CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6575 |
0.6617 |
0.0043 |
0.6% |
0.6544 |
| High |
0.6672 |
0.6647 |
-0.0025 |
-0.4% |
0.6672 |
| Low |
0.6574 |
0.6614 |
0.0041 |
0.6% |
0.6475 |
| Close |
0.6623 |
0.6636 |
0.0013 |
0.2% |
0.6623 |
| Range |
0.0098 |
0.0033 |
-0.0065 |
-66.3% |
0.0197 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
158,233 |
95,246 |
-62,987 |
-39.8% |
705,855 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6731 |
0.6716 |
0.6654 |
|
| R3 |
0.6698 |
0.6683 |
0.6645 |
|
| R2 |
0.6665 |
0.6665 |
0.6642 |
|
| R1 |
0.6650 |
0.6650 |
0.6639 |
0.6658 |
| PP |
0.6632 |
0.6632 |
0.6632 |
0.6636 |
| S1 |
0.6617 |
0.6617 |
0.6632 |
0.6625 |
| S2 |
0.6599 |
0.6599 |
0.6629 |
|
| S3 |
0.6566 |
0.6584 |
0.6626 |
|
| S4 |
0.6533 |
0.6551 |
0.6617 |
|
|
| 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% |
0.0072 |
1.1% |
82% |
False |
False |
133,274 |
| 10 |
0.6672 |
0.6452 |
0.0220 |
3.3% |
0.0060 |
0.9% |
84% |
False |
False |
122,714 |
| 20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0061 |
0.9% |
88% |
False |
False |
120,059 |
| 40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0055 |
0.8% |
88% |
False |
False |
103,819 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0052 |
0.8% |
84% |
False |
False |
69,910 |
| 80 |
0.6762 |
0.6373 |
0.0389 |
5.9% |
0.0052 |
0.8% |
67% |
False |
False |
52,478 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0053 |
0.8% |
50% |
False |
False |
42,001 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0050 |
0.7% |
50% |
False |
False |
35,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6787 |
|
2.618 |
0.6733 |
|
1.618 |
0.6700 |
|
1.000 |
0.6680 |
|
0.618 |
0.6667 |
|
HIGH |
0.6647 |
|
0.618 |
0.6634 |
|
0.500 |
0.6631 |
|
0.382 |
0.6627 |
|
LOW |
0.6614 |
|
0.618 |
0.6594 |
|
1.000 |
0.6581 |
|
1.618 |
0.6561 |
|
2.618 |
0.6528 |
|
4.250 |
0.6474 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6634 |
0.6623 |
| PP |
0.6632 |
0.6611 |
| S1 |
0.6631 |
0.6598 |
|