CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 0.6564 0.6575 0.0011 0.2% 0.6553
High 0.6601 0.6595 -0.0006 -0.1% 0.6568
Low 0.6545 0.6560 0.0016 0.2% 0.6468
Close 0.6573 0.6570 -0.0004 -0.1% 0.6557
Range 0.0056 0.0035 -0.0021 -37.5% 0.0101
ATR 0.0051 0.0050 -0.0001 -2.3% 0.0000
Volume 319 893 574 179.9% 939
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6680 0.6660 0.6589
R3 0.6645 0.6625 0.6579
R2 0.6610 0.6610 0.6576
R1 0.6590 0.6590 0.6573 0.6582
PP 0.6575 0.6575 0.6575 0.6571
S1 0.6555 0.6555 0.6566 0.6547
S2 0.6540 0.6540 0.6563
S3 0.6505 0.6520 0.6560
S4 0.6470 0.6485 0.6550
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6832 0.6795 0.6612
R3 0.6732 0.6695 0.6585
R2 0.6631 0.6631 0.6575
R1 0.6594 0.6594 0.6566 0.6613
PP 0.6531 0.6531 0.6531 0.6540
S1 0.6494 0.6494 0.6548 0.6512
S2 0.6430 0.6430 0.6539
S3 0.6330 0.6393 0.6529
S4 0.6229 0.6293 0.6502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6601 0.6473 0.0128 1.9% 0.0046 0.7% 76% False False 331
10 0.6601 0.6468 0.0133 2.0% 0.0045 0.7% 77% False False 261
20 0.6647 0.6468 0.0179 2.7% 0.0048 0.7% 57% False False 229
40 0.6900 0.6468 0.0433 6.6% 0.0050 0.8% 24% False False 169
60 0.6900 0.6468 0.0433 6.6% 0.0050 0.8% 24% False False 141
80 0.6900 0.6370 0.0531 8.1% 0.0042 0.6% 38% False False 109
100 0.6900 0.6345 0.0555 8.4% 0.0039 0.6% 40% False False 88
120 0.6900 0.6345 0.0555 8.4% 0.0035 0.5% 40% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6744
2.618 0.6687
1.618 0.6652
1.000 0.6630
0.618 0.6617
HIGH 0.6595
0.618 0.6582
0.500 0.6578
0.382 0.6573
LOW 0.6560
0.618 0.6538
1.000 0.6525
1.618 0.6503
2.618 0.6468
4.250 0.6411
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 0.6578 0.6567
PP 0.6575 0.6564
S1 0.6572 0.6561

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

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