CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Apr-2024
Day Change Summary
Previous Current
28-Mar-2024 01-Apr-2024 Change Change % Previous Week
Open 0.6549 0.6532 -0.0017 -0.3% 0.6530
High 0.6556 0.6554 -0.0002 0.0% 0.6575
Low 0.6500 0.6495 -0.0005 -0.1% 0.6500
Close 0.6533 0.6498 -0.0036 -0.5% 0.6533
Range 0.0056 0.0059 0.0003 5.4% 0.0075
ATR 0.0048 0.0049 0.0001 1.6% 0.0000
Volume 105,058 75,246 -29,812 -28.4% 304,021
Daily Pivots for day following 01-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6693 0.6654 0.6530
R3 0.6634 0.6595 0.6514
R2 0.6575 0.6575 0.6508
R1 0.6536 0.6536 0.6503 0.6526
PP 0.6516 0.6516 0.6516 0.6510
S1 0.6477 0.6477 0.6492 0.6467
S2 0.6457 0.6457 0.6487
S3 0.6398 0.6418 0.6481
S4 0.6339 0.6359 0.6465
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6761 0.6722 0.6574
R3 0.6686 0.6647 0.6554
R2 0.6611 0.6611 0.6547
R1 0.6572 0.6572 0.6540 0.6591
PP 0.6536 0.6536 0.6536 0.6545
S1 0.6497 0.6497 0.6526 0.6516
S2 0.6461 0.6461 0.6519
S3 0.6386 0.6422 0.6512
S4 0.6311 0.6347 0.6492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6575 0.6495 0.0080 1.2% 0.0042 0.6% 3% False True 75,853
10 0.6651 0.6495 0.0156 2.4% 0.0051 0.8% 2% False True 85,880
20 0.6687 0.6495 0.0192 2.9% 0.0049 0.8% 1% False True 65,379
40 0.6687 0.6468 0.0219 3.4% 0.0048 0.7% 14% False False 32,880
60 0.6785 0.6468 0.0318 4.9% 0.0049 0.8% 9% False False 21,965
80 0.6900 0.6468 0.0433 6.7% 0.0050 0.8% 7% False False 16,496
100 0.6900 0.6388 0.0513 7.9% 0.0045 0.7% 21% False False 13,204
120 0.6900 0.6345 0.0555 8.5% 0.0042 0.6% 27% False False 11,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6805
2.618 0.6708
1.618 0.6649
1.000 0.6613
0.618 0.6590
HIGH 0.6554
0.618 0.6531
0.500 0.6525
0.382 0.6518
LOW 0.6495
0.618 0.6459
1.000 0.6436
1.618 0.6400
2.618 0.6341
4.250 0.6244
Fisher Pivots for day following 01-Apr-2024
Pivot 1 day 3 day
R1 0.6525 0.6525
PP 0.6516 0.6516
S1 0.6507 0.6507

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

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