CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Jan-2024
Day Change Summary
Previous Current
29-Jan-2024 30-Jan-2024 Change Change % Previous Week
Open 0.6598 0.6640 0.0042 0.6% 0.6622
High 0.6639 0.6647 0.0008 0.1% 0.6643
Low 0.6598 0.6605 0.0007 0.1% 0.6580
Close 0.6623 0.6631 0.0008 0.1% 0.6607
Range 0.0041 0.0042 0.0001 1.2% 0.0064
ATR 0.0049 0.0048 -0.0001 -1.1% 0.0000
Volume 50 54 4 8.0% 401
Daily Pivots for day following 30-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6752 0.6733 0.6653
R3 0.6710 0.6691 0.6642
R2 0.6669 0.6669 0.6638
R1 0.6650 0.6650 0.6634 0.6639
PP 0.6627 0.6627 0.6627 0.6622
S1 0.6608 0.6608 0.6627 0.6597
S2 0.6586 0.6586 0.6623
S3 0.6544 0.6567 0.6619
S4 0.6503 0.6525 0.6608
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 0.6647 0.6596 0.0051 0.8% 0.0039 0.6% 68% True False 73
10 0.6647 0.6556 0.0091 1.4% 0.0039 0.6% 82% True False 111
20 0.6865 0.6556 0.0309 4.7% 0.0051 0.8% 24% False False 103
40 0.6900 0.6556 0.0344 5.2% 0.0052 0.8% 22% False False 100
60 0.6900 0.6388 0.0513 7.7% 0.0043 0.6% 47% False False 76
80 0.6900 0.6345 0.0555 8.4% 0.0037 0.6% 51% False False 57
100 0.6900 0.6345 0.0555 8.4% 0.0034 0.5% 51% False False 47
120 0.6900 0.6345 0.0555 8.4% 0.0030 0.5% 51% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6823
2.618 0.6755
1.618 0.6714
1.000 0.6688
0.618 0.6672
HIGH 0.6647
0.618 0.6631
0.500 0.6626
0.382 0.6621
LOW 0.6605
0.618 0.6579
1.000 0.6564
1.618 0.6538
2.618 0.6496
4.250 0.6429
Fisher Pivots for day following 30-Jan-2024
Pivot 1 day 3 day
R1 0.6629 0.6628
PP 0.6627 0.6625
S1 0.6626 0.6622

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

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