CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6633 |
0.6699 |
0.0066 |
1.0% |
0.6617 |
| High |
0.6705 |
0.6721 |
0.0016 |
0.2% |
0.6652 |
| Low |
0.6628 |
0.6661 |
0.0033 |
0.5% |
0.6566 |
| Close |
0.6697 |
0.6686 |
-0.0011 |
-0.2% |
0.6613 |
| Range |
0.0077 |
0.0060 |
-0.0017 |
-22.1% |
0.0086 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
144,246 |
113,252 |
-30,994 |
-21.5% |
486,641 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6869 |
0.6838 |
0.6719 |
|
| R3 |
0.6809 |
0.6778 |
0.6703 |
|
| R2 |
0.6749 |
0.6749 |
0.6697 |
|
| R1 |
0.6718 |
0.6718 |
0.6692 |
0.6703 |
| PP |
0.6689 |
0.6689 |
0.6689 |
0.6682 |
| S1 |
0.6658 |
0.6658 |
0.6681 |
0.6643 |
| S2 |
0.6629 |
0.6629 |
0.6675 |
|
| S3 |
0.6569 |
0.6598 |
0.6670 |
|
| S4 |
0.6509 |
0.6538 |
0.6653 |
|
|
| 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 |
0.6721 |
0.6586 |
0.0135 |
2.0% |
0.0051 |
0.8% |
74% |
True |
False |
104,072 |
| 10 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0054 |
0.8% |
78% |
True |
False |
107,560 |
| 20 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.8% |
90% |
True |
False |
113,220 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.8% |
90% |
True |
False |
107,811 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
90% |
True |
False |
83,574 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
90% |
True |
False |
62,738 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
59% |
False |
False |
50,212 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0051 |
0.8% |
59% |
False |
False |
41,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6976 |
|
2.618 |
0.6878 |
|
1.618 |
0.6818 |
|
1.000 |
0.6781 |
|
0.618 |
0.6758 |
|
HIGH |
0.6721 |
|
0.618 |
0.6698 |
|
0.500 |
0.6691 |
|
0.382 |
0.6683 |
|
LOW |
0.6661 |
|
0.618 |
0.6623 |
|
1.000 |
0.6601 |
|
1.618 |
0.6563 |
|
2.618 |
0.6503 |
|
4.250 |
0.6406 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6691 |
0.6675 |
| PP |
0.6689 |
0.6664 |
| S1 |
0.6688 |
0.6653 |
|