CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-May-2024
Day Change Summary
Previous Current
13-May-2024 14-May-2024 Change Change % Previous Week
Open 0.6611 0.6615 0.0004 0.1% 0.6617
High 0.6636 0.6635 -0.0002 0.0% 0.6652
Low 0.6593 0.6586 -0.0007 -0.1% 0.6566
Close 0.6616 0.6631 0.0015 0.2% 0.6613
Range 0.0043 0.0049 0.0006 12.8% 0.0086
ATR 0.0054 0.0054 0.0000 -0.8% 0.0000
Volume 75,146 98,086 22,940 30.5% 486,641
Daily Pivots for day following 14-May-2024
Classic Woodie Camarilla DeMark
R4 0.6763 0.6745 0.6657
R3 0.6714 0.6697 0.6644
R2 0.6666 0.6666 0.6639
R1 0.6648 0.6648 0.6635 0.6657
PP 0.6617 0.6617 0.6617 0.6621
S1 0.6600 0.6600 0.6626 0.6608
S2 0.6569 0.6569 0.6622
S3 0.6520 0.6551 0.6617
S4 0.6472 0.6503 0.6604
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.6868 0.6827 0.6660
R3 0.6782 0.6741 0.6637
R2 0.6696 0.6696 0.6629
R1 0.6655 0.6655 0.6621 0.6633
PP 0.6610 0.6610 0.6610 0.6599
S1 0.6569 0.6569 0.6605 0.6547
S2 0.6524 0.6524 0.6597
S3 0.6438 0.6483 0.6589
S4 0.6352 0.6397 0.6566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6636 0.6566 0.0070 1.1% 0.0043 0.6% 92% False False 88,158
10 0.6672 0.6475 0.0197 3.0% 0.0054 0.8% 79% False False 109,074
20 0.6672 0.6373 0.0299 4.5% 0.0054 0.8% 86% False False 109,765
40 0.6672 0.6373 0.0299 4.5% 0.0056 0.8% 86% False False 106,439
60 0.6687 0.6373 0.0314 4.7% 0.0052 0.8% 82% False False 79,303
80 0.6687 0.6373 0.0314 4.7% 0.0051 0.8% 82% False False 59,521
100 0.6900 0.6373 0.0527 7.9% 0.0051 0.8% 49% False False 47,640
120 0.6900 0.6373 0.0527 7.9% 0.0051 0.8% 49% False False 39,712
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6841
2.618 0.6761
1.618 0.6713
1.000 0.6683
0.618 0.6664
HIGH 0.6635
0.618 0.6616
0.500 0.6610
0.382 0.6605
LOW 0.6586
0.618 0.6556
1.000 0.6538
1.618 0.6508
2.618 0.6459
4.250 0.6380
Fisher Pivots for day following 14-May-2024
Pivot 1 day 3 day
R1 0.6624 0.6624
PP 0.6617 0.6618
S1 0.6610 0.6611

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

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