CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 0.6682 0.6653 -0.0029 -0.4% 0.6599
High 0.6693 0.6659 -0.0035 -0.5% 0.6723
Low 0.6644 0.6609 -0.0035 -0.5% 0.6594
Close 0.6656 0.6631 -0.0025 -0.4% 0.6631
Range 0.0050 0.0050 0.0001 1.0% 0.0129
ATR 0.0055 0.0055 0.0000 -0.6% 0.0000
Volume 96,375 114,418 18,043 18.7% 490,772
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6783 0.6757 0.6658
R3 0.6733 0.6707 0.6644
R2 0.6683 0.6683 0.6640
R1 0.6657 0.6657 0.6635 0.6645
PP 0.6633 0.6633 0.6633 0.6627
S1 0.6607 0.6607 0.6626 0.6595
S2 0.6583 0.6583 0.6621
S3 0.6533 0.6557 0.6617
S4 0.6483 0.6507 0.6603
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7035 0.6961 0.6701
R3 0.6906 0.6833 0.6666
R2 0.6778 0.6778 0.6654
R1 0.6704 0.6704 0.6642 0.6741
PP 0.6649 0.6649 0.6649 0.6667
S1 0.6576 0.6576 0.6619 0.6612
S2 0.6521 0.6521 0.6607
S3 0.6392 0.6447 0.6595
S4 0.6264 0.6319 0.6560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6723 0.6594 0.0129 1.9% 0.0053 0.8% 28% False False 98,154
10 0.6723 0.6594 0.0129 1.9% 0.0058 0.9% 28% False False 53,593
20 0.6728 0.6594 0.0134 2.0% 0.0054 0.8% 27% False False 27,301
40 0.6731 0.6390 0.0341 5.1% 0.0053 0.8% 71% False False 13,767
60 0.6731 0.6390 0.0341 5.1% 0.0052 0.8% 71% False False 9,208
80 0.6731 0.6390 0.0341 5.1% 0.0046 0.7% 71% False False 6,918
100 0.6731 0.6390 0.0341 5.1% 0.0041 0.6% 71% False False 5,536
120 0.6881 0.6390 0.0491 7.4% 0.0038 0.6% 49% False False 4,614
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6871
2.618 0.6789
1.618 0.6739
1.000 0.6709
0.618 0.6689
HIGH 0.6659
0.618 0.6639
0.500 0.6634
0.382 0.6628
LOW 0.6609
0.618 0.6578
1.000 0.6559
1.618 0.6528
2.618 0.6478
4.250 0.6396
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 0.6634 0.6666
PP 0.6633 0.6654
S1 0.6632 0.6642

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

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