CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6446 |
0.6432 |
-0.0015 |
-0.2% |
0.6476 |
| High |
0.6467 |
0.6444 |
-0.0023 |
-0.4% |
0.6505 |
| Low |
0.6428 |
0.6373 |
-0.0055 |
-0.8% |
0.6373 |
| Close |
0.6431 |
0.6428 |
-0.0003 |
0.0% |
0.6428 |
| Range |
0.0040 |
0.0071 |
0.0032 |
79.7% |
0.0132 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
76,811 |
129,098 |
52,287 |
68.1% |
556,202 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6628 |
0.6599 |
0.6467 |
|
| R3 |
0.6557 |
0.6528 |
0.6447 |
|
| R2 |
0.6486 |
0.6486 |
0.6441 |
|
| R1 |
0.6457 |
0.6457 |
0.6434 |
0.6436 |
| PP |
0.6415 |
0.6415 |
0.6415 |
0.6404 |
| S1 |
0.6386 |
0.6386 |
0.6421 |
0.6365 |
| S2 |
0.6344 |
0.6344 |
0.6414 |
|
| S3 |
0.6273 |
0.6315 |
0.6408 |
|
| S4 |
0.6202 |
0.6244 |
0.6388 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6761 |
0.6500 |
|
| R3 |
0.6699 |
0.6629 |
0.6464 |
|
| R2 |
0.6567 |
0.6567 |
0.6452 |
|
| R1 |
0.6497 |
0.6497 |
0.6440 |
0.6466 |
| PP |
0.6435 |
0.6435 |
0.6435 |
0.6420 |
| S1 |
0.6365 |
0.6365 |
0.6415 |
0.6334 |
| S2 |
0.6303 |
0.6303 |
0.6403 |
|
| S3 |
0.6171 |
0.6233 |
0.6391 |
|
| S4 |
0.6039 |
0.6101 |
0.6355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6505 |
0.6373 |
0.0132 |
2.1% |
0.0054 |
0.8% |
41% |
False |
True |
111,240 |
| 10 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0063 |
1.0% |
19% |
False |
True |
116,027 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0056 |
0.9% |
19% |
False |
True |
102,499 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.9% |
0.0051 |
0.8% |
17% |
False |
True |
71,969 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.9% |
0.0051 |
0.8% |
17% |
False |
True |
48,061 |
| 80 |
0.6900 |
0.6373 |
0.0527 |
8.2% |
0.0051 |
0.8% |
10% |
False |
True |
36,073 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.2% |
0.0051 |
0.8% |
10% |
False |
True |
28,876 |
| 120 |
0.6900 |
0.6370 |
0.0531 |
8.3% |
0.0046 |
0.7% |
11% |
False |
False |
24,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6746 |
|
2.618 |
0.6630 |
|
1.618 |
0.6559 |
|
1.000 |
0.6515 |
|
0.618 |
0.6488 |
|
HIGH |
0.6444 |
|
0.618 |
0.6417 |
|
0.500 |
0.6409 |
|
0.382 |
0.6400 |
|
LOW |
0.6373 |
|
0.618 |
0.6329 |
|
1.000 |
0.6302 |
|
1.618 |
0.6258 |
|
2.618 |
0.6187 |
|
4.250 |
0.6071 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6421 |
0.6425 |
| PP |
0.6415 |
0.6423 |
| S1 |
0.6409 |
0.6420 |
|