CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6504 |
0.6532 |
0.0028 |
0.4% |
0.6530 |
| High |
0.6538 |
0.6584 |
0.0046 |
0.7% |
0.6575 |
| Low |
0.6497 |
0.6518 |
0.0021 |
0.3% |
0.6500 |
| Close |
0.6525 |
0.6582 |
0.0057 |
0.9% |
0.6533 |
| Range |
0.0042 |
0.0067 |
0.0025 |
60.2% |
0.0075 |
| ATR |
0.0048 |
0.0050 |
0.0001 |
2.7% |
0.0000 |
| Volume |
85,347 |
97,496 |
12,149 |
14.2% |
304,021 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6761 |
0.6738 |
0.6618 |
|
| R3 |
0.6694 |
0.6671 |
0.6600 |
|
| R2 |
0.6628 |
0.6628 |
0.6594 |
|
| R1 |
0.6605 |
0.6605 |
0.6588 |
0.6616 |
| PP |
0.6561 |
0.6561 |
0.6561 |
0.6567 |
| S1 |
0.6538 |
0.6538 |
0.6575 |
0.6550 |
| S2 |
0.6495 |
0.6495 |
0.6569 |
|
| S3 |
0.6428 |
0.6472 |
0.6563 |
|
| S4 |
0.6362 |
0.6405 |
0.6545 |
|
|
| 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 |
0.6584 |
0.6495 |
0.0089 |
1.4% |
0.0050 |
0.8% |
97% |
True |
False |
86,519 |
| 10 |
0.6651 |
0.6495 |
0.0156 |
2.4% |
0.0053 |
0.8% |
56% |
False |
False |
89,442 |
| 20 |
0.6687 |
0.6495 |
0.0192 |
2.9% |
0.0052 |
0.8% |
45% |
False |
False |
73,714 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0047 |
0.7% |
52% |
False |
False |
37,433 |
| 60 |
0.6762 |
0.6468 |
0.0295 |
4.5% |
0.0048 |
0.7% |
39% |
False |
False |
25,009 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
26% |
False |
False |
18,780 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0046 |
0.7% |
38% |
False |
False |
15,032 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0042 |
0.6% |
43% |
False |
False |
12,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6867 |
|
2.618 |
0.6758 |
|
1.618 |
0.6692 |
|
1.000 |
0.6651 |
|
0.618 |
0.6625 |
|
HIGH |
0.6584 |
|
0.618 |
0.6559 |
|
0.500 |
0.6551 |
|
0.382 |
0.6543 |
|
LOW |
0.6518 |
|
0.618 |
0.6476 |
|
1.000 |
0.6451 |
|
1.618 |
0.6410 |
|
2.618 |
0.6343 |
|
4.250 |
0.6235 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6571 |
0.6568 |
| PP |
0.6561 |
0.6554 |
| S1 |
0.6551 |
0.6540 |
|