CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 08-Feb-2024
Day Change Summary
Previous Current
07-Feb-2024 08-Feb-2024 Change Change % Previous Week
Open 0.6548 0.6552 0.0004 0.1% 0.6598
High 0.6564 0.6552 -0.0012 -0.2% 0.6647
Low 0.6541 0.6506 -0.0035 -0.5% 0.6529
Close 0.6543 0.6513 -0.0031 -0.5% 0.6543
Range 0.0023 0.0046 0.0024 104.4% 0.0118
ATR 0.0052 0.0052 0.0000 -0.8% 0.0000
Volume 142 191 49 34.5% 1,072
Daily Pivots for day following 08-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6662 0.6633 0.6538
R3 0.6616 0.6587 0.6525
R2 0.6570 0.6570 0.6521
R1 0.6541 0.6541 0.6517 0.6532
PP 0.6524 0.6524 0.6524 0.6519
S1 0.6495 0.6495 0.6508 0.6486
S2 0.6478 0.6478 0.6504
S3 0.6432 0.6449 0.6500
S4 0.6386 0.6403 0.6487
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% 0.0053 0.8% 13% False False 235
10 0.6647 0.6495 0.0152 2.3% 0.0051 0.8% 12% False False 216
20 0.6762 0.6495 0.0268 4.1% 0.0051 0.8% 7% False False 180
40 0.6900 0.6495 0.0406 6.2% 0.0053 0.8% 4% False False 136
60 0.6900 0.6410 0.0490 7.5% 0.0047 0.7% 21% False False 106
80 0.6900 0.6345 0.0555 8.5% 0.0039 0.6% 30% False False 81
100 0.6900 0.6345 0.0555 8.5% 0.0037 0.6% 30% False False 66
120 0.6900 0.6345 0.0555 8.5% 0.0033 0.5% 30% False False 55
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6748
2.618 0.6672
1.618 0.6626
1.000 0.6598
0.618 0.6580
HIGH 0.6552
0.618 0.6534
0.500 0.6529
0.382 0.6524
LOW 0.6506
0.618 0.6478
1.000 0.6460
1.618 0.6432
2.618 0.6386
4.250 0.6311
Fisher Pivots for day following 08-Feb-2024
Pivot 1 day 3 day
R1 0.6529 0.6535
PP 0.6524 0.6527
S1 0.6518 0.6520

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

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