CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6684 |
0.6699 |
0.0015 |
0.2% |
0.6611 |
| High |
0.6707 |
0.6715 |
0.0008 |
0.1% |
0.6721 |
| Low |
0.6655 |
0.6668 |
0.0013 |
0.2% |
0.6586 |
| Close |
0.6704 |
0.6679 |
-0.0026 |
-0.4% |
0.6704 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-9.5% |
0.0135 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
86,124 |
86,655 |
531 |
0.6% |
516,854 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6830 |
0.6802 |
0.6705 |
|
| R3 |
0.6782 |
0.6754 |
0.6692 |
|
| R2 |
0.6735 |
0.6735 |
0.6687 |
|
| R1 |
0.6707 |
0.6707 |
0.6683 |
0.6697 |
| PP |
0.6687 |
0.6687 |
0.6687 |
0.6682 |
| S1 |
0.6659 |
0.6659 |
0.6674 |
0.6649 |
| S2 |
0.6640 |
0.6640 |
0.6670 |
|
| S3 |
0.6592 |
0.6612 |
0.6665 |
|
| S4 |
0.6545 |
0.6564 |
0.6652 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7074 |
0.7023 |
0.6778 |
|
| R3 |
0.6939 |
0.6889 |
0.6741 |
|
| R2 |
0.6805 |
0.6805 |
0.6729 |
|
| R1 |
0.6754 |
0.6754 |
0.6716 |
0.6780 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6683 |
| S1 |
0.6620 |
0.6620 |
0.6692 |
0.6645 |
| S2 |
0.6536 |
0.6536 |
0.6679 |
|
| S3 |
0.6401 |
0.6485 |
0.6667 |
|
| S4 |
0.6267 |
0.6351 |
0.6630 |
|
|
| 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% |
0.0057 |
0.9% |
69% |
False |
False |
105,672 |
| 10 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0051 |
0.8% |
73% |
False |
False |
99,490 |
| 20 |
0.6721 |
0.6452 |
0.0269 |
4.0% |
0.0056 |
0.8% |
84% |
False |
False |
111,102 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
88% |
False |
False |
106,369 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
88% |
False |
False |
86,444 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
88% |
False |
False |
64,896 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
58% |
False |
False |
51,939 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
58% |
False |
False |
43,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6917 |
|
2.618 |
0.6839 |
|
1.618 |
0.6792 |
|
1.000 |
0.6763 |
|
0.618 |
0.6744 |
|
HIGH |
0.6715 |
|
0.618 |
0.6697 |
|
0.500 |
0.6691 |
|
0.382 |
0.6686 |
|
LOW |
0.6668 |
|
0.618 |
0.6638 |
|
1.000 |
0.6620 |
|
1.618 |
0.6591 |
|
2.618 |
0.6543 |
|
4.250 |
0.6466 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6691 |
0.6688 |
| PP |
0.6687 |
0.6685 |
| S1 |
0.6683 |
0.6682 |
|