CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Apr-2024
Day Change Summary
Previous Current
19-Apr-2024 22-Apr-2024 Change Change % Previous Week
Open 0.6432 0.6430 -0.0002 0.0% 0.6476
High 0.6444 0.6467 0.0023 0.3% 0.6505
Low 0.6373 0.6425 0.0052 0.8% 0.6373
Close 0.6428 0.6463 0.0035 0.5% 0.6428
Range 0.0071 0.0042 -0.0030 -41.5% 0.0132
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 129,098 86,038 -43,060 -33.4% 556,202
Daily Pivots for day following 22-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6576 0.6561 0.6485
R3 0.6534 0.6519 0.6474
R2 0.6493 0.6493 0.6470
R1 0.6478 0.6478 0.6466 0.6485
PP 0.6451 0.6451 0.6451 0.6455
S1 0.6436 0.6436 0.6459 0.6444
S2 0.6410 0.6410 0.6455
S3 0.6368 0.6395 0.6451
S4 0.6327 0.6353 0.6440
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6831 0.6761 0.6500
R3 0.6699 0.6629 0.6464
R2 0.6567 0.6567 0.6452
R1 0.6497 0.6497 0.6440 0.6466
PP 0.6435 0.6435 0.6435 0.6420
S1 0.6365 0.6365 0.6415 0.6334
S2 0.6303 0.6303 0.6403
S3 0.6171 0.6233 0.6391
S4 0.6039 0.6101 0.6355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6467 0.6373 0.0094 1.5% 0.0051 0.8% 95% False False 104,896
10 0.6658 0.6373 0.0285 4.4% 0.0063 1.0% 31% False False 117,404
20 0.6658 0.6373 0.0285 4.4% 0.0055 0.8% 31% False False 101,637
40 0.6687 0.6373 0.0314 4.9% 0.0052 0.8% 29% False False 74,115
60 0.6687 0.6373 0.0314 4.9% 0.0051 0.8% 29% False False 49,494
80 0.6900 0.6373 0.0527 8.2% 0.0051 0.8% 17% False False 37,148
100 0.6900 0.6373 0.0527 8.2% 0.0051 0.8% 17% False False 29,736
120 0.6900 0.6373 0.0527 8.2% 0.0046 0.7% 17% False False 24,783
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6643
2.618 0.6575
1.618 0.6534
1.000 0.6508
0.618 0.6492
HIGH 0.6467
0.618 0.6451
0.500 0.6446
0.382 0.6441
LOW 0.6425
0.618 0.6399
1.000 0.6384
1.618 0.6358
2.618 0.6316
4.250 0.6249
Fisher Pivots for day following 22-Apr-2024
Pivot 1 day 3 day
R1 0.6457 0.6448
PP 0.6451 0.6434
S1 0.6446 0.6420

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

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