CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6532 |
0.6504 |
-0.0028 |
-0.4% |
0.6530 |
| High |
0.6554 |
0.6538 |
-0.0016 |
-0.2% |
0.6575 |
| Low |
0.6495 |
0.6497 |
0.0002 |
0.0% |
0.6500 |
| Close |
0.6498 |
0.6525 |
0.0027 |
0.4% |
0.6533 |
| Range |
0.0059 |
0.0042 |
-0.0018 |
-29.7% |
0.0075 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
75,246 |
85,347 |
10,101 |
13.4% |
304,021 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6644 |
0.6626 |
0.6547 |
|
| R3 |
0.6603 |
0.6584 |
0.6536 |
|
| R2 |
0.6561 |
0.6561 |
0.6532 |
|
| R1 |
0.6543 |
0.6543 |
0.6528 |
0.6552 |
| PP |
0.6520 |
0.6520 |
0.6520 |
0.6524 |
| S1 |
0.6501 |
0.6501 |
0.6521 |
0.6511 |
| S2 |
0.6478 |
0.6478 |
0.6517 |
|
| S3 |
0.6437 |
0.6460 |
0.6513 |
|
| S4 |
0.6395 |
0.6418 |
0.6502 |
|
|
| Weekly Pivots for week ending 29-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 |
0.6575 |
0.6495 |
0.0080 |
1.2% |
0.0043 |
0.7% |
37% |
False |
False |
78,773 |
| 10 |
0.6651 |
0.6495 |
0.0156 |
2.4% |
0.0053 |
0.8% |
19% |
False |
False |
89,768 |
| 20 |
0.6687 |
0.6495 |
0.0192 |
2.9% |
0.0050 |
0.8% |
15% |
False |
False |
69,531 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0046 |
0.7% |
26% |
False |
False |
35,008 |
| 60 |
0.6776 |
0.6468 |
0.0308 |
4.7% |
0.0049 |
0.7% |
19% |
False |
False |
23,386 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
13% |
False |
False |
17,563 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.9% |
0.0046 |
0.7% |
27% |
False |
False |
14,057 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0041 |
0.6% |
32% |
False |
False |
11,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6714 |
|
2.618 |
0.6647 |
|
1.618 |
0.6605 |
|
1.000 |
0.6580 |
|
0.618 |
0.6564 |
|
HIGH |
0.6538 |
|
0.618 |
0.6522 |
|
0.500 |
0.6517 |
|
0.382 |
0.6512 |
|
LOW |
0.6497 |
|
0.618 |
0.6471 |
|
1.000 |
0.6455 |
|
1.618 |
0.6429 |
|
2.618 |
0.6388 |
|
4.250 |
0.6320 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6522 |
0.6525 |
| PP |
0.6520 |
0.6525 |
| S1 |
0.6517 |
0.6525 |
|