CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Apr-2024
Day Change Summary
Previous Current
25-Apr-2024 26-Apr-2024 Change Change % Previous Week
Open 0.6505 0.6529 0.0024 0.4% 0.6430
High 0.6550 0.6565 0.0015 0.2% 0.6565
Low 0.6496 0.6527 0.0032 0.5% 0.6425
Close 0.6524 0.6549 0.0025 0.4% 0.6549
Range 0.0055 0.0038 -0.0017 -31.2% 0.0140
ATR 0.0054 0.0053 -0.0001 -1.8% 0.0000
Volume 102,957 120,526 17,569 17.1% 512,078
Daily Pivots for day following 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6659 0.6642 0.6570
R3 0.6622 0.6604 0.6559
R2 0.6584 0.6584 0.6556
R1 0.6567 0.6567 0.6552 0.6576
PP 0.6547 0.6547 0.6547 0.6551
S1 0.6529 0.6529 0.6546 0.6538
S2 0.6509 0.6509 0.6542
S3 0.6472 0.6492 0.6539
S4 0.6434 0.6454 0.6528
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6931 0.6880 0.6626
R3 0.6792 0.6740 0.6587
R2 0.6652 0.6652 0.6575
R1 0.6601 0.6601 0.6562 0.6627
PP 0.6513 0.6513 0.6513 0.6526
S1 0.6461 0.6461 0.6536 0.6487
S2 0.6373 0.6373 0.6523
S3 0.6234 0.6322 0.6511
S4 0.6094 0.6182 0.6472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6565 0.6425 0.0140 2.1% 0.0046 0.7% 89% True False 102,415
10 0.6565 0.6373 0.0192 2.9% 0.0050 0.8% 92% True False 106,828
20 0.6658 0.6373 0.0285 4.3% 0.0057 0.9% 62% False False 107,738
40 0.6687 0.6373 0.0314 4.8% 0.0053 0.8% 56% False False 84,701
60 0.6687 0.6373 0.0314 4.8% 0.0051 0.8% 56% False False 56,586
80 0.6799 0.6373 0.0426 6.5% 0.0051 0.8% 41% False False 42,468
100 0.6900 0.6373 0.0527 8.0% 0.0051 0.8% 33% False False 33,993
120 0.6900 0.6373 0.0527 8.0% 0.0047 0.7% 33% False False 28,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 21 trading days
Fibonacci Retracements and Extensions
4.250 0.6724
2.618 0.6663
1.618 0.6625
1.000 0.6602
0.618 0.6588
HIGH 0.6565
0.618 0.6550
0.500 0.6546
0.382 0.6541
LOW 0.6527
0.618 0.6504
1.000 0.6490
1.618 0.6466
2.618 0.6429
4.250 0.6368
Fisher Pivots for day following 26-Apr-2024
Pivot 1 day 3 day
R1 0.6548 0.6542
PP 0.6547 0.6536
S1 0.6546 0.6529

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

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