CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Apr-2024
Day Change Summary
Previous Current
11-Apr-2024 12-Apr-2024 Change Change % Previous Week
Open 0.6525 0.6551 0.0026 0.4% 0.6590
High 0.6565 0.6556 -0.0010 -0.1% 0.6658
Low 0.6515 0.6468 -0.0047 -0.7% 0.6468
Close 0.6552 0.6469 -0.0083 -1.3% 0.6469
Range 0.0051 0.0088 0.0037 73.3% 0.0190
ATR 0.0055 0.0058 0.0002 4.2% 0.0000
Volume 122,864 128,206 5,342 4.3% 604,069
Daily Pivots for day following 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6760 0.6702 0.6517
R3 0.6673 0.6615 0.6493
R2 0.6585 0.6585 0.6485
R1 0.6527 0.6527 0.6477 0.6512
PP 0.6498 0.6498 0.6498 0.6490
S1 0.6440 0.6440 0.6461 0.6425
S2 0.6410 0.6410 0.6453
S3 0.6323 0.6352 0.6445
S4 0.6235 0.6265 0.6421
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7100 0.6974 0.6573
R3 0.6911 0.6785 0.6521
R2 0.6721 0.6721 0.6504
R1 0.6595 0.6595 0.6486 0.6563
PP 0.6532 0.6532 0.6532 0.6516
S1 0.6406 0.6406 0.6452 0.6374
S2 0.6342 0.6342 0.6434
S3 0.6153 0.6216 0.6417
S4 0.5963 0.6027 0.6365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6658 0.6468 0.0190 2.9% 0.0073 1.1% 1% False True 120,813
10 0.6658 0.6468 0.0190 2.9% 0.0063 1.0% 1% False True 108,648
20 0.6658 0.6468 0.0190 2.9% 0.0056 0.9% 1% False True 97,324
40 0.6687 0.6468 0.0219 3.4% 0.0051 0.8% 0% False True 58,114
60 0.6687 0.6468 0.0219 3.4% 0.0049 0.8% 1% False False 38,798
80 0.6900 0.6468 0.0433 6.7% 0.0051 0.8% 0% False False 29,128
100 0.6900 0.6468 0.0433 6.7% 0.0050 0.8% 0% False False 23,316
120 0.6900 0.6349 0.0552 8.5% 0.0044 0.7% 22% False False 19,431
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6927
2.618 0.6785
1.618 0.6697
1.000 0.6643
0.618 0.6610
HIGH 0.6556
0.618 0.6522
0.500 0.6512
0.382 0.6501
LOW 0.6468
0.618 0.6414
1.000 0.6381
1.618 0.6326
2.618 0.6239
4.250 0.6096
Fisher Pivots for day following 12-Apr-2024
Pivot 1 day 3 day
R1 0.6512 0.6556
PP 0.6498 0.6527
S1 0.6483 0.6498

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

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