CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-Feb-2024
Day Change Summary
Previous Current
12-Feb-2024 13-Feb-2024 Change Change % Previous Week
Open 0.6553 0.6555 0.0002 0.0% 0.6521
High 0.6563 0.6555 -0.0008 -0.1% 0.6564
Low 0.6543 0.6468 -0.0075 -1.1% 0.6495
Close 0.6552 0.6468 -0.0084 -1.3% 0.6545
Range 0.0020 0.0088 0.0068 337.5% 0.0069
ATR 0.0049 0.0052 0.0003 5.6% 0.0000
Volume 142 351 209 147.2% 1,110
Daily Pivots for day following 13-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6759 0.6701 0.6516
R3 0.6672 0.6613 0.6492
R2 0.6584 0.6584 0.6484
R1 0.6526 0.6526 0.6476 0.6511
PP 0.6497 0.6497 0.6497 0.6489
S1 0.6438 0.6438 0.6459 0.6424
S2 0.6409 0.6409 0.6451
S3 0.6322 0.6351 0.6443
S4 0.6234 0.6263 0.6419
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6741 0.6712 0.6582
R3 0.6672 0.6643 0.6563
R2 0.6603 0.6603 0.6557
R1 0.6574 0.6574 0.6551 0.6589
PP 0.6534 0.6534 0.6534 0.6542
S1 0.6505 0.6505 0.6538 0.6520
S2 0.6465 0.6465 0.6532
S3 0.6396 0.6436 0.6526
S4 0.6327 0.6367 0.6507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6564 0.6468 0.0096 1.5% 0.0044 0.7% 0% False True 192
10 0.6639 0.6468 0.0171 2.6% 0.0054 0.8% 0% False True 257
20 0.6647 0.6468 0.0179 2.8% 0.0047 0.7% 0% False True 184
40 0.6900 0.6468 0.0433 6.7% 0.0051 0.8% 0% False True 141
60 0.6900 0.6468 0.0433 6.7% 0.0049 0.8% 0% False True 116
80 0.6900 0.6345 0.0555 8.6% 0.0041 0.6% 22% False False 89
100 0.6900 0.6345 0.0555 8.6% 0.0038 0.6% 22% False False 72
120 0.6900 0.6345 0.0555 8.6% 0.0034 0.5% 22% False False 60
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 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6927
2.618 0.6784
1.618 0.6697
1.000 0.6643
0.618 0.6609
HIGH 0.6555
0.618 0.6522
0.500 0.6511
0.382 0.6501
LOW 0.6468
0.618 0.6413
1.000 0.6380
1.618 0.6326
2.618 0.6238
4.250 0.6096
Fisher Pivots for day following 13-Feb-2024
Pivot 1 day 3 day
R1 0.6511 0.6515
PP 0.6497 0.6499
S1 0.6482 0.6483

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

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