CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 10-May-2024
Day Change Summary
Previous Current
09-May-2024 10-May-2024 Change Change % Previous Week
Open 0.6590 0.6629 0.0039 0.6% 0.6617
High 0.6629 0.6631 0.0002 0.0% 0.6652
Low 0.6574 0.6604 0.0030 0.5% 0.6566
Close 0.6627 0.6613 -0.0014 -0.2% 0.6613
Range 0.0056 0.0028 -0.0028 -50.5% 0.0086
ATR 0.0057 0.0055 -0.0002 -3.7% 0.0000
Volume 84,993 89,631 4,638 5.5% 486,641
Daily Pivots for day following 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.6698 0.6683 0.6628
R3 0.6671 0.6656 0.6621
R2 0.6643 0.6643 0.6618
R1 0.6628 0.6628 0.6616 0.6622
PP 0.6616 0.6616 0.6616 0.6613
S1 0.6601 0.6601 0.6610 0.6595
S2 0.6588 0.6588 0.6608
S3 0.6561 0.6573 0.6605
S4 0.6533 0.6546 0.6598
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.6868 0.6827 0.6660
R3 0.6782 0.6741 0.6637
R2 0.6696 0.6696 0.6629
R1 0.6655 0.6655 0.6621 0.6633
PP 0.6610 0.6610 0.6610 0.6599
S1 0.6569 0.6569 0.6605 0.6547
S2 0.6524 0.6524 0.6597
S3 0.6438 0.6483 0.6589
S4 0.6352 0.6397 0.6566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6652 0.6566 0.0086 1.3% 0.0043 0.6% 55% False False 97,328
10 0.6672 0.6475 0.0197 3.0% 0.0060 0.9% 70% False False 119,249
20 0.6672 0.6373 0.0299 4.5% 0.0055 0.8% 80% False False 113,038
40 0.6672 0.6373 0.0299 4.5% 0.0055 0.8% 80% False False 105,181
60 0.6687 0.6373 0.0314 4.7% 0.0052 0.8% 77% False False 76,422
80 0.6687 0.6373 0.0314 4.7% 0.0050 0.8% 77% False False 57,358
100 0.6900 0.6373 0.0527 8.0% 0.0051 0.8% 46% False False 45,910
120 0.6900 0.6373 0.0527 8.0% 0.0051 0.8% 46% False False 38,269
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.6748
2.618 0.6703
1.618 0.6675
1.000 0.6659
0.618 0.6648
HIGH 0.6631
0.618 0.6620
0.500 0.6617
0.382 0.6614
LOW 0.6604
0.618 0.6587
1.000 0.6576
1.618 0.6559
2.618 0.6532
4.250 0.6487
Fisher Pivots for day following 10-May-2024
Pivot 1 day 3 day
R1 0.6617 0.6608
PP 0.6616 0.6603
S1 0.6614 0.6599

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

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