CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.6629 |
0.6611 |
-0.0018 |
-0.3% |
0.6617 |
High |
0.6631 |
0.6636 |
0.0005 |
0.1% |
0.6652 |
Low |
0.6604 |
0.6593 |
-0.0011 |
-0.2% |
0.6566 |
Close |
0.6613 |
0.6616 |
0.0003 |
0.0% |
0.6613 |
Range |
0.0028 |
0.0043 |
0.0016 |
56.4% |
0.0086 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
89,631 |
75,146 |
-14,485 |
-16.2% |
486,641 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6744 |
0.6723 |
0.6640 |
|
R3 |
0.6701 |
0.6680 |
0.6628 |
|
R2 |
0.6658 |
0.6658 |
0.6624 |
|
R1 |
0.6637 |
0.6637 |
0.6620 |
0.6648 |
PP |
0.6615 |
0.6615 |
0.6615 |
0.6620 |
S1 |
0.6594 |
0.6594 |
0.6612 |
0.6605 |
S2 |
0.6572 |
0.6572 |
0.6608 |
|
S3 |
0.6529 |
0.6551 |
0.6604 |
|
S4 |
0.6486 |
0.6508 |
0.6592 |
|
|
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% |
0.0045 |
0.7% |
58% |
False |
False |
93,308 |
10 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0058 |
0.9% |
72% |
False |
False |
113,291 |
20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0054 |
0.8% |
81% |
False |
False |
110,908 |
40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0055 |
0.8% |
81% |
False |
False |
105,149 |
60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0052 |
0.8% |
78% |
False |
False |
77,671 |
80 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0051 |
0.8% |
78% |
False |
False |
58,297 |
100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
46% |
False |
False |
46,661 |
120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
46% |
False |
False |
38,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6819 |
2.618 |
0.6749 |
1.618 |
0.6706 |
1.000 |
0.6679 |
0.618 |
0.6663 |
HIGH |
0.6636 |
0.618 |
0.6620 |
0.500 |
0.6615 |
0.382 |
0.6609 |
LOW |
0.6593 |
0.618 |
0.6566 |
1.000 |
0.6550 |
1.618 |
0.6523 |
2.618 |
0.6480 |
4.250 |
0.6410 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6616 |
0.6612 |
PP |
0.6615 |
0.6609 |
S1 |
0.6615 |
0.6605 |
|