CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6590 |
0.6617 |
0.0027 |
0.4% |
0.6532 |
| High |
0.6624 |
0.6658 |
0.0034 |
0.5% |
0.6633 |
| Low |
0.6573 |
0.6612 |
0.0039 |
0.6% |
0.6495 |
| Close |
0.6618 |
0.6634 |
0.0016 |
0.2% |
0.6595 |
| Range |
0.0051 |
0.0046 |
-0.0005 |
-9.9% |
0.0138 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
72,264 |
90,054 |
17,790 |
24.6% |
482,415 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6771 |
0.6748 |
0.6659 |
|
| R3 |
0.6726 |
0.6703 |
0.6647 |
|
| R2 |
0.6680 |
0.6680 |
0.6642 |
|
| R1 |
0.6657 |
0.6657 |
0.6638 |
0.6669 |
| PP |
0.6635 |
0.6635 |
0.6635 |
0.6640 |
| S1 |
0.6612 |
0.6612 |
0.6630 |
0.6623 |
| S2 |
0.6589 |
0.6589 |
0.6626 |
|
| S3 |
0.6544 |
0.6566 |
0.6621 |
|
| S4 |
0.6498 |
0.6521 |
0.6609 |
|
|
| 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 |
0.6658 |
0.6518 |
0.0140 |
2.1% |
0.0052 |
0.8% |
83% |
True |
False |
96,828 |
| 10 |
0.6658 |
0.6495 |
0.0163 |
2.4% |
0.0048 |
0.7% |
86% |
True |
False |
87,800 |
| 20 |
0.6658 |
0.6495 |
0.0163 |
2.5% |
0.0050 |
0.7% |
85% |
False |
False |
90,129 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0048 |
0.7% |
76% |
False |
False |
47,084 |
| 60 |
0.6755 |
0.6468 |
0.0287 |
4.3% |
0.0048 |
0.7% |
58% |
False |
False |
31,449 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0050 |
0.8% |
38% |
False |
False |
23,610 |
| 100 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0048 |
0.7% |
38% |
False |
False |
18,898 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0042 |
0.6% |
52% |
False |
False |
15,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6851 |
|
2.618 |
0.6777 |
|
1.618 |
0.6731 |
|
1.000 |
0.6703 |
|
0.618 |
0.6686 |
|
HIGH |
0.6658 |
|
0.618 |
0.6640 |
|
0.500 |
0.6635 |
|
0.382 |
0.6629 |
|
LOW |
0.6612 |
|
0.618 |
0.6584 |
|
1.000 |
0.6567 |
|
1.618 |
0.6538 |
|
2.618 |
0.6493 |
|
4.250 |
0.6419 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6635 |
0.6626 |
| PP |
0.6635 |
0.6618 |
| S1 |
0.6634 |
0.6610 |
|