CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6499 |
0.6505 |
0.0007 |
0.1% |
0.6476 |
| High |
0.6540 |
0.6550 |
0.0011 |
0.2% |
0.6505 |
| Low |
0.6493 |
0.6496 |
0.0003 |
0.0% |
0.6373 |
| Close |
0.6504 |
0.6524 |
0.0020 |
0.3% |
0.6428 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.2% |
0.0132 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
| Volume |
102,851 |
102,957 |
106 |
0.1% |
556,202 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6687 |
0.6660 |
0.6554 |
|
| R3 |
0.6632 |
0.6605 |
0.6539 |
|
| R2 |
0.6578 |
0.6578 |
0.6534 |
|
| R1 |
0.6551 |
0.6551 |
0.6529 |
0.6564 |
| PP |
0.6523 |
0.6523 |
0.6523 |
0.6530 |
| S1 |
0.6496 |
0.6496 |
0.6519 |
0.6510 |
| S2 |
0.6469 |
0.6469 |
0.6514 |
|
| S3 |
0.6414 |
0.6442 |
0.6509 |
|
| S4 |
0.6360 |
0.6387 |
0.6494 |
|
|
| 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 |
0.6550 |
0.6373 |
0.0177 |
2.7% |
0.0053 |
0.8% |
85% |
True |
False |
104,130 |
| 10 |
0.6556 |
0.6373 |
0.0183 |
2.8% |
0.0055 |
0.8% |
83% |
False |
False |
107,596 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0057 |
0.9% |
53% |
False |
False |
106,964 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0053 |
0.8% |
48% |
False |
False |
81,700 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
48% |
False |
False |
54,582 |
| 80 |
0.6865 |
0.6373 |
0.0492 |
7.5% |
0.0051 |
0.8% |
31% |
False |
False |
40,962 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0052 |
0.8% |
29% |
False |
False |
32,789 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0047 |
0.7% |
29% |
False |
False |
27,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6782 |
|
2.618 |
0.6693 |
|
1.618 |
0.6638 |
|
1.000 |
0.6605 |
|
0.618 |
0.6584 |
|
HIGH |
0.6550 |
|
0.618 |
0.6529 |
|
0.500 |
0.6523 |
|
0.382 |
0.6516 |
|
LOW |
0.6496 |
|
0.618 |
0.6462 |
|
1.000 |
0.6441 |
|
1.618 |
0.6407 |
|
2.618 |
0.6353 |
|
4.250 |
0.6264 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6524 |
0.6516 |
| PP |
0.6523 |
0.6509 |
| S1 |
0.6523 |
0.6501 |
|