CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6615 |
0.6633 |
0.0018 |
0.3% |
0.6617 |
| High |
0.6635 |
0.6705 |
0.0071 |
1.1% |
0.6652 |
| Low |
0.6586 |
0.6628 |
0.0042 |
0.6% |
0.6566 |
| Close |
0.6631 |
0.6697 |
0.0066 |
1.0% |
0.6613 |
| Range |
0.0049 |
0.0077 |
0.0029 |
58.8% |
0.0086 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
3.1% |
0.0000 |
| Volume |
98,086 |
144,246 |
46,160 |
47.1% |
486,641 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6908 |
0.6879 |
0.6739 |
|
| R3 |
0.6831 |
0.6802 |
0.6718 |
|
| R2 |
0.6754 |
0.6754 |
0.6711 |
|
| R1 |
0.6725 |
0.6725 |
0.6704 |
0.6739 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6684 |
| S1 |
0.6648 |
0.6648 |
0.6689 |
0.6662 |
| S2 |
0.6600 |
0.6600 |
0.6682 |
|
| S3 |
0.6523 |
0.6571 |
0.6675 |
|
| S4 |
0.6446 |
0.6494 |
0.6654 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6868 |
0.6827 |
0.6660 |
|
| R3 |
0.6782 |
0.6741 |
0.6637 |
|
| R2 |
0.6696 |
0.6696 |
0.6629 |
|
| R1 |
0.6655 |
0.6655 |
0.6621 |
0.6633 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6599 |
| S1 |
0.6569 |
0.6569 |
0.6605 |
0.6547 |
| S2 |
0.6524 |
0.6524 |
0.6597 |
|
| S3 |
0.6438 |
0.6483 |
0.6589 |
|
| S4 |
0.6352 |
0.6397 |
0.6566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6705 |
0.6574 |
0.0132 |
2.0% |
0.0050 |
0.8% |
94% |
True |
False |
98,420 |
| 10 |
0.6705 |
0.6525 |
0.0181 |
2.7% |
0.0054 |
0.8% |
95% |
True |
False |
108,903 |
| 20 |
0.6705 |
0.6373 |
0.0332 |
5.0% |
0.0055 |
0.8% |
97% |
True |
False |
111,398 |
| 40 |
0.6705 |
0.6373 |
0.0332 |
5.0% |
0.0056 |
0.8% |
97% |
True |
False |
107,526 |
| 60 |
0.6705 |
0.6373 |
0.0332 |
5.0% |
0.0052 |
0.8% |
97% |
True |
False |
81,702 |
| 80 |
0.6705 |
0.6373 |
0.0332 |
5.0% |
0.0052 |
0.8% |
97% |
True |
False |
61,324 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
61% |
False |
False |
49,081 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0051 |
0.8% |
61% |
False |
False |
40,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7032 |
|
2.618 |
0.6907 |
|
1.618 |
0.6830 |
|
1.000 |
0.6782 |
|
0.618 |
0.6753 |
|
HIGH |
0.6705 |
|
0.618 |
0.6676 |
|
0.500 |
0.6667 |
|
0.382 |
0.6657 |
|
LOW |
0.6628 |
|
0.618 |
0.6580 |
|
1.000 |
0.6551 |
|
1.618 |
0.6503 |
|
2.618 |
0.6426 |
|
4.250 |
0.6301 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6687 |
0.6680 |
| PP |
0.6677 |
0.6663 |
| S1 |
0.6667 |
0.6646 |
|