CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 09-Jan-2024
Day Change Summary
Previous Current
08-Jan-2024 09-Jan-2024 Change Change % Previous Week
Open 0.6762 0.6747 -0.0016 -0.2% 0.6841
High 0.6762 0.6747 -0.0016 -0.2% 0.6865
Low 0.6707 0.6710 0.0003 0.0% 0.6683
Close 0.6752 0.6712 -0.0040 -0.6% 0.6742
Range 0.0056 0.0037 -0.0019 -33.3% 0.0182
ATR 0.0055 0.0054 -0.0001 -1.7% 0.0000
Volume 53 20 -33 -62.3% 335
Daily Pivots for day following 09-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6834 0.6810 0.6732
R3 0.6797 0.6773 0.6722
R2 0.6760 0.6760 0.6719
R1 0.6736 0.6736 0.6715 0.6729
PP 0.6723 0.6723 0.6723 0.6719
S1 0.6699 0.6699 0.6709 0.6692
S2 0.6686 0.6686 0.6705
S3 0.6649 0.6662 0.6702
S4 0.6612 0.6625 0.6692
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7308 0.7206 0.6842
R3 0.7126 0.7025 0.6792
R2 0.6945 0.6945 0.6775
R1 0.6843 0.6843 0.6759 0.6803
PP 0.6763 0.6763 0.6763 0.6743
S1 0.6662 0.6662 0.6725 0.6622
S2 0.6582 0.6582 0.6709
S3 0.6400 0.6480 0.6692
S4 0.6219 0.6299 0.6642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6799 0.6683 0.0116 1.7% 0.0060 0.9% 25% False False 61
10 0.6900 0.6683 0.0217 3.2% 0.0053 0.8% 13% False False 76
20 0.6900 0.6578 0.0322 4.8% 0.0055 0.8% 42% False False 95
40 0.6900 0.6388 0.0513 7.6% 0.0045 0.7% 63% False False 69
60 0.6900 0.6345 0.0555 8.3% 0.0036 0.5% 66% False False 48
80 0.6900 0.6345 0.0555 8.3% 0.0033 0.5% 66% False False 37
100 0.6900 0.6345 0.0555 8.3% 0.0029 0.4% 66% False False 30
120 0.6900 0.6345 0.0555 8.3% 0.0025 0.4% 66% False False 25
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6904
2.618 0.6843
1.618 0.6806
1.000 0.6784
0.618 0.6769
HIGH 0.6747
0.618 0.6732
0.500 0.6728
0.382 0.6724
LOW 0.6710
0.618 0.6687
1.000 0.6673
1.618 0.6650
2.618 0.6613
4.250 0.6552
Fisher Pivots for day following 09-Jan-2024
Pivot 1 day 3 day
R1 0.6728 0.6729
PP 0.6723 0.6724
S1 0.6717 0.6718

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

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