CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 0.6827 0.6834 0.0007 0.1% 0.6731
High 0.6856 0.6854 -0.0002 0.0% 0.6856
Low 0.6806 0.6834 0.0029 0.4% 0.6725
Close 0.6833 0.6854 0.0021 0.3% 0.6833
Range 0.0050 0.0020 -0.0031 -61.0% 0.0131
ATR 0.0052 0.0050 -0.0002 -4.3% 0.0000
Volume 120 20 -100 -83.3% 630
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6906 0.6899 0.6864
R3 0.6886 0.6880 0.6859
R2 0.6867 0.6867 0.6857
R1 0.6860 0.6860 0.6855 0.6863
PP 0.6847 0.6847 0.6847 0.6849
S1 0.6841 0.6841 0.6852 0.6844
S2 0.6828 0.6828 0.6850
S3 0.6808 0.6821 0.6848
S4 0.6789 0.6802 0.6843
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7196 0.7145 0.6904
R3 0.7065 0.7014 0.6868
R2 0.6935 0.6935 0.6856
R1 0.6884 0.6884 0.6844 0.6909
PP 0.6804 0.6804 0.6804 0.6817
S1 0.6753 0.6753 0.6821 0.6779
S2 0.6674 0.6674 0.6809
S3 0.6543 0.6623 0.6797
S4 0.6413 0.6492 0.6761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6856 0.6734 0.0122 1.8% 0.0047 0.7% 98% False False 116
10 0.6856 0.6578 0.0278 4.0% 0.0057 0.8% 99% False False 109
20 0.6856 0.6565 0.0291 4.2% 0.0049 0.7% 99% False False 89
40 0.6856 0.6382 0.0474 6.9% 0.0036 0.5% 100% False False 53
60 0.6856 0.6345 0.0511 7.4% 0.0032 0.5% 100% False False 37
80 0.6856 0.6345 0.0511 7.4% 0.0029 0.4% 100% False False 28
100 0.6856 0.6345 0.0511 7.4% 0.0024 0.4% 100% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6936
2.618 0.6905
1.618 0.6885
1.000 0.6873
0.618 0.6866
HIGH 0.6854
0.618 0.6846
0.500 0.6844
0.382 0.6841
LOW 0.6834
0.618 0.6822
1.000 0.6815
1.618 0.6802
2.618 0.6783
4.250 0.6751
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 0.6850 0.6840
PP 0.6847 0.6827
S1 0.6844 0.6814

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

View Archives - Comment on this page... - Back to Index of Symbols