CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 0.6615 0.6588 -0.0027 -0.4% 0.6622
High 0.6639 0.6600 -0.0039 -0.6% 0.6643
Low 0.6579 0.6534 -0.0045 -0.7% 0.6580
Close 0.6621 0.6598 -0.0024 -0.4% 0.6607
Range 0.0060 0.0066 0.0006 9.2% 0.0064
ATR 0.0049 0.0052 0.0003 5.5% 0.0000
Volume 283 484 201 71.0% 401
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6774 0.6751 0.6634
R3 0.6708 0.6686 0.6616
R2 0.6643 0.6643 0.6610
R1 0.6620 0.6620 0.6604 0.6631
PP 0.6577 0.6577 0.6577 0.6583
S1 0.6555 0.6555 0.6591 0.6566
S2 0.6512 0.6512 0.6585
S3 0.6446 0.6489 0.6579
S4 0.6381 0.6424 0.6561
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 0.6534 0.0113 1.7% 0.0049 0.7% 56% False True 196
10 0.6647 0.6534 0.0113 1.7% 0.0043 0.6% 56% False True 142
20 0.6785 0.6534 0.0251 3.8% 0.0051 0.8% 25% False True 135
40 0.6900 0.6534 0.0366 5.5% 0.0052 0.8% 17% False True 113
60 0.6900 0.6388 0.0513 7.8% 0.0043 0.7% 41% False False 87
80 0.6900 0.6345 0.0555 8.4% 0.0038 0.6% 45% False False 67
100 0.6900 0.6345 0.0555 8.4% 0.0035 0.5% 45% False False 54
120 0.6900 0.6345 0.0555 8.4% 0.0031 0.5% 45% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6878
2.618 0.6771
1.618 0.6705
1.000 0.6665
0.618 0.6640
HIGH 0.6600
0.618 0.6574
0.500 0.6567
0.382 0.6559
LOW 0.6534
0.618 0.6494
1.000 0.6469
1.618 0.6428
2.618 0.6363
4.250 0.6256
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 0.6587 0.6595
PP 0.6577 0.6593
S1 0.6567 0.6590

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

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