CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6529 |
0.6544 |
0.0015 |
0.2% |
0.6430 |
| High |
0.6565 |
0.6597 |
0.0032 |
0.5% |
0.6565 |
| Low |
0.6527 |
0.6542 |
0.0015 |
0.2% |
0.6425 |
| Close |
0.6549 |
0.6579 |
0.0030 |
0.5% |
0.6549 |
| Range |
0.0038 |
0.0055 |
0.0017 |
45.3% |
0.0140 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
| Volume |
120,526 |
134,728 |
14,202 |
11.8% |
512,078 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6736 |
0.6712 |
0.6608 |
|
| R3 |
0.6681 |
0.6657 |
0.6593 |
|
| R2 |
0.6627 |
0.6627 |
0.6588 |
|
| R1 |
0.6603 |
0.6603 |
0.6583 |
0.6615 |
| PP |
0.6572 |
0.6572 |
0.6572 |
0.6578 |
| S1 |
0.6548 |
0.6548 |
0.6574 |
0.6560 |
| S2 |
0.6518 |
0.6518 |
0.6569 |
|
| S3 |
0.6463 |
0.6494 |
0.6564 |
|
| S4 |
0.6409 |
0.6439 |
0.6549 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6931 |
0.6880 |
0.6626 |
|
| R3 |
0.6792 |
0.6740 |
0.6587 |
|
| R2 |
0.6652 |
0.6652 |
0.6575 |
|
| R1 |
0.6601 |
0.6601 |
0.6562 |
0.6627 |
| PP |
0.6513 |
0.6513 |
0.6513 |
0.6526 |
| S1 |
0.6461 |
0.6461 |
0.6536 |
0.6487 |
| S2 |
0.6373 |
0.6373 |
0.6523 |
|
| S3 |
0.6234 |
0.6322 |
0.6511 |
|
| S4 |
0.6094 |
0.6182 |
0.6472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6597 |
0.6452 |
0.0145 |
2.2% |
0.0048 |
0.7% |
88% |
True |
False |
112,153 |
| 10 |
0.6597 |
0.6373 |
0.0224 |
3.4% |
0.0050 |
0.8% |
92% |
True |
False |
108,525 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.3% |
0.0056 |
0.9% |
72% |
False |
False |
110,712 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0053 |
0.8% |
66% |
False |
False |
88,045 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
66% |
False |
False |
58,824 |
| 80 |
0.6785 |
0.6373 |
0.0412 |
6.3% |
0.0051 |
0.8% |
50% |
False |
False |
44,151 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
39% |
False |
False |
35,340 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0047 |
0.7% |
39% |
False |
False |
29,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6828 |
|
2.618 |
0.6739 |
|
1.618 |
0.6685 |
|
1.000 |
0.6651 |
|
0.618 |
0.6630 |
|
HIGH |
0.6597 |
|
0.618 |
0.6576 |
|
0.500 |
0.6569 |
|
0.382 |
0.6563 |
|
LOW |
0.6542 |
|
0.618 |
0.6508 |
|
1.000 |
0.6488 |
|
1.618 |
0.6454 |
|
2.618 |
0.6399 |
|
4.250 |
0.6310 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6575 |
0.6568 |
| PP |
0.6572 |
0.6557 |
| S1 |
0.6569 |
0.6546 |
|