CME Australian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 0.6446 0.6432 -0.0015 -0.2% 0.6476
High 0.6467 0.6444 -0.0023 -0.4% 0.6505
Low 0.6428 0.6373 -0.0055 -0.8% 0.6373
Close 0.6431 0.6428 -0.0003 0.0% 0.6428
Range 0.0040 0.0071 0.0032 79.7% 0.0132
ATR 0.0055 0.0056 0.0001 2.0% 0.0000
Volume 76,811 120,611 43,800 57.0% 547,715
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6628 0.6599 0.6467
R3 0.6557 0.6528 0.6447
R2 0.6486 0.6486 0.6441
R1 0.6457 0.6457 0.6434 0.6436
PP 0.6415 0.6415 0.6415 0.6404
S1 0.6386 0.6386 0.6421 0.6365
S2 0.6344 0.6344 0.6414
S3 0.6273 0.6315 0.6408
S4 0.6202 0.6244 0.6388
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6831 0.6761 0.6500
R3 0.6699 0.6629 0.6464
R2 0.6567 0.6567 0.6452
R1 0.6497 0.6497 0.6440 0.6466
PP 0.6435 0.6435 0.6435 0.6420
S1 0.6365 0.6365 0.6415 0.6334
S2 0.6303 0.6303 0.6403
S3 0.6171 0.6233 0.6391
S4 0.6039 0.6101 0.6355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6505 0.6373 0.0132 2.1% 0.0054 0.8% 41% False True 109,543
10 0.6658 0.6373 0.0285 4.4% 0.0063 1.0% 19% False True 115,178
20 0.6658 0.6373 0.0285 4.4% 0.0056 0.9% 19% False True 102,075
40 0.6687 0.6373 0.0314 4.9% 0.0051 0.8% 17% False True 71,757
60 0.6687 0.6373 0.0314 4.9% 0.0051 0.8% 17% False True 47,919
80 0.6900 0.6373 0.0527 8.2% 0.0051 0.8% 10% False True 35,966
100 0.6900 0.6373 0.0527 8.2% 0.0051 0.8% 10% False True 28,791
120 0.6900 0.6370 0.0531 8.3% 0.0046 0.7% 11% False False 23,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6746
2.618 0.6630
1.618 0.6559
1.000 0.6515
0.618 0.6488
HIGH 0.6444
0.618 0.6417
0.500 0.6409
0.382 0.6400
LOW 0.6373
0.618 0.6329
1.000 0.6302
1.618 0.6258
2.618 0.6187
4.250 0.6071
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 0.6421 0.6425
PP 0.6415 0.6423
S1 0.6409 0.6420

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

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