CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6460 |
0.6499 |
0.0039 |
0.6% |
0.6476 |
| High |
0.6501 |
0.6540 |
0.0039 |
0.6% |
0.6505 |
| Low |
0.6452 |
0.6493 |
0.0041 |
0.6% |
0.6373 |
| Close |
0.6498 |
0.6504 |
0.0006 |
0.1% |
0.6428 |
| Range |
0.0049 |
0.0047 |
-0.0003 |
-5.1% |
0.0132 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
99,706 |
102,851 |
3,145 |
3.2% |
556,202 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6652 |
0.6624 |
0.6530 |
|
| R3 |
0.6605 |
0.6578 |
0.6517 |
|
| R2 |
0.6559 |
0.6559 |
0.6513 |
|
| R1 |
0.6531 |
0.6531 |
0.6508 |
0.6545 |
| PP |
0.6512 |
0.6512 |
0.6512 |
0.6519 |
| S1 |
0.6485 |
0.6485 |
0.6500 |
0.6499 |
| S2 |
0.6466 |
0.6466 |
0.6495 |
|
| S3 |
0.6419 |
0.6438 |
0.6491 |
|
| S4 |
0.6373 |
0.6392 |
0.6478 |
|
|
| 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 |
0.6540 |
0.6373 |
0.0167 |
2.6% |
0.0050 |
0.8% |
79% |
True |
False |
98,900 |
| 10 |
0.6565 |
0.6373 |
0.0192 |
3.0% |
0.0054 |
0.8% |
68% |
False |
False |
109,586 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0056 |
0.9% |
46% |
False |
False |
105,289 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0053 |
0.8% |
42% |
False |
False |
79,159 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
42% |
False |
False |
52,867 |
| 80 |
0.6875 |
0.6373 |
0.0502 |
7.7% |
0.0051 |
0.8% |
26% |
False |
False |
39,677 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0051 |
0.8% |
25% |
False |
False |
31,761 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0047 |
0.7% |
25% |
False |
False |
26,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6737 |
|
2.618 |
0.6661 |
|
1.618 |
0.6615 |
|
1.000 |
0.6586 |
|
0.618 |
0.6568 |
|
HIGH |
0.6540 |
|
0.618 |
0.6522 |
|
0.500 |
0.6516 |
|
0.382 |
0.6511 |
|
LOW |
0.6493 |
|
0.618 |
0.6464 |
|
1.000 |
0.6447 |
|
1.618 |
0.6418 |
|
2.618 |
0.6371 |
|
4.250 |
0.6295 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6516 |
0.6497 |
| PP |
0.6512 |
0.6490 |
| S1 |
0.6508 |
0.6482 |
|