THEY were sharing the experience of a lifetime, a cultural exchange to one of the most picturesque Rocky Mountain towns.

But when one Australian twin was due to return home from the Colorado town of Arapahoe, the sisters did not take a taxi to the airport.

Instead, the 29-year-old Victorian twins drove to a shooting range, hired two pistols - and shot each other in the head.

Just what motivated their desperate pact is unknown. And so horrific were their injuries, US police were yet to determine which sister died and which is critically injured.

The sisters, whose names are withheld, had been in the US for less than three months.

According to their cultural exchange visas, which often indicate participation in an educational travel program, the first sister arrived on August 17 and the other on September 19.

On Monday, one was to return to her Victoria home.

Police said yesterday they took a taxi from La Quinta Inn and Suites, where they stayed, to the Family Shooting Centre in Cherry Creek State Park just 8km away.

Gun range owner Doug Hamilton said the women had been to the shooting range before and knew how to use the pistols they had rented.

He would not say when they were there previously.

After checking in and being issued pistols, the sisters spent 80 minutes at the range.

What happened next has baffled US investigators and torn a family apart.

A surveillance video showed both women falling backwards to the ground almost simultaneously outside the shooting stall about 2.50pm Monday, but it did not show what happened inside the stall. No one entered or left the stall other than the two women.

Police still don't know whether the shooting was an accident, a suicide or foul play. No suicide note was found.

"Every time I get new information there's a new twist," sheriff's Captain Louie Perea said. "We're keeping an open mind."

He said they weren't sure who fired the gun or guns, or whether the same bullet hit both sisters, who were in the same shooting lane.

But they ruled out a third person shooting them.

The taxi driver who drove the sisters to the range told investigators he had not noticed anything unusual in their behaviour.

Neither did other people using the range at the time. "They were interacting with each other and nothing seemed unusual," Captain Perea said. "They were just a couple of gals having fun at the range."

Their sisters' family had been notified but the coroner was still trying to identify which sister had died through fingerprint and dental records. "They look very similar," Captain Perea.

Investigators had been unable to talk to the surviving twin, who is in a critical but stable condition in hospital.

Originally published as Twin sisters drew guns and fired