CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Apr-2024
Day Change Summary
Previous Current
26-Apr-2024 29-Apr-2024 Change Change % Previous Week
Open 0.6529 0.6544 0.0015 0.2% 0.6430
High 0.6565 0.6597 0.0032 0.5% 0.6565
Low 0.6527 0.6542 0.0015 0.2% 0.6425
Close 0.6549 0.6579 0.0030 0.5% 0.6549
Range 0.0038 0.0055 0.0017 45.3% 0.0140
ATR 0.0053 0.0053 0.0000 0.2% 0.0000
Volume 120,526 134,728 14,202 11.8% 512,078
Daily Pivots for day following 29-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6736 0.6712 0.6608
R3 0.6681 0.6657 0.6593
R2 0.6627 0.6627 0.6588
R1 0.6603 0.6603 0.6583 0.6615
PP 0.6572 0.6572 0.6572 0.6578
S1 0.6548 0.6548 0.6574 0.6560
S2 0.6518 0.6518 0.6569
S3 0.6463 0.6494 0.6564
S4 0.6409 0.6439 0.6549
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6931 0.6880 0.6626
R3 0.6792 0.6740 0.6587
R2 0.6652 0.6652 0.6575
R1 0.6601 0.6601 0.6562 0.6627
PP 0.6513 0.6513 0.6513 0.6526
S1 0.6461 0.6461 0.6536 0.6487
S2 0.6373 0.6373 0.6523
S3 0.6234 0.6322 0.6511
S4 0.6094 0.6182 0.6472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6597 0.6452 0.0145 2.2% 0.0048 0.7% 88% True False 112,153
10 0.6597 0.6373 0.0224 3.4% 0.0050 0.8% 92% True False 108,525
20 0.6658 0.6373 0.0285 4.3% 0.0056 0.9% 72% False False 110,712
40 0.6687 0.6373 0.0314 4.8% 0.0053 0.8% 66% False False 88,045
60 0.6687 0.6373 0.0314 4.8% 0.0051 0.8% 66% False False 58,824
80 0.6785 0.6373 0.0412 6.3% 0.0051 0.8% 50% False False 44,151
100 0.6900 0.6373 0.0527 8.0% 0.0051 0.8% 39% False False 35,340
120 0.6900 0.6373 0.0527 8.0% 0.0047 0.7% 39% False False 29,455
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6828
2.618 0.6739
1.618 0.6685
1.000 0.6651
0.618 0.6630
HIGH 0.6597
0.618 0.6576
0.500 0.6569
0.382 0.6563
LOW 0.6542
0.618 0.6508
1.000 0.6488
1.618 0.6454
2.618 0.6399
4.250 0.6310
Fisher Pivots for day following 29-Apr-2024
Pivot 1 day 3 day
R1 0.6575 0.6568
PP 0.6572 0.6557
S1 0.6569 0.6546

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

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