CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 0.6687 0.6664 -0.0023 -0.3% 0.6609
High 0.6704 0.6667 -0.0037 -0.6% 0.6721
Low 0.6666 0.6624 -0.0043 -0.6% 0.6609
Close 0.6669 0.6645 -0.0024 -0.4% 0.6645
Range 0.0038 0.0043 0.0006 14.7% 0.0112
ATR 0.0044 0.0044 0.0000 0.1% 0.0000
Volume 11 19 8 72.7% 230
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6774 0.6753 0.6669
R3 0.6731 0.6710 0.6657
R2 0.6688 0.6688 0.6653
R1 0.6667 0.6667 0.6649 0.6656
PP 0.6645 0.6645 0.6645 0.6640
S1 0.6624 0.6624 0.6641 0.6613
S2 0.6602 0.6602 0.6637
S3 0.6559 0.6581 0.6633
S4 0.6516 0.6538 0.6621
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6993 0.6930 0.6706
R3 0.6881 0.6819 0.6676
R2 0.6770 0.6770 0.6665
R1 0.6707 0.6707 0.6655 0.6739
PP 0.6658 0.6658 0.6658 0.6674
S1 0.6596 0.6596 0.6635 0.6627
S2 0.6547 0.6547 0.6625
S3 0.6435 0.6484 0.6614
S4 0.6324 0.6373 0.6584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6721 0.6609 0.0112 1.7% 0.0043 0.6% 32% False False 46
10 0.6726 0.6609 0.0117 1.8% 0.0048 0.7% 31% False False 43
20 0.6733 0.6609 0.0124 1.9% 0.0044 0.7% 29% False False 28
40 0.6745 0.6405 0.0341 5.1% 0.0036 0.5% 71% False False 18
60 0.6745 0.6405 0.0341 5.1% 0.0031 0.5% 71% False False 19
80 0.6745 0.6405 0.0341 5.1% 0.0026 0.4% 71% False False 16
100 0.6745 0.6405 0.0341 5.1% 0.0023 0.3% 71% False False 15
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6849
2.618 0.6779
1.618 0.6736
1.000 0.6710
0.618 0.6693
HIGH 0.6667
0.618 0.6650
0.500 0.6645
0.382 0.6640
LOW 0.6624
0.618 0.6597
1.000 0.6581
1.618 0.6554
2.618 0.6511
4.250 0.6441
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 0.6645 0.6672
PP 0.6645 0.6663
S1 0.6645 0.6654

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

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