CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 12-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.6525 |
0.6551 |
0.0026 |
0.4% |
0.6590 |
High |
0.6565 |
0.6556 |
-0.0010 |
-0.1% |
0.6658 |
Low |
0.6515 |
0.6468 |
-0.0047 |
-0.7% |
0.6468 |
Close |
0.6552 |
0.6469 |
-0.0083 |
-1.3% |
0.6469 |
Range |
0.0051 |
0.0088 |
0.0037 |
73.3% |
0.0190 |
ATR |
0.0055 |
0.0058 |
0.0002 |
4.2% |
0.0000 |
Volume |
122,864 |
128,206 |
5,342 |
4.3% |
604,069 |
|
Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6760 |
0.6702 |
0.6517 |
|
R3 |
0.6673 |
0.6615 |
0.6493 |
|
R2 |
0.6585 |
0.6585 |
0.6485 |
|
R1 |
0.6527 |
0.6527 |
0.6477 |
0.6512 |
PP |
0.6498 |
0.6498 |
0.6498 |
0.6490 |
S1 |
0.6440 |
0.6440 |
0.6461 |
0.6425 |
S2 |
0.6410 |
0.6410 |
0.6453 |
|
S3 |
0.6323 |
0.6352 |
0.6445 |
|
S4 |
0.6235 |
0.6265 |
0.6421 |
|
|
Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7100 |
0.6974 |
0.6573 |
|
R3 |
0.6911 |
0.6785 |
0.6521 |
|
R2 |
0.6721 |
0.6721 |
0.6504 |
|
R1 |
0.6595 |
0.6595 |
0.6486 |
0.6563 |
PP |
0.6532 |
0.6532 |
0.6532 |
0.6516 |
S1 |
0.6406 |
0.6406 |
0.6452 |
0.6374 |
S2 |
0.6342 |
0.6342 |
0.6434 |
|
S3 |
0.6153 |
0.6216 |
0.6417 |
|
S4 |
0.5963 |
0.6027 |
0.6365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6658 |
0.6468 |
0.0190 |
2.9% |
0.0073 |
1.1% |
1% |
False |
True |
120,813 |
10 |
0.6658 |
0.6468 |
0.0190 |
2.9% |
0.0063 |
1.0% |
1% |
False |
True |
108,648 |
20 |
0.6658 |
0.6468 |
0.0190 |
2.9% |
0.0056 |
0.9% |
1% |
False |
True |
97,324 |
40 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0051 |
0.8% |
0% |
False |
True |
58,114 |
60 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0049 |
0.8% |
1% |
False |
False |
38,798 |
80 |
0.6900 |
0.6468 |
0.0433 |
6.7% |
0.0051 |
0.8% |
0% |
False |
False |
29,128 |
100 |
0.6900 |
0.6468 |
0.0433 |
6.7% |
0.0050 |
0.8% |
0% |
False |
False |
23,316 |
120 |
0.6900 |
0.6349 |
0.0552 |
8.5% |
0.0044 |
0.7% |
22% |
False |
False |
19,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6927 |
2.618 |
0.6785 |
1.618 |
0.6697 |
1.000 |
0.6643 |
0.618 |
0.6610 |
HIGH |
0.6556 |
0.618 |
0.6522 |
0.500 |
0.6512 |
0.382 |
0.6501 |
LOW |
0.6468 |
0.618 |
0.6414 |
1.000 |
0.6381 |
1.618 |
0.6326 |
2.618 |
0.6239 |
4.250 |
0.6096 |
|
|
Fisher Pivots for day following 12-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6512 |
0.6556 |
PP |
0.6498 |
0.6527 |
S1 |
0.6483 |
0.6498 |
|