CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 0.6656 0.6692 0.0036 0.5% 0.6636
High 0.6698 0.6702 0.0004 0.1% 0.6684
Low 0.6636 0.6634 -0.0002 0.0% 0.6594
Close 0.6678 0.6654 -0.0024 -0.4% 0.6647
Range 0.0063 0.0068 0.0005 8.0% 0.0090
ATR 0.0055 0.0056 0.0001 1.6% 0.0000
Volume 101,055 123,639 22,584 22.3% 410,737
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6866 0.6827 0.6691
R3 0.6798 0.6760 0.6673
R2 0.6731 0.6731 0.6666
R1 0.6692 0.6692 0.6660 0.6678
PP 0.6663 0.6663 0.6663 0.6656
S1 0.6625 0.6625 0.6648 0.6610
S2 0.6596 0.6596 0.6642
S3 0.6528 0.6557 0.6635
S4 0.6461 0.6490 0.6617
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.6912 0.6869 0.6696
R3 0.6822 0.6779 0.6671
R2 0.6732 0.6732 0.6663
R1 0.6689 0.6689 0.6655 0.6710
PP 0.6642 0.6642 0.6642 0.6652
S1 0.6599 0.6599 0.6638 0.6620
S2 0.6552 0.6552 0.6630
S3 0.6462 0.6509 0.6622
S4 0.6372 0.6419 0.6597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6702 0.6594 0.0108 1.6% 0.0058 0.9% 56% True False 102,664
10 0.6702 0.6594 0.0108 1.6% 0.0056 0.8% 56% True False 99,472
20 0.6721 0.6566 0.0155 2.3% 0.0053 0.8% 57% False False 99,481
40 0.6721 0.6373 0.0348 5.2% 0.0057 0.9% 81% False False 109,770
60 0.6721 0.6373 0.0348 5.2% 0.0055 0.8% 81% False False 102,373
80 0.6721 0.6373 0.0348 5.2% 0.0053 0.8% 81% False False 77,303
100 0.6762 0.6373 0.0389 5.8% 0.0052 0.8% 72% False False 61,878
120 0.6900 0.6373 0.0527 7.9% 0.0053 0.8% 53% False False 51,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6988
2.618 0.6878
1.618 0.6811
1.000 0.6769
0.618 0.6743
HIGH 0.6702
0.618 0.6676
0.500 0.6668
0.382 0.6660
LOW 0.6634
0.618 0.6592
1.000 0.6567
1.618 0.6525
2.618 0.6457
4.250 0.6347
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 0.6668 0.6666
PP 0.6663 0.6662
S1 0.6659 0.6658

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

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