CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6430 |
0.6460 |
0.0030 |
0.5% |
0.6476 |
| High |
0.6467 |
0.6501 |
0.0035 |
0.5% |
0.6505 |
| Low |
0.6425 |
0.6452 |
0.0027 |
0.4% |
0.6373 |
| Close |
0.6463 |
0.6498 |
0.0036 |
0.5% |
0.6428 |
| Range |
0.0042 |
0.0049 |
0.0008 |
18.1% |
0.0132 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
86,038 |
99,706 |
13,668 |
15.9% |
556,202 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6631 |
0.6613 |
0.6525 |
|
| R3 |
0.6582 |
0.6564 |
0.6511 |
|
| R2 |
0.6533 |
0.6533 |
0.6507 |
|
| R1 |
0.6515 |
0.6515 |
0.6502 |
0.6524 |
| PP |
0.6484 |
0.6484 |
0.6484 |
0.6488 |
| S1 |
0.6466 |
0.6466 |
0.6494 |
0.6475 |
| S2 |
0.6435 |
0.6435 |
0.6489 |
|
| S3 |
0.6386 |
0.6417 |
0.6485 |
|
| S4 |
0.6337 |
0.6368 |
0.6471 |
|
|
| 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 |
0.6501 |
0.6373 |
0.0128 |
2.0% |
0.0049 |
0.8% |
98% |
True |
False |
100,650 |
| 10 |
0.6645 |
0.6373 |
0.0272 |
4.2% |
0.0063 |
1.0% |
46% |
False |
False |
118,369 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0055 |
0.8% |
44% |
False |
False |
103,085 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0052 |
0.8% |
40% |
False |
False |
76,591 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
40% |
False |
False |
51,154 |
| 80 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0051 |
0.8% |
24% |
False |
False |
38,394 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0051 |
0.8% |
24% |
False |
False |
30,733 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0046 |
0.7% |
24% |
False |
False |
25,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6709 |
|
2.618 |
0.6629 |
|
1.618 |
0.6580 |
|
1.000 |
0.6550 |
|
0.618 |
0.6531 |
|
HIGH |
0.6501 |
|
0.618 |
0.6482 |
|
0.500 |
0.6477 |
|
0.382 |
0.6471 |
|
LOW |
0.6452 |
|
0.618 |
0.6422 |
|
1.000 |
0.6403 |
|
1.618 |
0.6373 |
|
2.618 |
0.6324 |
|
4.250 |
0.6244 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6491 |
0.6478 |
| PP |
0.6484 |
0.6457 |
| S1 |
0.6477 |
0.6437 |
|