CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 0.6699 0.6684 -0.0015 -0.2% 0.6611
High 0.6721 0.6707 -0.0014 -0.2% 0.6721
Low 0.6661 0.6655 -0.0006 -0.1% 0.6586
Close 0.6686 0.6704 0.0018 0.3% 0.6704
Range 0.0060 0.0053 -0.0008 -12.5% 0.0135
ATR 0.0056 0.0056 0.0000 -0.4% 0.0000
Volume 113,252 86,124 -27,128 -24.0% 516,854
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.6846 0.6828 0.6733
R3 0.6794 0.6775 0.6718
R2 0.6741 0.6741 0.6714
R1 0.6723 0.6723 0.6709 0.6732
PP 0.6689 0.6689 0.6689 0.6693
S1 0.6670 0.6670 0.6699 0.6679
S2 0.6636 0.6636 0.6694
S3 0.6584 0.6618 0.6690
S4 0.6531 0.6565 0.6675
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7074 0.7023 0.6778
R3 0.6939 0.6889 0.6741
R2 0.6805 0.6805 0.6729
R1 0.6754 0.6754 0.6716 0.6780
PP 0.6670 0.6670 0.6670 0.6683
S1 0.6620 0.6620 0.6692 0.6645
S2 0.6536 0.6536 0.6679
S3 0.6401 0.6485 0.6667
S4 0.6267 0.6351 0.6630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6721 0.6586 0.0135 2.0% 0.0056 0.8% 88% False False 103,370
10 0.6721 0.6566 0.0155 2.3% 0.0049 0.7% 89% False False 100,349
20 0.6721 0.6425 0.0296 4.4% 0.0055 0.8% 94% False False 111,071
40 0.6721 0.6373 0.0348 5.2% 0.0056 0.8% 95% False False 106,785
60 0.6721 0.6373 0.0348 5.2% 0.0053 0.8% 95% False False 85,003
80 0.6721 0.6373 0.0348 5.2% 0.0052 0.8% 95% False False 63,813
100 0.6900 0.6373 0.0527 7.9% 0.0052 0.8% 63% False False 51,072
120 0.6900 0.6373 0.0527 7.9% 0.0051 0.8% 63% False False 42,575
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6930
2.618 0.6844
1.618 0.6792
1.000 0.6760
0.618 0.6739
HIGH 0.6707
0.618 0.6687
0.500 0.6681
0.382 0.6675
LOW 0.6655
0.618 0.6622
1.000 0.6602
1.618 0.6570
2.618 0.6517
4.250 0.6431
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 0.6696 0.6694
PP 0.6689 0.6684
S1 0.6681 0.6674

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

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