CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 0.6796 0.6775 -0.0022 -0.3% 0.6605
High 0.6803 0.6830 0.0027 0.4% 0.6761
Low 0.6763 0.6773 0.0010 0.1% 0.6578
Close 0.6780 0.6830 0.0050 0.7% 0.6740
Range 0.0040 0.0057 0.0017 41.3% 0.0183
ATR 0.0052 0.0052 0.0000 0.6% 0.0000
Volume 74 155 81 109.5% 510
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6980 0.6961 0.6861
R3 0.6924 0.6905 0.6845
R2 0.6867 0.6867 0.6840
R1 0.6848 0.6848 0.6835 0.6858
PP 0.6811 0.6811 0.6811 0.6815
S1 0.6792 0.6792 0.6824 0.6801
S2 0.6754 0.6754 0.6819
S3 0.6698 0.6735 0.6814
S4 0.6641 0.6679 0.6798
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 0.6830 0.6700 0.0130 1.9% 0.0054 0.8% 100% True False 109
10 0.6830 0.6578 0.0252 3.7% 0.0056 0.8% 100% True False 104
20 0.6830 0.6565 0.0265 3.9% 0.0050 0.7% 100% True False 86
40 0.6830 0.6370 0.0460 6.7% 0.0034 0.5% 100% True False 50
60 0.6830 0.6345 0.0485 7.1% 0.0032 0.5% 100% True False 34
80 0.6830 0.6345 0.0485 7.1% 0.0028 0.4% 100% True False 26
100 0.6830 0.6345 0.0485 7.1% 0.0024 0.3% 100% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7070
2.618 0.6977
1.618 0.6921
1.000 0.6886
0.618 0.6864
HIGH 0.6830
0.618 0.6808
0.500 0.6801
0.382 0.6795
LOW 0.6773
0.618 0.6738
1.000 0.6717
1.618 0.6682
2.618 0.6625
4.250 0.6533
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 0.6820 0.6814
PP 0.6811 0.6798
S1 0.6801 0.6782

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

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