CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 0.6622 0.6606 -0.0016 -0.2% 0.6710
High 0.6623 0.6630 0.0008 0.1% 0.6728
Low 0.6599 0.6580 -0.0020 -0.3% 0.6556
Close 0.6599 0.6597 -0.0002 0.0% 0.6623
Range 0.0024 0.0051 0.0027 114.9% 0.0172
ATR 0.0053 0.0052 0.0000 -0.3% 0.0000
Volume 25 113 88 352.0% 929
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6754 0.6726 0.6625
R3 0.6703 0.6675 0.6611
R2 0.6653 0.6653 0.6606
R1 0.6625 0.6625 0.6602 0.6614
PP 0.6602 0.6602 0.6602 0.6597
S1 0.6574 0.6574 0.6592 0.6563
S2 0.6552 0.6552 0.6588
S3 0.6501 0.6524 0.6583
S4 0.6451 0.6473 0.6569
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 0.6630 0.6556 0.0074 1.1% 0.0039 0.6% 55% True False 149
10 0.6762 0.6556 0.0206 3.1% 0.0049 0.7% 20% False False 132
20 0.6900 0.6556 0.0344 5.2% 0.0052 0.8% 12% False False 109
40 0.6900 0.6556 0.0344 5.2% 0.0051 0.8% 12% False False 97
60 0.6900 0.6370 0.0531 8.0% 0.0040 0.6% 43% False False 69
80 0.6900 0.6345 0.0555 8.4% 0.0037 0.6% 45% False False 53
100 0.6900 0.6345 0.0555 8.4% 0.0033 0.5% 45% False False 43
120 0.6900 0.6345 0.0555 8.4% 0.0028 0.4% 45% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6845
2.618 0.6762
1.618 0.6712
1.000 0.6681
0.618 0.6661
HIGH 0.6630
0.618 0.6611
0.500 0.6605
0.382 0.6599
LOW 0.6580
0.618 0.6548
1.000 0.6529
1.618 0.6498
2.618 0.6447
4.250 0.6365
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 0.6605 0.6605
PP 0.6602 0.6602
S1 0.6600 0.6600

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

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