CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6544 |
0.6577 |
0.0033 |
0.5% |
0.6430 |
| High |
0.6597 |
0.6578 |
-0.0019 |
-0.3% |
0.6565 |
| Low |
0.6542 |
0.6481 |
-0.0061 |
-0.9% |
0.6425 |
| Close |
0.6579 |
0.6492 |
-0.0087 |
-1.3% |
0.6549 |
| Range |
0.0055 |
0.0097 |
0.0042 |
77.1% |
0.0140 |
| ATR |
0.0053 |
0.0057 |
0.0003 |
5.9% |
0.0000 |
| Volume |
134,728 |
140,259 |
5,531 |
4.1% |
512,078 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6806 |
0.6746 |
0.6545 |
|
| R3 |
0.6710 |
0.6649 |
0.6519 |
|
| R2 |
0.6613 |
0.6613 |
0.6510 |
|
| R1 |
0.6553 |
0.6553 |
0.6501 |
0.6535 |
| PP |
0.6517 |
0.6517 |
0.6517 |
0.6508 |
| S1 |
0.6456 |
0.6456 |
0.6483 |
0.6438 |
| S2 |
0.6420 |
0.6420 |
0.6474 |
|
| S3 |
0.6324 |
0.6360 |
0.6465 |
|
| S4 |
0.6227 |
0.6263 |
0.6439 |
|
|
| 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 |
0.6481 |
0.0116 |
1.8% |
0.0058 |
0.9% |
10% |
False |
True |
120,264 |
| 10 |
0.6597 |
0.6373 |
0.0224 |
3.4% |
0.0054 |
0.8% |
53% |
False |
False |
110,457 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.4% |
0.0059 |
0.9% |
42% |
False |
False |
113,457 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0055 |
0.8% |
38% |
False |
False |
91,494 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
38% |
False |
False |
61,158 |
| 80 |
0.6776 |
0.6373 |
0.0403 |
6.2% |
0.0051 |
0.8% |
30% |
False |
False |
45,904 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0052 |
0.8% |
23% |
False |
False |
36,742 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0048 |
0.7% |
23% |
False |
False |
30,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6988 |
|
2.618 |
0.6830 |
|
1.618 |
0.6734 |
|
1.000 |
0.6674 |
|
0.618 |
0.6637 |
|
HIGH |
0.6578 |
|
0.618 |
0.6541 |
|
0.500 |
0.6529 |
|
0.382 |
0.6518 |
|
LOW |
0.6481 |
|
0.618 |
0.6421 |
|
1.000 |
0.6385 |
|
1.618 |
0.6325 |
|
2.618 |
0.6228 |
|
4.250 |
0.6071 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6529 |
0.6539 |
| PP |
0.6517 |
0.6523 |
| S1 |
0.6504 |
0.6508 |
|