CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 10-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.6590 |
0.6629 |
0.0039 |
0.6% |
0.6617 |
High |
0.6629 |
0.6631 |
0.0002 |
0.0% |
0.6652 |
Low |
0.6574 |
0.6604 |
0.0030 |
0.5% |
0.6566 |
Close |
0.6627 |
0.6613 |
-0.0014 |
-0.2% |
0.6613 |
Range |
0.0056 |
0.0028 |
-0.0028 |
-50.5% |
0.0086 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
84,993 |
89,631 |
4,638 |
5.5% |
486,641 |
|
Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6698 |
0.6683 |
0.6628 |
|
R3 |
0.6671 |
0.6656 |
0.6621 |
|
R2 |
0.6643 |
0.6643 |
0.6618 |
|
R1 |
0.6628 |
0.6628 |
0.6616 |
0.6622 |
PP |
0.6616 |
0.6616 |
0.6616 |
0.6613 |
S1 |
0.6601 |
0.6601 |
0.6610 |
0.6595 |
S2 |
0.6588 |
0.6588 |
0.6608 |
|
S3 |
0.6561 |
0.6573 |
0.6605 |
|
S4 |
0.6533 |
0.6546 |
0.6598 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6868 |
0.6827 |
0.6660 |
|
R3 |
0.6782 |
0.6741 |
0.6637 |
|
R2 |
0.6696 |
0.6696 |
0.6629 |
|
R1 |
0.6655 |
0.6655 |
0.6621 |
0.6633 |
PP |
0.6610 |
0.6610 |
0.6610 |
0.6599 |
S1 |
0.6569 |
0.6569 |
0.6605 |
0.6547 |
S2 |
0.6524 |
0.6524 |
0.6597 |
|
S3 |
0.6438 |
0.6483 |
0.6589 |
|
S4 |
0.6352 |
0.6397 |
0.6566 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6652 |
0.6566 |
0.0086 |
1.3% |
0.0043 |
0.6% |
55% |
False |
False |
97,328 |
10 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0060 |
0.9% |
70% |
False |
False |
119,249 |
20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0055 |
0.8% |
80% |
False |
False |
113,038 |
40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0055 |
0.8% |
80% |
False |
False |
105,181 |
60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0052 |
0.8% |
77% |
False |
False |
76,422 |
80 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0050 |
0.8% |
77% |
False |
False |
57,358 |
100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
46% |
False |
False |
45,910 |
120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
46% |
False |
False |
38,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6748 |
2.618 |
0.6703 |
1.618 |
0.6675 |
1.000 |
0.6659 |
0.618 |
0.6648 |
HIGH |
0.6631 |
0.618 |
0.6620 |
0.500 |
0.6617 |
0.382 |
0.6614 |
LOW |
0.6604 |
0.618 |
0.6587 |
1.000 |
0.6576 |
1.618 |
0.6559 |
2.618 |
0.6532 |
4.250 |
0.6487 |
|
|
Fisher Pivots for day following 10-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6617 |
0.6608 |
PP |
0.6616 |
0.6603 |
S1 |
0.6614 |
0.6599 |
|