CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Jan-2024
Day Change Summary
Previous Current
26-Jan-2024 29-Jan-2024 Change Change % Previous Week
Open 0.6609 0.6598 -0.0011 -0.2% 0.6622
High 0.6635 0.6639 0.0005 0.1% 0.6643
Low 0.6600 0.6598 -0.0002 0.0% 0.6580
Close 0.6607 0.6623 0.0016 0.2% 0.6607
Range 0.0035 0.0041 0.0007 18.8% 0.0064
ATR 0.0050 0.0049 -0.0001 -1.2% 0.0000
Volume 112 50 -62 -55.4% 401
Daily Pivots for day following 29-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6743 0.6724 0.6646
R3 0.6702 0.6683 0.6634
R2 0.6661 0.6661 0.6631
R1 0.6642 0.6642 0.6627 0.6652
PP 0.6620 0.6620 0.6620 0.6625
S1 0.6601 0.6601 0.6619 0.6611
S2 0.6579 0.6579 0.6615
S3 0.6538 0.6560 0.6612
S4 0.6497 0.6519 0.6600
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% 0.0041 0.6% 69% False False 85
10 0.6728 0.6556 0.0172 2.6% 0.0047 0.7% 39% False False 138
20 0.6875 0.6556 0.0319 4.8% 0.0052 0.8% 21% False False 107
40 0.6900 0.6556 0.0344 5.2% 0.0052 0.8% 19% False False 102
60 0.6900 0.6388 0.0513 7.7% 0.0042 0.6% 46% False False 75
80 0.6900 0.6345 0.0555 8.4% 0.0037 0.6% 50% False False 57
100 0.6900 0.6345 0.0555 8.4% 0.0033 0.5% 50% False False 46
120 0.6900 0.6345 0.0555 8.4% 0.0030 0.4% 50% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6813
2.618 0.6746
1.618 0.6705
1.000 0.6680
0.618 0.6664
HIGH 0.6639
0.618 0.6623
0.500 0.6619
0.382 0.6614
LOW 0.6598
0.618 0.6573
1.000 0.6557
1.618 0.6532
2.618 0.6491
4.250 0.6424
Fisher Pivots for day following 29-Jan-2024
Pivot 1 day 3 day
R1 0.6622 0.6621
PP 0.6620 0.6619
S1 0.6619 0.6618

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

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