CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6577 |
0.6484 |
-0.0093 |
-1.4% |
0.6430 |
| High |
0.6578 |
0.6550 |
-0.0028 |
-0.4% |
0.6565 |
| Low |
0.6481 |
0.6475 |
-0.0007 |
-0.1% |
0.6425 |
| Close |
0.6492 |
0.6542 |
0.0050 |
0.8% |
0.6549 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.3% |
0.0140 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.3% |
0.0000 |
| Volume |
140,259 |
145,951 |
5,692 |
4.1% |
512,078 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6747 |
0.6720 |
0.6583 |
|
| R3 |
0.6672 |
0.6645 |
0.6563 |
|
| R2 |
0.6597 |
0.6597 |
0.6556 |
|
| R1 |
0.6570 |
0.6570 |
0.6549 |
0.6583 |
| PP |
0.6522 |
0.6522 |
0.6522 |
0.6529 |
| S1 |
0.6495 |
0.6495 |
0.6535 |
0.6508 |
| S2 |
0.6447 |
0.6447 |
0.6528 |
|
| S3 |
0.6372 |
0.6420 |
0.6521 |
|
| S4 |
0.6297 |
0.6345 |
0.6501 |
|
|
| 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 |
0.6475 |
0.0122 |
1.9% |
0.0064 |
1.0% |
55% |
False |
True |
128,884 |
| 10 |
0.6597 |
0.6373 |
0.0224 |
3.4% |
0.0057 |
0.9% |
76% |
False |
False |
113,892 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.3% |
0.0059 |
0.9% |
59% |
False |
False |
115,880 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0056 |
0.8% |
54% |
False |
False |
94,797 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
54% |
False |
False |
63,582 |
| 80 |
0.6762 |
0.6373 |
0.0389 |
5.9% |
0.0051 |
0.8% |
43% |
False |
False |
47,727 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0052 |
0.8% |
32% |
False |
False |
38,200 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.1% |
0.0048 |
0.7% |
32% |
False |
False |
31,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6868 |
|
2.618 |
0.6746 |
|
1.618 |
0.6671 |
|
1.000 |
0.6625 |
|
0.618 |
0.6596 |
|
HIGH |
0.6550 |
|
0.618 |
0.6521 |
|
0.500 |
0.6512 |
|
0.382 |
0.6503 |
|
LOW |
0.6475 |
|
0.618 |
0.6428 |
|
1.000 |
0.6400 |
|
1.618 |
0.6353 |
|
2.618 |
0.6278 |
|
4.250 |
0.6156 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6532 |
0.6540 |
| PP |
0.6522 |
0.6538 |
| S1 |
0.6512 |
0.6536 |
|