CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6457 |
0.6414 |
-0.0043 |
-0.7% |
0.6590 |
| High |
0.6457 |
0.6458 |
0.0001 |
0.0% |
0.6658 |
| Low |
0.6401 |
0.6412 |
0.0011 |
0.2% |
0.6468 |
| Close |
0.6425 |
0.6448 |
0.0023 |
0.4% |
0.6469 |
| Range |
0.0056 |
0.0046 |
-0.0010 |
-17.1% |
0.0190 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
120,939 |
111,598 |
-9,341 |
-7.7% |
604,069 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6577 |
0.6558 |
0.6473 |
|
| R3 |
0.6531 |
0.6512 |
0.6460 |
|
| R2 |
0.6485 |
0.6485 |
0.6456 |
|
| R1 |
0.6466 |
0.6466 |
0.6452 |
0.6476 |
| PP |
0.6439 |
0.6439 |
0.6439 |
0.6444 |
| S1 |
0.6420 |
0.6420 |
0.6443 |
0.6430 |
| S2 |
0.6393 |
0.6393 |
0.6439 |
|
| S3 |
0.6347 |
0.6374 |
0.6435 |
|
| S4 |
0.6301 |
0.6328 |
0.6422 |
|
|
| 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 |
0.6565 |
0.6401 |
0.0164 |
2.5% |
0.0059 |
0.9% |
28% |
False |
False |
120,272 |
| 10 |
0.6658 |
0.6401 |
0.0257 |
4.0% |
0.0062 |
1.0% |
18% |
False |
False |
117,868 |
| 20 |
0.6658 |
0.6401 |
0.0257 |
4.0% |
0.0058 |
0.9% |
18% |
False |
False |
103,655 |
| 40 |
0.6687 |
0.6401 |
0.0286 |
4.4% |
0.0051 |
0.8% |
16% |
False |
False |
66,854 |
| 60 |
0.6687 |
0.6401 |
0.0286 |
4.4% |
0.0050 |
0.8% |
16% |
False |
False |
44,632 |
| 80 |
0.6900 |
0.6401 |
0.0499 |
7.7% |
0.0051 |
0.8% |
9% |
False |
False |
33,502 |
| 100 |
0.6900 |
0.6401 |
0.0499 |
7.7% |
0.0050 |
0.8% |
9% |
False |
False |
26,817 |
| 120 |
0.6900 |
0.6353 |
0.0548 |
8.5% |
0.0045 |
0.7% |
17% |
False |
False |
22,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6653 |
|
2.618 |
0.6578 |
|
1.618 |
0.6532 |
|
1.000 |
0.6504 |
|
0.618 |
0.6486 |
|
HIGH |
0.6458 |
|
0.618 |
0.6440 |
|
0.500 |
0.6435 |
|
0.382 |
0.6429 |
|
LOW |
0.6412 |
|
0.618 |
0.6383 |
|
1.000 |
0.6366 |
|
1.618 |
0.6337 |
|
2.618 |
0.6291 |
|
4.250 |
0.6216 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6443 |
0.6453 |
| PP |
0.6439 |
0.6451 |
| S1 |
0.6435 |
0.6449 |
|