CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 17-Apr-2024

Day Change Summary
	Previous	Current
	16-Apr-2024	17-Apr-2024	Change	Change %	Previous Week
Open	0.6457	0.6414	-0.0043	-0.7%	0.6590
High	0.6457	0.6458	0.0001	0.0%	0.6658
Low	0.6401	0.6412	0.0011	0.2%	0.6468
Close	0.6425	0.6448	0.0023	0.4%	0.6469
Range	0.0056	0.0046	-0.0010	-17.1%	0.0190
ATR	0.0057	0.0057	-0.0001	-1.4%	0.0000
Volume	120,939	111,598	-9,341	-7.7%	604,069

Daily Pivots for day following 17-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6577	0.6558	0.6473
R3	0.6531	0.6512	0.6460
R2	0.6485	0.6485	0.6456
R1	0.6466	0.6466	0.6452	0.6476
PP	0.6439	0.6439	0.6439	0.6444
S1	0.6420	0.6420	0.6443	0.6430
S2	0.6393	0.6393	0.6439
S3	0.6347	0.6374	0.6435
S4	0.6301	0.6328	0.6422

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	0.6565	0.6401	0.0164	2.5%	0.0059	0.9%	28%	False	False	120,272
10	0.6658	0.6401	0.0257	4.0%	0.0062	1.0%	18%	False	False	117,868
20	0.6658	0.6401	0.0257	4.0%	0.0058	0.9%	18%	False	False	103,655
40	0.6687	0.6401	0.0286	4.4%	0.0051	0.8%	16%	False	False	66,854
60	0.6687	0.6401	0.0286	4.4%	0.0050	0.8%	16%	False	False	44,632
80	0.6900	0.6401	0.0499	7.7%	0.0051	0.8%	9%	False	False	33,502
100	0.6900	0.6401	0.0499	7.7%	0.0050	0.8%	9%	False	False	26,817
120	0.6900	0.6353	0.0548	8.5%	0.0045	0.7%	17%	False	False	22,350

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6653
2.618	0.6578
1.618	0.6532
1.000	0.6504
0.618	0.6486
HIGH	0.6458
0.618	0.6440
0.500	0.6435
0.382	0.6429
LOW	0.6412
0.618	0.6383
1.000	0.6366
1.618	0.6337
2.618	0.6291
4.250	0.6216

Fisher Pivots for day following 17-Apr-2024
Pivot	1 day	3 day
R1	0.6443	0.6453
PP	0.6439	0.6451
S1	0.6435	0.6449

Download as Excel Spreadsheet

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

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