CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 0.6615 0.6633 0.0018 0.3% 0.6617
High 0.6635 0.6705 0.0071 1.1% 0.6652
Low 0.6586 0.6628 0.0042 0.6% 0.6566
Close 0.6631 0.6697 0.0066 1.0% 0.6613
Range 0.0049 0.0077 0.0029 58.8% 0.0086
ATR 0.0054 0.0055 0.0002 3.1% 0.0000
Volume 98,086 144,246 46,160 47.1% 486,641
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 0.6908 0.6879 0.6739
R3 0.6831 0.6802 0.6718
R2 0.6754 0.6754 0.6711
R1 0.6725 0.6725 0.6704 0.6739
PP 0.6677 0.6677 0.6677 0.6684
S1 0.6648 0.6648 0.6689 0.6662
S2 0.6600 0.6600 0.6682
S3 0.6523 0.6571 0.6675
S4 0.6446 0.6494 0.6654
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 0.6705 0.6574 0.0132 2.0% 0.0050 0.8% 94% True False 98,420
10 0.6705 0.6525 0.0181 2.7% 0.0054 0.8% 95% True False 108,903
20 0.6705 0.6373 0.0332 5.0% 0.0055 0.8% 97% True False 111,398
40 0.6705 0.6373 0.0332 5.0% 0.0056 0.8% 97% True False 107,526
60 0.6705 0.6373 0.0332 5.0% 0.0052 0.8% 97% True False 81,702
80 0.6705 0.6373 0.0332 5.0% 0.0052 0.8% 97% True False 61,324
100 0.6900 0.6373 0.0527 7.9% 0.0052 0.8% 61% False False 49,081
120 0.6900 0.6373 0.0527 7.9% 0.0051 0.8% 61% False False 40,914
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 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7032
2.618 0.6907
1.618 0.6830
1.000 0.6782
0.618 0.6753
HIGH 0.6705
0.618 0.6676
0.500 0.6667
0.382 0.6657
LOW 0.6628
0.618 0.6580
1.000 0.6551
1.618 0.6503
2.618 0.6426
4.250 0.6301
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 0.6687 0.6680
PP 0.6677 0.6663
S1 0.6667 0.6646

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

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