CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 0.6613 0.6567 -0.0046 -0.7% 0.6762
High 0.6615 0.6596 -0.0019 -0.3% 0.6762
Low 0.6556 0.6567 0.0011 0.2% 0.6678
Close 0.6570 0.6586 0.0016 0.2% 0.6714
Range 0.0059 0.0029 -0.0030 -50.8% 0.0084
ATR 0.0058 0.0056 -0.0002 -3.6% 0.0000
Volume 404 52 -352 -87.1% 310
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6670 0.6657 0.6602
R3 0.6641 0.6628 0.6594
R2 0.6612 0.6612 0.6591
R1 0.6599 0.6599 0.6589 0.6606
PP 0.6583 0.6583 0.6583 0.6586
S1 0.6570 0.6570 0.6583 0.6577
S2 0.6554 0.6554 0.6581
S3 0.6525 0.6541 0.6578
S4 0.6496 0.6512 0.6570
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6970 0.6926 0.6760
R3 0.6886 0.6842 0.6737
R2 0.6802 0.6802 0.6729
R1 0.6758 0.6758 0.6722 0.6738
PP 0.6718 0.6718 0.6718 0.6708
S1 0.6674 0.6674 0.6706 0.6654
S2 0.6634 0.6634 0.6699
S3 0.6550 0.6590 0.6691
S4 0.6466 0.6506 0.6668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6762 0.6556 0.0206 3.1% 0.0068 1.0% 15% False False 201
10 0.6785 0.6556 0.0229 3.5% 0.0058 0.9% 13% False False 128
20 0.6900 0.6556 0.0344 5.2% 0.0055 0.8% 9% False False 117
40 0.6900 0.6556 0.0344 5.2% 0.0050 0.8% 9% False False 93
60 0.6900 0.6353 0.0548 8.3% 0.0039 0.6% 43% False False 65
80 0.6900 0.6345 0.0555 8.4% 0.0036 0.5% 43% False False 50
100 0.6900 0.6345 0.0555 8.4% 0.0032 0.5% 43% False False 40
120 0.6900 0.6345 0.0555 8.4% 0.0028 0.4% 43% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6719
2.618 0.6672
1.618 0.6643
1.000 0.6625
0.618 0.6614
HIGH 0.6596
0.618 0.6585
0.500 0.6582
0.382 0.6578
LOW 0.6567
0.618 0.6549
1.000 0.6538
1.618 0.6520
2.618 0.6491
4.250 0.6444
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 0.6585 0.6642
PP 0.6583 0.6623
S1 0.6582 0.6605

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

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