CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Jan-2024
Day Change Summary
Previous Current
25-Jan-2024 26-Jan-2024 Change Change % Previous Week
Open 0.6601 0.6609 0.0008 0.1% 0.6622
High 0.6631 0.6635 0.0004 0.1% 0.6643
Low 0.6596 0.6600 0.0004 0.1% 0.6580
Close 0.6607 0.6607 0.0001 0.0% 0.6607
Range 0.0035 0.0035 -0.0001 -1.4% 0.0064
ATR 0.0051 0.0050 -0.0001 -2.3% 0.0000
Volume 61 112 51 83.6% 401
Daily Pivots for day following 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6717 0.6697 0.6626
R3 0.6683 0.6662 0.6616
R2 0.6648 0.6648 0.6613
R1 0.6628 0.6628 0.6610 0.6621
PP 0.6614 0.6614 0.6614 0.6610
S1 0.6593 0.6593 0.6604 0.6586
S2 0.6579 0.6579 0.6601
S3 0.6545 0.6559 0.6598
S4 0.6510 0.6524 0.6588
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6800 0.6767 0.6642
R3 0.6737 0.6704 0.6624
R2 0.6673 0.6673 0.6619
R1 0.6640 0.6640 0.6613 0.6625
PP 0.6610 0.6610 0.6610 0.6602
S1 0.6577 0.6577 0.6601 0.6562
S2 0.6546 0.6546 0.6595
S3 0.6483 0.6513 0.6590
S4 0.6419 0.6450 0.6572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6643 0.6580 0.0064 1.0% 0.0037 0.6% 43% False False 80
10 0.6755 0.6556 0.0199 3.0% 0.0047 0.7% 26% False False 140
20 0.6900 0.6556 0.0344 5.2% 0.0052 0.8% 15% False False 114
40 0.6900 0.6556 0.0344 5.2% 0.0052 0.8% 15% False False 102
60 0.6900 0.6382 0.0518 7.8% 0.0042 0.6% 43% False False 74
80 0.6900 0.6345 0.0555 8.4% 0.0037 0.6% 47% False False 56
100 0.6900 0.6345 0.0555 8.4% 0.0034 0.5% 47% False False 46
120 0.6900 0.6345 0.0555 8.4% 0.0029 0.4% 47% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6781
2.618 0.6725
1.618 0.6690
1.000 0.6669
0.618 0.6656
HIGH 0.6635
0.618 0.6621
0.500 0.6617
0.382 0.6613
LOW 0.6600
0.618 0.6579
1.000 0.6566
1.618 0.6544
2.618 0.6510
4.250 0.6453
Fisher Pivots for day following 26-Jan-2024
Pivot 1 day 3 day
R1 0.6617 0.6620
PP 0.6614 0.6615
S1 0.6610 0.6611

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

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