CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 0.6629 0.6611 -0.0018 -0.3% 0.6617
High 0.6631 0.6636 0.0005 0.1% 0.6652
Low 0.6604 0.6593 -0.0011 -0.2% 0.6566
Close 0.6613 0.6616 0.0003 0.0% 0.6613
Range 0.0028 0.0043 0.0016 56.4% 0.0086
ATR 0.0055 0.0054 -0.0001 -1.6% 0.0000
Volume 89,631 75,146 -14,485 -16.2% 486,641
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 0.6744 0.6723 0.6640
R3 0.6701 0.6680 0.6628
R2 0.6658 0.6658 0.6624
R1 0.6637 0.6637 0.6620 0.6648
PP 0.6615 0.6615 0.6615 0.6620
S1 0.6594 0.6594 0.6612 0.6605
S2 0.6572 0.6572 0.6608
S3 0.6529 0.6551 0.6604
S4 0.6486 0.6508 0.6592
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% 0.0045 0.7% 58% False False 93,308
10 0.6672 0.6475 0.0197 3.0% 0.0058 0.9% 72% False False 113,291
20 0.6672 0.6373 0.0299 4.5% 0.0054 0.8% 81% False False 110,908
40 0.6672 0.6373 0.0299 4.5% 0.0055 0.8% 81% False False 105,149
60 0.6687 0.6373 0.0314 4.7% 0.0052 0.8% 78% False False 77,671
80 0.6687 0.6373 0.0314 4.7% 0.0051 0.8% 78% False False 58,297
100 0.6900 0.6373 0.0527 8.0% 0.0051 0.8% 46% False False 46,661
120 0.6900 0.6373 0.0527 8.0% 0.0051 0.8% 46% False False 38,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6819
2.618 0.6749
1.618 0.6706
1.000 0.6679
0.618 0.6663
HIGH 0.6636
0.618 0.6620
0.500 0.6615
0.382 0.6609
LOW 0.6593
0.618 0.6566
1.000 0.6550
1.618 0.6523
2.618 0.6480
4.250 0.6410
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 0.6616 0.6612
PP 0.6615 0.6609
S1 0.6615 0.6605

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

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