CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6548 |
0.6549 |
0.0001 |
0.0% |
0.6530 |
| High |
0.6553 |
0.6556 |
0.0003 |
0.0% |
0.6575 |
| Low |
0.6526 |
0.6500 |
-0.0026 |
-0.4% |
0.6500 |
| Close |
0.6544 |
0.6533 |
-0.0011 |
-0.2% |
0.6533 |
| Range |
0.0028 |
0.0056 |
0.0029 |
103.6% |
0.0075 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.3% |
0.0000 |
| Volume |
69,448 |
105,058 |
35,610 |
51.3% |
304,021 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6697 |
0.6671 |
0.6564 |
|
| R3 |
0.6641 |
0.6615 |
0.6548 |
|
| R2 |
0.6585 |
0.6585 |
0.6543 |
|
| R1 |
0.6559 |
0.6559 |
0.6538 |
0.6544 |
| PP |
0.6529 |
0.6529 |
0.6529 |
0.6522 |
| S1 |
0.6503 |
0.6503 |
0.6528 |
0.6488 |
| S2 |
0.6473 |
0.6473 |
0.6523 |
|
| S3 |
0.6417 |
0.6447 |
0.6518 |
|
| S4 |
0.6361 |
0.6391 |
0.6502 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6761 |
0.6722 |
0.6574 |
|
| R3 |
0.6686 |
0.6647 |
0.6554 |
|
| R2 |
0.6611 |
0.6611 |
0.6547 |
|
| R1 |
0.6572 |
0.6572 |
0.6540 |
0.6591 |
| PP |
0.6536 |
0.6536 |
0.6536 |
0.6545 |
| S1 |
0.6497 |
0.6497 |
0.6526 |
0.6516 |
| S2 |
0.6461 |
0.6461 |
0.6519 |
|
| S3 |
0.6386 |
0.6422 |
0.6512 |
|
| S4 |
0.6311 |
0.6347 |
0.6492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6593 |
0.6500 |
0.0093 |
1.4% |
0.0043 |
0.7% |
36% |
False |
True |
81,461 |
| 10 |
0.6651 |
0.6500 |
0.0151 |
2.3% |
0.0048 |
0.7% |
22% |
False |
True |
86,000 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0049 |
0.7% |
19% |
False |
False |
61,663 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0048 |
0.7% |
30% |
False |
False |
31,010 |
| 60 |
0.6799 |
0.6468 |
0.0331 |
5.1% |
0.0049 |
0.7% |
20% |
False |
False |
20,711 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
15% |
False |
False |
15,557 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0046 |
0.7% |
28% |
False |
False |
12,452 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0041 |
0.6% |
34% |
False |
False |
10,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6794 |
|
2.618 |
0.6702 |
|
1.618 |
0.6646 |
|
1.000 |
0.6612 |
|
0.618 |
0.6590 |
|
HIGH |
0.6556 |
|
0.618 |
0.6534 |
|
0.500 |
0.6528 |
|
0.382 |
0.6521 |
|
LOW |
0.6500 |
|
0.618 |
0.6465 |
|
1.000 |
0.6444 |
|
1.618 |
0.6409 |
|
2.618 |
0.6353 |
|
4.250 |
0.6262 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6531 |
0.6537 |
| PP |
0.6529 |
0.6536 |
| S1 |
0.6528 |
0.6534 |
|