CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 08-May-2024
Day Change Summary
Previous Current
07-May-2024 08-May-2024 Change Change % Previous Week
Open 0.6634 0.6607 -0.0027 -0.4% 0.6544
High 0.6652 0.6607 -0.0046 -0.7% 0.6672
Low 0.6596 0.6566 -0.0030 -0.4% 0.6475
Close 0.6602 0.6585 -0.0017 -0.3% 0.6623
Range 0.0057 0.0041 -0.0016 -28.3% 0.0197
ATR 0.0059 0.0057 -0.0001 -2.2% 0.0000
Volume 123,836 92,935 -30,901 -25.0% 705,855
Daily Pivots for day following 08-May-2024
Classic Woodie Camarilla DeMark
R4 0.6707 0.6686 0.6607
R3 0.6667 0.6646 0.6596
R2 0.6626 0.6626 0.6592
R1 0.6605 0.6605 0.6588 0.6596
PP 0.6586 0.6586 0.6586 0.6581
S1 0.6565 0.6565 0.6581 0.6555
S2 0.6545 0.6545 0.6577
S3 0.6505 0.6524 0.6573
S4 0.6464 0.6484 0.6562
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7181 0.7099 0.6731
R3 0.6984 0.6902 0.6677
R2 0.6787 0.6787 0.6659
R1 0.6705 0.6705 0.6641 0.6746
PP 0.6590 0.6590 0.6590 0.6610
S1 0.6508 0.6508 0.6604 0.6549
S2 0.6393 0.6393 0.6586
S3 0.6196 0.6311 0.6568
S4 0.5999 0.6114 0.6514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6672 0.6525 0.0147 2.2% 0.0057 0.9% 41% False False 119,386
10 0.6672 0.6475 0.0197 3.0% 0.0060 0.9% 56% False False 124,135
20 0.6672 0.6373 0.0299 4.5% 0.0057 0.9% 71% False False 116,861
40 0.6672 0.6373 0.0299 4.5% 0.0055 0.8% 71% False False 106,781
60 0.6687 0.6373 0.0314 4.8% 0.0053 0.8% 67% False False 73,518
80 0.6728 0.6373 0.0355 5.4% 0.0052 0.8% 60% False False 55,184
100 0.6900 0.6373 0.0527 8.0% 0.0052 0.8% 40% False False 44,167
120 0.6900 0.6373 0.0527 8.0% 0.0050 0.8% 40% False False 36,814
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6779
2.618 0.6713
1.618 0.6672
1.000 0.6647
0.618 0.6632
HIGH 0.6607
0.618 0.6591
0.500 0.6586
0.382 0.6581
LOW 0.6566
0.618 0.6541
1.000 0.6526
1.618 0.6500
2.618 0.6460
4.250 0.6394
Fisher Pivots for day following 08-May-2024
Pivot 1 day 3 day
R1 0.6586 0.6609
PP 0.6586 0.6601
S1 0.6585 0.6593

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

View Archives - Comment on this page... - Back to Index of Symbols