CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 0.6479 0.6517 0.0039 0.6% 0.6521
High 0.6515 0.6552 0.0037 0.6% 0.6564
Low 0.6473 0.6502 0.0029 0.4% 0.6495
Close 0.6514 0.6546 0.0032 0.5% 0.6545
Range 0.0042 0.0050 0.0008 19.0% 0.0069
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 65 173 108 166.2% 1,110
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6683 0.6664 0.6573
R3 0.6633 0.6614 0.6559
R2 0.6583 0.6583 0.6555
R1 0.6564 0.6564 0.6550 0.6574
PP 0.6533 0.6533 0.6533 0.6538
S1 0.6514 0.6514 0.6541 0.6524
S2 0.6483 0.6483 0.6536
S3 0.6433 0.6464 0.6532
S4 0.6383 0.6414 0.6518
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6741 0.6712 0.6582
R3 0.6672 0.6643 0.6563
R2 0.6603 0.6603 0.6557
R1 0.6574 0.6574 0.6551 0.6589
PP 0.6534 0.6534 0.6534 0.6542
S1 0.6505 0.6505 0.6538 0.6520
S2 0.6465 0.6465 0.6532
S3 0.6396 0.6436 0.6526
S4 0.6327 0.6367 0.6507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6563 0.6468 0.0095 1.5% 0.0049 0.7% 82% False False 173
10 0.6634 0.6468 0.0167 2.5% 0.0051 0.8% 47% False False 204
20 0.6647 0.6468 0.0179 2.7% 0.0047 0.7% 44% False False 173
40 0.6900 0.6468 0.0433 6.6% 0.0051 0.8% 18% False False 145
60 0.6900 0.6468 0.0433 6.6% 0.0049 0.7% 18% False False 120
80 0.6900 0.6353 0.0548 8.4% 0.0041 0.6% 35% False False 92
100 0.6900 0.6345 0.0555 8.5% 0.0038 0.6% 36% False False 74
120 0.6900 0.6345 0.0555 8.5% 0.0034 0.5% 36% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6764
2.618 0.6682
1.618 0.6632
1.000 0.6602
0.618 0.6582
HIGH 0.6552
0.618 0.6532
0.500 0.6527
0.382 0.6521
LOW 0.6502
0.618 0.6471
1.000 0.6452
1.618 0.6421
2.618 0.6371
4.250 0.6289
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 0.6539 0.6534
PP 0.6533 0.6523
S1 0.6527 0.6511

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

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