CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6432 |
0.6430 |
-0.0002 |
0.0% |
0.6476 |
| High |
0.6444 |
0.6467 |
0.0023 |
0.3% |
0.6505 |
| Low |
0.6373 |
0.6425 |
0.0052 |
0.8% |
0.6373 |
| Close |
0.6428 |
0.6463 |
0.0035 |
0.5% |
0.6428 |
| Range |
0.0071 |
0.0042 |
-0.0030 |
-41.5% |
0.0132 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
129,098 |
86,038 |
-43,060 |
-33.4% |
556,202 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6576 |
0.6561 |
0.6485 |
|
| R3 |
0.6534 |
0.6519 |
0.6474 |
|
| R2 |
0.6493 |
0.6493 |
0.6470 |
|
| R1 |
0.6478 |
0.6478 |
0.6466 |
0.6485 |
| PP |
0.6451 |
0.6451 |
0.6451 |
0.6455 |
| S1 |
0.6436 |
0.6436 |
0.6459 |
0.6444 |
| S2 |
0.6410 |
0.6410 |
0.6455 |
|
| S3 |
0.6368 |
0.6395 |
0.6451 |
|
| S4 |
0.6327 |
0.6353 |
0.6440 |
|
|
| 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 |
0.6467 |
0.6373 |
0.0094 |
1.5% |
0.0051 |
0.8% |
95% |
False |
False |
104,896 |
| 10 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0063 |
1.0% |
31% |
False |
False |
117,404 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0055 |
0.8% |
31% |
False |
False |
101,637 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.9% |
0.0052 |
0.8% |
29% |
False |
False |
74,115 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.9% |
0.0051 |
0.8% |
29% |
False |
False |
49,494 |
| 80 |
0.6900 |
0.6373 |
0.0527 |
8.2% |
0.0051 |
0.8% |
17% |
False |
False |
37,148 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.2% |
0.0051 |
0.8% |
17% |
False |
False |
29,736 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.2% |
0.0046 |
0.7% |
17% |
False |
False |
24,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6643 |
|
2.618 |
0.6575 |
|
1.618 |
0.6534 |
|
1.000 |
0.6508 |
|
0.618 |
0.6492 |
|
HIGH |
0.6467 |
|
0.618 |
0.6451 |
|
0.500 |
0.6446 |
|
0.382 |
0.6441 |
|
LOW |
0.6425 |
|
0.618 |
0.6399 |
|
1.000 |
0.6384 |
|
1.618 |
0.6358 |
|
2.618 |
0.6316 |
|
4.250 |
0.6249 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6457 |
0.6448 |
| PP |
0.6451 |
0.6434 |
| S1 |
0.6446 |
0.6420 |
|