CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 23-Apr-2024

Day Change Summary
	Previous	Current
	22-Apr-2024	23-Apr-2024	Change	Change %	Previous Week
Open	0.6430	0.6460	0.0030	0.5%	0.6476
High	0.6467	0.6501	0.0035	0.5%	0.6505
Low	0.6425	0.6452	0.0027	0.4%	0.6373
Close	0.6463	0.6498	0.0036	0.5%	0.6428
Range	0.0042	0.0049	0.0008	18.1%	0.0132
ATR	0.0055	0.0055	0.0000	-0.8%	0.0000
Volume	86,038	99,706	13,668	15.9%	556,202

Daily Pivots for day following 23-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6631	0.6613	0.6525
R3	0.6582	0.6564	0.6511
R2	0.6533	0.6533	0.6507
R1	0.6515	0.6515	0.6502	0.6524
PP	0.6484	0.6484	0.6484	0.6488
S1	0.6466	0.6466	0.6494	0.6475
S2	0.6435	0.6435	0.6489
S3	0.6386	0.6417	0.6485
S4	0.6337	0.6368	0.6471

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	0.6501	0.6373	0.0128	2.0%	0.0049	0.8%	98%	True	False	100,650
10	0.6645	0.6373	0.0272	4.2%	0.0063	1.0%	46%	False	False	118,369
20	0.6658	0.6373	0.0285	4.4%	0.0055	0.8%	44%	False	False	103,085
40	0.6687	0.6373	0.0314	4.8%	0.0052	0.8%	40%	False	False	76,591
60	0.6687	0.6373	0.0314	4.8%	0.0051	0.8%	40%	False	False	51,154
80	0.6900	0.6373	0.0527	8.1%	0.0051	0.8%	24%	False	False	38,394
100	0.6900	0.6373	0.0527	8.1%	0.0051	0.8%	24%	False	False	30,733
120	0.6900	0.6373	0.0527	8.1%	0.0046	0.7%	24%	False	False	25,614

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	0.6709
2.618	0.6629
1.618	0.6580
1.000	0.6550
0.618	0.6531
HIGH	0.6501
0.618	0.6482
0.500	0.6477
0.382	0.6471
LOW	0.6452
0.618	0.6422
1.000	0.6403
1.618	0.6373
2.618	0.6324
4.250	0.6244

Fisher Pivots for day following 23-Apr-2024
Pivot	1 day	3 day
R1	0.6491	0.6478
PP	0.6484	0.6457
S1	0.6477	0.6437

Download as Excel Spreadsheet

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

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