CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Feb-2024
Day Change Summary
Previous Current
09-Feb-2024 12-Feb-2024 Change Change % Previous Week
Open 0.6516 0.6553 0.0037 0.6% 0.6521
High 0.6558 0.6563 0.0005 0.1% 0.6564
Low 0.6512 0.6543 0.0031 0.5% 0.6495
Close 0.6545 0.6552 0.0007 0.1% 0.6545
Range 0.0046 0.0020 -0.0026 -56.0% 0.0069
ATR 0.0051 0.0049 -0.0002 -4.3% 0.0000
Volume 134 142 8 6.0% 1,110
Daily Pivots for day following 12-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6612 0.6602 0.6563
R3 0.6592 0.6582 0.6557
R2 0.6572 0.6572 0.6555
R1 0.6562 0.6562 0.6553 0.6557
PP 0.6552 0.6552 0.6552 0.6550
S1 0.6542 0.6542 0.6550 0.6537
S2 0.6532 0.6532 0.6548
S3 0.6512 0.6522 0.6546
S4 0.6492 0.6502 0.6541
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6741 0.6712 0.6582
R3 0.6672 0.6643 0.6563
R2 0.6603 0.6603 0.6557
R1 0.6574 0.6574 0.6551 0.6589
PP 0.6534 0.6534 0.6534 0.6542
S1 0.6505 0.6505 0.6538 0.6520
S2 0.6465 0.6465 0.6532
S3 0.6396 0.6436 0.6526
S4 0.6327 0.6367 0.6507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6564 0.6506 0.0058 0.9% 0.0035 0.5% 79% False False 146
10 0.6647 0.6495 0.0152 2.3% 0.0050 0.8% 38% False False 227
20 0.6728 0.6495 0.0234 3.6% 0.0048 0.7% 24% False False 182
40 0.6900 0.6495 0.0406 6.2% 0.0050 0.8% 14% False False 139
60 0.6900 0.6491 0.0410 6.3% 0.0047 0.7% 15% False False 110
80 0.6900 0.6345 0.0555 8.5% 0.0040 0.6% 37% False False 85
100 0.6900 0.6345 0.0555 8.5% 0.0037 0.6% 37% False False 69
120 0.6900 0.6345 0.0555 8.5% 0.0033 0.5% 37% False False 57
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 22 trading days
Fibonacci Retracements and Extensions
4.250 0.6648
2.618 0.6615
1.618 0.6595
1.000 0.6583
0.618 0.6575
HIGH 0.6563
0.618 0.6555
0.500 0.6553
0.382 0.6550
LOW 0.6543
0.618 0.6530
1.000 0.6523
1.618 0.6510
2.618 0.6490
4.250 0.6458
Fisher Pivots for day following 12-Feb-2024
Pivot 1 day 3 day
R1 0.6553 0.6546
PP 0.6552 0.6540
S1 0.6552 0.6534

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

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