CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	0.6859	0.6882	0.0023	0.3%	0.6731
High	0.6882	0.6900	0.0019	0.3%	0.6856
Low	0.6852	0.6856	0.0004	0.1%	0.6725
Close	0.6872	0.6864	-0.0008	-0.1%	0.6833
Range	0.0030	0.0045	0.0015	50.8%	0.0131
ATR	0.0048	0.0048	0.0000	-0.6%	0.0000
Volume	14	193	179	1,278.6%	630

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7007	0.6980	0.6888
R3	0.6962	0.6935	0.6876
R2	0.6918	0.6918	0.6872
R1	0.6891	0.6891	0.6868	0.6882
PP	0.6873	0.6873	0.6873	0.6869
S1	0.6846	0.6846	0.6859	0.6837
S2	0.6829	0.6829	0.6855
S3	0.6784	0.6802	0.6851
S4	0.6740	0.6757	0.6839

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	0.6900	0.6773	0.0127	1.9%	0.0040	0.6%	71%	True	False	100
10	0.6900	0.6691	0.0210	3.1%	0.0048	0.7%	83%	True	False	115
20	0.6900	0.6565	0.0335	4.9%	0.0052	0.8%	89%	True	False	97
40	0.6900	0.6388	0.0513	7.5%	0.0037	0.5%	93%	True	False	58
60	0.6900	0.6345	0.0555	8.1%	0.0032	0.5%	93%	True	False	40
80	0.6900	0.6345	0.0555	8.1%	0.0028	0.4%	93%	True	False	31
100	0.6900	0.6345	0.0555	8.1%	0.0025	0.4%	93%	True	False	25

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7089
2.618	0.7017
1.618	0.6972
1.000	0.6945
0.618	0.6928
HIGH	0.6900
0.618	0.6883
0.500	0.6878
0.382	0.6872
LOW	0.6856
0.618	0.6828
1.000	0.6811
1.618	0.6783
2.618	0.6739
4.250	0.6666

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	0.6878	0.6867
PP	0.6873	0.6866
S1	0.6868	0.6865

Download as Excel Spreadsheet

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

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