CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6577 |
0.6602 |
0.0025 |
0.4% |
0.6532 |
| High |
0.6633 |
0.6607 |
-0.0027 |
-0.4% |
0.6633 |
| Low |
0.6577 |
0.6563 |
-0.0014 |
-0.2% |
0.6495 |
| Close |
0.6614 |
0.6595 |
-0.0019 |
-0.3% |
0.6595 |
| Range |
0.0056 |
0.0044 |
-0.0013 |
-22.3% |
0.0138 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.1% |
0.0000 |
| Volume |
117,179 |
107,147 |
-10,032 |
-8.6% |
482,415 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6719 |
0.6700 |
0.6618 |
|
| R3 |
0.6675 |
0.6657 |
0.6606 |
|
| R2 |
0.6632 |
0.6632 |
0.6602 |
|
| R1 |
0.6613 |
0.6613 |
0.6598 |
0.6601 |
| PP |
0.6588 |
0.6588 |
0.6588 |
0.6582 |
| S1 |
0.6570 |
0.6570 |
0.6591 |
0.6557 |
| S2 |
0.6545 |
0.6545 |
0.6587 |
|
| S3 |
0.6501 |
0.6526 |
0.6583 |
|
| S4 |
0.6458 |
0.6483 |
0.6571 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6988 |
0.6929 |
0.6670 |
|
| R3 |
0.6850 |
0.6791 |
0.6632 |
|
| R2 |
0.6712 |
0.6712 |
0.6620 |
|
| R1 |
0.6653 |
0.6653 |
0.6607 |
0.6683 |
| PP |
0.6574 |
0.6574 |
0.6574 |
0.6589 |
| S1 |
0.6515 |
0.6515 |
0.6582 |
0.6545 |
| S2 |
0.6436 |
0.6436 |
0.6569 |
|
| S3 |
0.6298 |
0.6377 |
0.6557 |
|
| S4 |
0.6160 |
0.6239 |
0.6519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6633 |
0.6495 |
0.0138 |
2.1% |
0.0053 |
0.8% |
72% |
False |
False |
96,483 |
| 10 |
0.6633 |
0.6495 |
0.0138 |
2.1% |
0.0048 |
0.7% |
72% |
False |
False |
88,972 |
| 20 |
0.6687 |
0.6495 |
0.0192 |
2.9% |
0.0049 |
0.7% |
52% |
False |
False |
84,235 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0048 |
0.7% |
58% |
False |
False |
43,034 |
| 60 |
0.6762 |
0.6468 |
0.0295 |
4.5% |
0.0048 |
0.7% |
43% |
False |
False |
28,746 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
29% |
False |
False |
21,583 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0047 |
0.7% |
40% |
False |
False |
17,275 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0042 |
0.6% |
45% |
False |
False |
14,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6791 |
|
2.618 |
0.6720 |
|
1.618 |
0.6677 |
|
1.000 |
0.6650 |
|
0.618 |
0.6633 |
|
HIGH |
0.6607 |
|
0.618 |
0.6590 |
|
0.500 |
0.6585 |
|
0.382 |
0.6580 |
|
LOW |
0.6563 |
|
0.618 |
0.6536 |
|
1.000 |
0.6520 |
|
1.618 |
0.6493 |
|
2.618 |
0.6449 |
|
4.250 |
0.6378 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6591 |
0.6588 |
| PP |
0.6588 |
0.6582 |
| S1 |
0.6585 |
0.6575 |
|