CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6535 |
0.6575 |
0.0040 |
0.6% |
0.6544 |
| High |
0.6583 |
0.6672 |
0.0089 |
1.4% |
0.6672 |
| Low |
0.6525 |
0.6574 |
0.0049 |
0.8% |
0.6475 |
| Close |
0.6582 |
0.6623 |
0.0041 |
0.6% |
0.6623 |
| Range |
0.0058 |
0.0098 |
0.0040 |
69.0% |
0.0197 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.9% |
0.0000 |
| Volume |
126,684 |
158,233 |
31,549 |
24.9% |
705,855 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6917 |
0.6868 |
0.6676 |
|
| R3 |
0.6819 |
0.6770 |
0.6649 |
|
| R2 |
0.6721 |
0.6721 |
0.6640 |
|
| R1 |
0.6672 |
0.6672 |
0.6631 |
0.6696 |
| PP |
0.6623 |
0.6623 |
0.6623 |
0.6635 |
| S1 |
0.6574 |
0.6574 |
0.6614 |
0.6598 |
| S2 |
0.6525 |
0.6525 |
0.6605 |
|
| S3 |
0.6427 |
0.6476 |
0.6596 |
|
| S4 |
0.6329 |
0.6378 |
0.6569 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7181 |
0.7099 |
0.6731 |
|
| R3 |
0.6984 |
0.6902 |
0.6677 |
|
| R2 |
0.6787 |
0.6787 |
0.6659 |
|
| R1 |
0.6705 |
0.6705 |
0.6641 |
0.6746 |
| PP |
0.6590 |
0.6590 |
0.6590 |
0.6610 |
| S1 |
0.6508 |
0.6508 |
0.6604 |
0.6549 |
| S2 |
0.6393 |
0.6393 |
0.6586 |
|
| S3 |
0.6196 |
0.6311 |
0.6568 |
|
| S4 |
0.5999 |
0.6114 |
0.6514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0076 |
1.2% |
75% |
True |
False |
141,171 |
| 10 |
0.6672 |
0.6425 |
0.0247 |
3.7% |
0.0061 |
0.9% |
80% |
True |
False |
121,793 |
| 20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0062 |
0.9% |
84% |
True |
False |
118,910 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0056 |
0.8% |
80% |
False |
False |
101,572 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0053 |
0.8% |
80% |
False |
False |
68,326 |
| 80 |
0.6762 |
0.6373 |
0.0389 |
5.9% |
0.0052 |
0.8% |
64% |
False |
False |
51,287 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
47% |
False |
False |
41,049 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0050 |
0.7% |
47% |
False |
False |
34,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7088 |
|
2.618 |
0.6928 |
|
1.618 |
0.6830 |
|
1.000 |
0.6770 |
|
0.618 |
0.6732 |
|
HIGH |
0.6672 |
|
0.618 |
0.6634 |
|
0.500 |
0.6623 |
|
0.382 |
0.6611 |
|
LOW |
0.6574 |
|
0.618 |
0.6513 |
|
1.000 |
0.6476 |
|
1.618 |
0.6415 |
|
2.618 |
0.6317 |
|
4.250 |
0.6157 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6623 |
0.6606 |
| PP |
0.6623 |
0.6590 |
| S1 |
0.6623 |
0.6573 |
|