CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6602 |
0.6590 |
-0.0012 |
-0.2% |
0.6532 |
| High |
0.6607 |
0.6624 |
0.0017 |
0.3% |
0.6633 |
| Low |
0.6563 |
0.6573 |
0.0010 |
0.2% |
0.6495 |
| Close |
0.6595 |
0.6618 |
0.0024 |
0.4% |
0.6595 |
| Range |
0.0044 |
0.0051 |
0.0007 |
16.1% |
0.0138 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.1% |
0.0000 |
| Volume |
107,147 |
72,264 |
-34,883 |
-32.6% |
482,415 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6756 |
0.6738 |
0.6646 |
|
| R3 |
0.6706 |
0.6687 |
0.6632 |
|
| R2 |
0.6655 |
0.6655 |
0.6627 |
|
| R1 |
0.6637 |
0.6637 |
0.6623 |
0.6646 |
| PP |
0.6605 |
0.6605 |
0.6605 |
0.6610 |
| S1 |
0.6586 |
0.6586 |
0.6613 |
0.6596 |
| S2 |
0.6554 |
0.6554 |
0.6609 |
|
| S3 |
0.6504 |
0.6536 |
0.6604 |
|
| S4 |
0.6453 |
0.6485 |
0.6590 |
|
|
| 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 |
0.6497 |
0.0137 |
2.1% |
0.0052 |
0.8% |
89% |
False |
False |
95,886 |
| 10 |
0.6633 |
0.6495 |
0.0138 |
2.1% |
0.0047 |
0.7% |
89% |
False |
False |
85,870 |
| 20 |
0.6658 |
0.6495 |
0.0163 |
2.5% |
0.0049 |
0.7% |
75% |
False |
False |
87,580 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0048 |
0.7% |
69% |
False |
False |
44,836 |
| 60 |
0.6762 |
0.6468 |
0.0295 |
4.4% |
0.0049 |
0.7% |
51% |
False |
False |
29,951 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0050 |
0.8% |
35% |
False |
False |
22,486 |
| 100 |
0.6900 |
0.6410 |
0.0490 |
7.4% |
0.0047 |
0.7% |
42% |
False |
False |
17,998 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0042 |
0.6% |
49% |
False |
False |
14,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6838 |
|
2.618 |
0.6756 |
|
1.618 |
0.6705 |
|
1.000 |
0.6674 |
|
0.618 |
0.6655 |
|
HIGH |
0.6624 |
|
0.618 |
0.6604 |
|
0.500 |
0.6598 |
|
0.382 |
0.6592 |
|
LOW |
0.6573 |
|
0.618 |
0.6542 |
|
1.000 |
0.6523 |
|
1.618 |
0.6491 |
|
2.618 |
0.6441 |
|
4.250 |
0.6358 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6611 |
0.6611 |
| PP |
0.6605 |
0.6605 |
| S1 |
0.6598 |
0.6598 |
|