CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 0.6508 0.6548 0.0040 0.6% 0.6598
High 0.6546 0.6564 0.0018 0.3% 0.6647
Low 0.6508 0.6541 0.0034 0.5% 0.6529
Close 0.6543 0.6543 0.0001 0.0% 0.6543
Range 0.0039 0.0023 -0.0016 -41.6% 0.0118
ATR 0.0054 0.0052 -0.0002 -4.2% 0.0000
Volume 123 142 19 15.4% 1,072
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6617 0.6602 0.6555
R3 0.6594 0.6580 0.6549
R2 0.6572 0.6572 0.6547
R1 0.6557 0.6557 0.6545 0.6553
PP 0.6549 0.6549 0.6549 0.6547
S1 0.6535 0.6535 0.6541 0.6531
S2 0.6527 0.6527 0.6539
S3 0.6504 0.6512 0.6537
S4 0.6482 0.6490 0.6531
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6925 0.6852 0.6608
R3 0.6808 0.6734 0.6575
R2 0.6690 0.6690 0.6565
R1 0.6617 0.6617 0.6554 0.6595
PP 0.6573 0.6573 0.6573 0.6562
S1 0.6499 0.6499 0.6532 0.6477
S2 0.6455 0.6455 0.6521
S3 0.6338 0.6382 0.6511
S4 0.6220 0.6264 0.6478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6634 0.6495 0.0140 2.1% 0.0056 0.9% 35% False False 294
10 0.6647 0.6495 0.0152 2.3% 0.0049 0.8% 32% False False 203
20 0.6762 0.6495 0.0268 4.1% 0.0049 0.8% 18% False False 171
40 0.6900 0.6495 0.0406 6.2% 0.0052 0.8% 12% False False 133
60 0.6900 0.6388 0.0513 7.8% 0.0046 0.7% 30% False False 103
80 0.6900 0.6345 0.0555 8.5% 0.0039 0.6% 36% False False 79
100 0.6900 0.6345 0.0555 8.5% 0.0037 0.6% 36% False False 64
120 0.6900 0.6345 0.0555 8.5% 0.0032 0.5% 36% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.6659
2.618 0.6622
1.618 0.6600
1.000 0.6586
0.618 0.6577
HIGH 0.6564
0.618 0.6555
0.500 0.6552
0.382 0.6550
LOW 0.6541
0.618 0.6527
1.000 0.6519
1.618 0.6505
2.618 0.6482
4.250 0.6445
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 0.6552 0.6538
PP 0.6549 0.6534
S1 0.6546 0.6529

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

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