CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6617 |
0.6634 |
0.0017 |
0.2% |
0.6544 |
| High |
0.6647 |
0.6652 |
0.0005 |
0.1% |
0.6672 |
| Low |
0.6614 |
0.6596 |
-0.0019 |
-0.3% |
0.6475 |
| Close |
0.6636 |
0.6602 |
-0.0034 |
-0.5% |
0.6623 |
| Range |
0.0033 |
0.0057 |
0.0024 |
71.2% |
0.0197 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
95,246 |
123,836 |
28,590 |
30.0% |
705,855 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6786 |
0.6750 |
0.6633 |
|
| R3 |
0.6729 |
0.6694 |
0.6617 |
|
| R2 |
0.6673 |
0.6673 |
0.6612 |
|
| R1 |
0.6637 |
0.6637 |
0.6607 |
0.6627 |
| PP |
0.6616 |
0.6616 |
0.6616 |
0.6611 |
| S1 |
0.6581 |
0.6581 |
0.6596 |
0.6570 |
| S2 |
0.6560 |
0.6560 |
0.6591 |
|
| S3 |
0.6503 |
0.6524 |
0.6586 |
|
| S4 |
0.6447 |
0.6468 |
0.6570 |
|
|
| 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% |
0.0064 |
1.0% |
64% |
False |
False |
129,990 |
| 10 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0061 |
0.9% |
64% |
False |
False |
125,127 |
| 20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0062 |
0.9% |
77% |
False |
False |
121,748 |
| 40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0056 |
0.8% |
77% |
False |
False |
105,938 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0053 |
0.8% |
73% |
False |
False |
71,972 |
| 80 |
0.6755 |
0.6373 |
0.0382 |
5.8% |
0.0052 |
0.8% |
60% |
False |
False |
54,024 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0053 |
0.8% |
43% |
False |
False |
43,238 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0050 |
0.8% |
43% |
False |
False |
36,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6892 |
|
2.618 |
0.6800 |
|
1.618 |
0.6743 |
|
1.000 |
0.6709 |
|
0.618 |
0.6687 |
|
HIGH |
0.6652 |
|
0.618 |
0.6630 |
|
0.500 |
0.6624 |
|
0.382 |
0.6617 |
|
LOW |
0.6596 |
|
0.618 |
0.6561 |
|
1.000 |
0.6539 |
|
1.618 |
0.6504 |
|
2.618 |
0.6448 |
|
4.250 |
0.6355 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6624 |
0.6623 |
| PP |
0.6616 |
0.6616 |
| S1 |
0.6609 |
0.6609 |
|