1 0.6749 0.6749 0.6786 0.6763
S2 0.6706 0.6706 0.6779
S3 0.6636 0.6679 0.6773
S4 0.6565 0.6608 0.6753
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 0.6804 0.6582 0.0223 3.3% 0.0072 1.1% 95% True False 120
10 0.6804 0.6565 0.0239 3.5% 0.0058 0.9% 95% True False 95
20 0.6804 0.6561 0.0243 3.6% 0.0048 0.7% 95% True False 76
40 0.6804 0.6353 0.0452 6.6% 0.0032 0.5% 97% True False 44
60 0.6804 0.6345 0.0459 6.8% 0.0031 0.5% 97% True False 31
80 0.6804 0.6345 0.0459 6.8% 0.0027 0.4% 97% True False 24
100 0.6804 0.6345 0.0459 6.8% 0.0023 0.3% 97% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7104
2.618 0.6989
1.618 0.6918
1.000 0.6875
0.618 0.6848
HIGH 0.6804
0.618 0.6777
0.500 0.6769
0.382 0.6760
LOW 0.6734
0.618 0.6690
1.000 0.6663
1.618 0.6619
2.618 0.6549
4.250 0.6434
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 0.6784 0.6779
PP 0.6777 0.6765
S1 0.6769 0.6752

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

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