CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6617 |
0.6642 |
0.0025 |
0.4% |
0.6532 |
| High |
0.6658 |
0.6645 |
-0.0013 |
-0.2% |
0.6633 |
| Low |
0.6612 |
0.6512 |
-0.0100 |
-1.5% |
0.6495 |
| Close |
0.6634 |
0.6515 |
-0.0120 |
-1.8% |
0.6595 |
| Range |
0.0046 |
0.0133 |
0.0087 |
191.2% |
0.0138 |
| ATR |
0.0050 |
0.0056 |
0.0006 |
11.9% |
0.0000 |
| Volume |
90,054 |
190,681 |
100,627 |
111.7% |
482,415 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6955 |
0.6867 |
0.6587 |
|
| R3 |
0.6822 |
0.6735 |
0.6551 |
|
| R2 |
0.6690 |
0.6690 |
0.6539 |
|
| R1 |
0.6602 |
0.6602 |
0.6527 |
0.6580 |
| PP |
0.6557 |
0.6557 |
0.6557 |
0.6546 |
| S1 |
0.6470 |
0.6470 |
0.6502 |
0.6447 |
| S2 |
0.6425 |
0.6425 |
0.6490 |
|
| S3 |
0.6292 |
0.6337 |
0.6478 |
|
| S4 |
0.6160 |
0.6205 |
0.6442 |
|
|
| 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 |
0.6512 |
0.0146 |
2.2% |
0.0066 |
1.0% |
2% |
False |
True |
115,465 |
| 10 |
0.6658 |
0.6495 |
0.0163 |
2.5% |
0.0058 |
0.9% |
12% |
False |
False |
100,992 |
| 20 |
0.6658 |
0.6495 |
0.0163 |
2.5% |
0.0054 |
0.8% |
12% |
False |
False |
96,702 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0051 |
0.8% |
21% |
False |
False |
51,847 |
| 60 |
0.6728 |
0.6468 |
0.0261 |
4.0% |
0.0050 |
0.8% |
18% |
False |
False |
34,626 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
11% |
False |
False |
25,993 |
| 100 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
11% |
False |
False |
20,805 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0043 |
0.7% |
31% |
False |
False |
17,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7208 |
|
2.618 |
0.6991 |
|
1.618 |
0.6859 |
|
1.000 |
0.6777 |
|
0.618 |
0.6726 |
|
HIGH |
0.6645 |
|
0.618 |
0.6594 |
|
0.500 |
0.6578 |
|
0.382 |
0.6563 |
|
LOW |
0.6512 |
|
0.618 |
0.6430 |
|
1.000 |
0.6380 |
|
1.618 |
0.6298 |
|
2.618 |
0.6165 |
|
4.250 |
0.5949 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6578 |
0.6585 |
| PP |
0.6557 |
0.6561 |
| S1 |
0.6536 |
0.6538 |
|