CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 0.6555 0.6567 0.0012 0.2% 0.6564
High 0.6578 0.6569 -0.0009 -0.1% 0.6617
Low 0.6549 0.6511 -0.0038 -0.6% 0.6545
Close 0.6565 0.6514 -0.0051 -0.8% 0.6587
Range 0.0029 0.0058 0.0029 101.8% 0.0072
ATR 0.0046 0.0047 0.0001 1.8% 0.0000
Volume 134 1,331 1,197 893.3% 1,820
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6704 0.6666 0.6546
R3 0.6646 0.6609 0.6530
R2 0.6589 0.6589 0.6525
R1 0.6551 0.6551 0.6519 0.6541
PP 0.6531 0.6531 0.6531 0.6526
S1 0.6494 0.6494 0.6509 0.6484
S2 0.6474 0.6474 0.6503
S3 0.6416 0.6436 0.6498
S4 0.6359 0.6379 0.6482
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 0.6511 0.0106 1.6% 0.0039 0.6% 3% False True 542
10 0.6617 0.6473 0.0144 2.2% 0.0043 0.7% 29% False False 437
20 0.6639 0.6468 0.0171 2.6% 0.0048 0.7% 27% False False 347
40 0.6865 0.6468 0.0397 6.1% 0.0050 0.8% 12% False False 225
60 0.6900 0.6468 0.0433 6.6% 0.0051 0.8% 11% False False 182
80 0.6900 0.6388 0.0513 7.9% 0.0044 0.7% 25% False False 143
100 0.6900 0.6345 0.0555 8.5% 0.0040 0.6% 30% False False 115
120 0.6900 0.6345 0.0555 8.5% 0.0036 0.6% 30% False False 97
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6813
2.618 0.6719
1.618 0.6662
1.000 0.6626
0.618 0.6604
HIGH 0.6569
0.618 0.6547
0.500 0.6540
0.382 0.6533
LOW 0.6511
0.618 0.6475
1.000 0.6454
1.618 0.6418
2.618 0.6360
4.250 0.6267
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 0.6540 0.6550
PP 0.6531 0.6538
S1 0.6523 0.6526

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

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