CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 0.6604 0.6622 0.0018 0.3% 0.6710
High 0.6627 0.6623 -0.0004 -0.1% 0.6728
Low 0.6593 0.6599 0.0007 0.1% 0.6556
Close 0.6623 0.6599 -0.0024 -0.4% 0.6623
Range 0.0034 0.0024 -0.0011 -30.9% 0.0172
ATR 0.0055 0.0053 -0.0002 -4.1% 0.0000
Volume 151 25 -126 -83.4% 929
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6677 0.6662 0.6612
R3 0.6654 0.6638 0.6605
R2 0.6630 0.6630 0.6603
R1 0.6615 0.6615 0.6601 0.6611
PP 0.6607 0.6607 0.6607 0.6605
S1 0.6591 0.6591 0.6597 0.6587
S2 0.6583 0.6583 0.6595
S3 0.6560 0.6568 0.6593
S4 0.6536 0.6544 0.6586
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7152 0.7059 0.6717
R3 0.6980 0.6887 0.6670
R2 0.6808 0.6808 0.6654
R1 0.6715 0.6715 0.6638 0.6675
PP 0.6636 0.6636 0.6636 0.6616
S1 0.6543 0.6543 0.6607 0.6503
S2 0.6464 0.6464 0.6591
S3 0.6292 0.6371 0.6575
S4 0.6120 0.6199 0.6528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6728 0.6556 0.0172 2.6% 0.0053 0.8% 25% False False 190
10 0.6762 0.6556 0.0206 3.1% 0.0049 0.7% 21% False False 126
20 0.6900 0.6556 0.0344 5.2% 0.0052 0.8% 13% False False 111
40 0.6900 0.6556 0.0344 5.2% 0.0050 0.8% 13% False False 95
60 0.6900 0.6353 0.0548 8.3% 0.0039 0.6% 45% False False 68
80 0.6900 0.6345 0.0555 8.4% 0.0037 0.6% 46% False False 52
100 0.6900 0.6345 0.0555 8.4% 0.0032 0.5% 46% False False 42
120 0.6900 0.6345 0.0555 8.4% 0.0028 0.4% 46% False False 35
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6722
2.618 0.6684
1.618 0.6661
1.000 0.6646
0.618 0.6637
HIGH 0.6623
0.618 0.6614
0.500 0.6611
0.382 0.6608
LOW 0.6599
0.618 0.6584
1.000 0.6576
1.618 0.6561
2.618 0.6537
4.250 0.6499
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 0.6611 0.6598
PP 0.6607 0.6598
S1 0.6603 0.6597

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

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