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

Download as Excel Spreadsheet

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

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