CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 0.6582 0.6589 0.0007 0.1% 0.6564
High 0.6601 0.6589 -0.0012 -0.2% 0.6617
Low 0.6576 0.6555 -0.0021 -0.3% 0.6545
Close 0.6587 0.6559 -0.0029 -0.4% 0.6587
Range 0.0025 0.0034 0.0009 36.7% 0.0072
ATR 0.0048 0.0047 -0.0001 -2.2% 0.0000
Volume 199 639 440 221.1% 1,820
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6668 0.6647 0.6577
R3 0.6634 0.6613 0.6568
R2 0.6601 0.6601 0.6565
R1 0.6580 0.6580 0.6562 0.6574
PP 0.6567 0.6567 0.6567 0.6564
S1 0.6546 0.6546 0.6555 0.6540
S2 0.6534 0.6534 0.6552
S3 0.6500 0.6513 0.6549
S4 0.6467 0.6479 0.6540
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 0.6545 0.0072 1.1% 0.0040 0.6% 19% False False 491
10 0.6617 0.6468 0.0149 2.3% 0.0045 0.7% 61% False False 339
20 0.6647 0.6468 0.0179 2.7% 0.0048 0.7% 51% False False 279
40 0.6900 0.6468 0.0433 6.6% 0.0050 0.8% 21% False False 196
60 0.6900 0.6468 0.0433 6.6% 0.0050 0.8% 21% False False 161
80 0.6900 0.6382 0.0518 7.9% 0.0043 0.7% 34% False False 125
100 0.6900 0.6345 0.0555 8.5% 0.0039 0.6% 38% False False 101
120 0.6900 0.6345 0.0555 8.5% 0.0036 0.6% 38% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6731
2.618 0.6676
1.618 0.6643
1.000 0.6622
0.618 0.6609
HIGH 0.6589
0.618 0.6576
0.500 0.6572
0.382 0.6568
LOW 0.6555
0.618 0.6534
1.000 0.6522
1.618 0.6501
2.618 0.6467
4.250 0.6413
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 0.6572 0.6586
PP 0.6567 0.6577
S1 0.6563 0.6568

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

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