CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 23-Feb-2024
Day Change Summary
Previous Current
22-Feb-2024 23-Feb-2024 Change Change % Previous Week
Open 0.6575 0.6582 0.0007 0.1% 0.6564
High 0.6617 0.6601 -0.0016 -0.2% 0.6617
Low 0.6564 0.6576 0.0012 0.2% 0.6545
Close 0.6578 0.6587 0.0010 0.1% 0.6587
Range 0.0053 0.0025 -0.0028 -53.3% 0.0072
ATR 0.0050 0.0048 -0.0002 -3.7% 0.0000
Volume 409 199 -210 -51.3% 1,820
Daily Pivots for day following 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6661 0.6649 0.6600
R3 0.6637 0.6624 0.6594
R2 0.6612 0.6612 0.6591
R1 0.6600 0.6600 0.6589 0.6606
PP 0.6588 0.6588 0.6588 0.6591
S1 0.6575 0.6575 0.6585 0.6582
S2 0.6563 0.6563 0.6583
S3 0.6539 0.6551 0.6580
S4 0.6514 0.6526 0.6574
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6799 0.6765 0.6627
R3 0.6727 0.6693 0.6607
R2 0.6655 0.6655 0.6600
R1 0.6621 0.6621 0.6594 0.6638
PP 0.6583 0.6583 0.6583 0.6591
S1 0.6549 0.6549 0.6580 0.6566
S2 0.6511 0.6511 0.6574
S3 0.6439 0.6477 0.6567
S4 0.6367 0.6405 0.6547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6617 0.6521 0.0096 1.5% 0.0043 0.7% 69% False False 405
10 0.6617 0.6468 0.0149 2.3% 0.0046 0.7% 80% False False 289
20 0.6647 0.6468 0.0179 2.7% 0.0048 0.7% 67% False False 252
40 0.6900 0.6468 0.0433 6.6% 0.0050 0.8% 28% False False 181
60 0.6900 0.6468 0.0433 6.6% 0.0050 0.8% 28% False False 150
80 0.6900 0.6382 0.0518 7.9% 0.0043 0.7% 40% False False 117
100 0.6900 0.6345 0.0555 8.4% 0.0039 0.6% 44% False False 94
120 0.6900 0.6345 0.0555 8.4% 0.0036 0.5% 44% False False 79
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6705
2.618 0.6665
1.618 0.6640
1.000 0.6625
0.618 0.6616
HIGH 0.6601
0.618 0.6591
0.500 0.6588
0.382 0.6585
LOW 0.6576
0.618 0.6561
1.000 0.6552
1.618 0.6536
2.618 0.6512
4.250 0.6472
Fisher Pivots for day following 23-Feb-2024
Pivot 1 day 3 day
R1 0.6588 0.6588
PP 0.6588 0.6588
S1 0.6587 0.6587

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

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