CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6551 |
0.6476 |
-0.0075 |
-1.1% |
0.6590 |
| High |
0.6556 |
0.6505 |
-0.0051 |
-0.8% |
0.6658 |
| Low |
0.6468 |
0.6449 |
-0.0019 |
-0.3% |
0.6468 |
| Close |
0.6469 |
0.6454 |
-0.0016 |
-0.2% |
0.6469 |
| Range |
0.0088 |
0.0056 |
-0.0032 |
-36.0% |
0.0190 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
128,206 |
117,756 |
-10,450 |
-8.2% |
604,069 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6637 |
0.6601 |
0.6484 |
|
| R3 |
0.6581 |
0.6545 |
0.6469 |
|
| R2 |
0.6525 |
0.6525 |
0.6464 |
|
| R1 |
0.6489 |
0.6489 |
0.6459 |
0.6479 |
| PP |
0.6469 |
0.6469 |
0.6469 |
0.6464 |
| S1 |
0.6433 |
0.6433 |
0.6448 |
0.6423 |
| S2 |
0.6413 |
0.6413 |
0.6443 |
|
| S3 |
0.6357 |
0.6377 |
0.6438 |
|
| S4 |
0.6301 |
0.6321 |
0.6423 |
|
|
| 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 |
0.6449 |
0.0209 |
3.2% |
0.0074 |
1.2% |
2% |
False |
True |
129,912 |
| 10 |
0.6658 |
0.6449 |
0.0209 |
3.2% |
0.0063 |
1.0% |
2% |
False |
True |
112,899 |
| 20 |
0.6658 |
0.6449 |
0.0209 |
3.2% |
0.0057 |
0.9% |
2% |
False |
True |
99,390 |
| 40 |
0.6687 |
0.6449 |
0.0238 |
3.7% |
0.0051 |
0.8% |
2% |
False |
True |
61,053 |
| 60 |
0.6687 |
0.6449 |
0.0238 |
3.7% |
0.0050 |
0.8% |
2% |
False |
True |
40,760 |
| 80 |
0.6900 |
0.6449 |
0.0451 |
7.0% |
0.0051 |
0.8% |
1% |
False |
True |
30,599 |
| 100 |
0.6900 |
0.6449 |
0.0451 |
7.0% |
0.0050 |
0.8% |
1% |
False |
True |
24,493 |
| 120 |
0.6900 |
0.6353 |
0.0548 |
8.5% |
0.0044 |
0.7% |
18% |
False |
False |
20,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6743 |
|
2.618 |
0.6652 |
|
1.618 |
0.6596 |
|
1.000 |
0.6561 |
|
0.618 |
0.6540 |
|
HIGH |
0.6505 |
|
0.618 |
0.6484 |
|
0.500 |
0.6477 |
|
0.382 |
0.6470 |
|
LOW |
0.6449 |
|
0.618 |
0.6414 |
|
1.000 |
0.6393 |
|
1.618 |
0.6358 |
|
2.618 |
0.6302 |
|
4.250 |
0.6211 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6477 |
0.6507 |
| PP |
0.6469 |
0.6489 |
| S1 |
0.6461 |
0.6471 |
|