CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 0.6868 0.6841 -0.0027 -0.4% 0.6834
High 0.6875 0.6865 -0.0010 -0.1% 0.6900
Low 0.6812 0.6789 -0.0023 -0.3% 0.6812
Close 0.6844 0.6791 -0.0054 -0.8% 0.6844
Range 0.0063 0.0076 0.0013 20.6% 0.0089
ATR 0.0049 0.0051 0.0002 3.9% 0.0000
Volume 131 101 -30 -22.9% 358
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7043 0.6993 0.6832
R3 0.6967 0.6917 0.6811
R2 0.6891 0.6891 0.6804
R1 0.6841 0.6841 0.6797 0.6828
PP 0.6815 0.6815 0.6815 0.6808
S1 0.6765 0.6765 0.6784 0.6752
S2 0.6739 0.6739 0.6777
S3 0.6663 0.6689 0.6770
S4 0.6587 0.6613 0.6749
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7117 0.7069 0.6893
R3 0.7029 0.6981 0.6868
R2 0.6940 0.6940 0.6860
R1 0.6892 0.6892 0.6852 0.6916
PP 0.6852 0.6852 0.6852 0.6864
S1 0.6804 0.6804 0.6836 0.6828
S2 0.6763 0.6763 0.6828
S3 0.6675 0.6715 0.6820
S4 0.6586 0.6627 0.6795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6900 0.6789 0.0112 1.6% 0.0047 0.7% 2% False True 91
10 0.6900 0.6725 0.0175 2.6% 0.0049 0.7% 37% False False 108
20 0.6900 0.6565 0.0335 4.9% 0.0054 0.8% 67% False False 95
40 0.6900 0.6388 0.0513 7.5% 0.0041 0.6% 79% False False 64
60 0.6900 0.6345 0.0555 8.2% 0.0034 0.5% 80% False False 43
80 0.6900 0.6345 0.0555 8.2% 0.0030 0.4% 80% False False 34
100 0.6900 0.6345 0.0555 8.2% 0.0026 0.4% 80% False False 27
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7188
2.618 0.7063
1.618 0.6987
1.000 0.6941
0.618 0.6911
HIGH 0.6865
0.618 0.6835
0.500 0.6827
0.382 0.6818
LOW 0.6789
0.618 0.6742
1.000 0.6713
1.618 0.6666
2.618 0.6590
4.250 0.6466
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 0.6827 0.6844
PP 0.6815 0.6826
S1 0.6803 0.6808

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

View Archives - Comment on this page... - Back to Index of Symbols