CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	0.6743	0.6722	-0.0022	-0.3%	0.6762
High	0.6762	0.6755	-0.0008	-0.1%	0.6762
Low	0.6678	0.6707	0.0029	0.4%	0.6678
Close	0.6715	0.6714	-0.0001	0.0%	0.6714
Range	0.0084	0.0048	-0.0036	-42.9%	0.0084
ATR	0.0054	0.0053	0.0000	-0.8%	0.0000
Volume	153	76	-77	-50.3%	310

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6869	0.6840	0.6740
R3	0.6821	0.6792	0.6727
R2	0.6773	0.6773	0.6723
R1	0.6744	0.6744	0.6718	0.6734
PP	0.6725	0.6725	0.6725	0.6720
S1	0.6696	0.6696	0.6710	0.6686
S2	0.6677	0.6677	0.6705
S3	0.6629	0.6648	0.6701
S4	0.6581	0.6600	0.6688

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6970	0.6926	0.6760
R3	0.6886	0.6842	0.6737
R2	0.6802	0.6802	0.6729
R1	0.6758	0.6758	0.6722	0.6738
PP	0.6718	0.6718	0.6718	0.6708
S1	0.6674	0.6674	0.6706	0.6654
S2	0.6634	0.6634	0.6699
S3	0.6550	0.6590	0.6691
S4	0.6466	0.6506	0.6668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6762	0.6678	0.0084	1.3%	0.0046	0.7%	43%	False	False	62
10	0.6875	0.6678	0.0197	2.9%	0.0058	0.9%	18%	False	False	77
20	0.6900	0.6678	0.0222	3.3%	0.0053	0.8%	16%	False	False	96
40	0.6900	0.6491	0.0410	6.1%	0.0047	0.7%	55%	False	False	74
60	0.6900	0.6345	0.0555	8.3%	0.0037	0.6%	66%	False	False	52
80	0.6900	0.6345	0.0555	8.3%	0.0035	0.5%	66%	False	False	40
100	0.6900	0.6345	0.0555	8.3%	0.0030	0.4%	66%	False	False	32
120	0.6900	0.6345	0.0555	8.3%	0.0026	0.4%	66%	False	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6959
2.618	0.6880
1.618	0.6832
1.000	0.6803
0.618	0.6784
HIGH	0.6755
0.618	0.6736
0.500	0.6731
0.382	0.6725
LOW	0.6707
0.618	0.6677
1.000	0.6659
1.618	0.6629
2.618	0.6581
4.250	0.6503

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	0.6731	0.6720
PP	0.6725	0.6718
S1	0.6720	0.6716

Download as Excel Spreadsheet

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

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