CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6642 |
0.6525 |
-0.0117 |
-1.8% |
0.6532 |
| High |
0.6645 |
0.6565 |
-0.0080 |
-1.2% |
0.6633 |
| Low |
0.6512 |
0.6515 |
0.0003 |
0.0% |
0.6495 |
| Close |
0.6515 |
0.6552 |
0.0038 |
0.6% |
0.6595 |
| Range |
0.0133 |
0.0051 |
-0.0082 |
-61.9% |
0.0138 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
190,681 |
122,864 |
-67,817 |
-35.6% |
482,415 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6695 |
0.6674 |
0.6580 |
|
| R3 |
0.6645 |
0.6624 |
0.6566 |
|
| R2 |
0.6594 |
0.6594 |
0.6561 |
|
| R1 |
0.6573 |
0.6573 |
0.6557 |
0.6584 |
| PP |
0.6544 |
0.6544 |
0.6544 |
0.6549 |
| S1 |
0.6523 |
0.6523 |
0.6547 |
0.6533 |
| S2 |
0.6493 |
0.6493 |
0.6543 |
|
| S3 |
0.6443 |
0.6472 |
0.6538 |
|
| S4 |
0.6392 |
0.6422 |
0.6524 |
|
|
| 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% |
0.0065 |
1.0% |
27% |
False |
False |
116,602 |
| 10 |
0.6658 |
0.6495 |
0.0163 |
2.5% |
0.0060 |
0.9% |
35% |
False |
False |
106,333 |
| 20 |
0.6658 |
0.6495 |
0.0163 |
2.5% |
0.0054 |
0.8% |
35% |
False |
False |
95,052 |
| 40 |
0.6687 |
0.6473 |
0.0214 |
3.3% |
0.0050 |
0.8% |
37% |
False |
False |
54,910 |
| 60 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0049 |
0.7% |
39% |
False |
False |
36,668 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
20% |
False |
False |
27,526 |
| 100 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
20% |
False |
False |
22,034 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0044 |
0.7% |
37% |
False |
False |
18,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6780 |
|
2.618 |
0.6697 |
|
1.618 |
0.6647 |
|
1.000 |
0.6616 |
|
0.618 |
0.6596 |
|
HIGH |
0.6565 |
|
0.618 |
0.6546 |
|
0.500 |
0.6540 |
|
0.382 |
0.6534 |
|
LOW |
0.6515 |
|
0.618 |
0.6483 |
|
1.000 |
0.6464 |
|
1.618 |
0.6433 |
|
2.618 |
0.6382 |
|
4.250 |
0.6300 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6548 |
0.6585 |
| PP |
0.6544 |
0.6574 |
| S1 |
0.6540 |
0.6563 |
|